# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001410368-26-040903
**Filing Date:** 2026-4
**Character Count:** 1772688
**Document Hash:** ce299e7fd211978e8da971c6d7eb09f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040903.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001410368-26-040903

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 26900090

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Multi-Manager Total Return Bond Strategies Fund (Series ID: S000036205)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000179755 | Multi-Manager Total Return Bond Strategies Fund Institutional Class | CTRZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** COLUMBIA FUNDS SERIES TRUST I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1800-345-6611

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

- **a. Name of Series:** Multi-Manager Total Return Bond Strategies Fund

- **b. EDGAR series identifier (if any):** S000036205

- **c. LEI of Series:** 8DID67HJNOBUIXV71679

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $14741506935.83

**Total Liabilities:** $1576212636.55

**Net Assets:** $13165294299.28

**Delayed Delivery Securities:** $1388906410.43

**Cash Not Reported:** $682772.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 459814.67000000 | **1-Year:** 136716.30000000 | **5-Year:** 651958.33000000 | **10-Year:** 1138200.78000000 | **30-Year:** 2001946.20000000

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

- **3-Month:** -3246.99000000 | **1-Year:** -37884.53000000 | **5-Year:** 186903.58000000 | **10-Year:** 181951.56000000 | **30-Year:** 132775.18000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179755 | -0.16%               | 0.26%                | 1.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3399994.81             | $-51543319.79                              |
| Month 2  | $-1927385.56             | $4218705.16                                |
| Month 3  | $4457957.09              | $125140029.64                              |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2993000 | PA      | $3001936.06    | 0.02%             | 2026-04-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     509000 | PA      | $524796.79     | 0.00%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1313237.94    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-1                                     | JP MORGAN MORTGAGE TRUST JPMMT_24-1                                              | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     667244 | PA      | $673603.96     | 0.01%             | 2054-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     293000 | PA      | $294281.38     | 0.00%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2062804.03    | 0.02%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                                                 | X.AI LLC / X.AI Co Issuer Corp                                                   | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2961229.24    | 0.02%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6235000 | PA      | $6245900.59    | 0.05%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | OREGON TOOL LUX LP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     594128 | PA      | $392866.95     | 0.00%             | 2029-10-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9278478 | PA      | $16987.97      | 0.00%             | 2026-05-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    2401000 | PA      | $2343115.42    | 0.02%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     360000 | PA      | $376852.09     | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1318966 | PA      | $1272722.34    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14629760 | PA      | $12808596.42   | 0.10%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $731153.47     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4133998 | PA      | $3735957.40    | 0.03%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1552723.32    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     576000 | PA      | $509672.01     | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3435000 | PA      | $3431892.36    | 0.03%             | 2043-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                       | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1229283.58    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     196000 | PA      | $203399.93     | 0.00%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2208837 | PA      | $2027223.30    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     139000 | PA      | $159492.88     | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1194000 | PA      | $1221135.73    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                       | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $1965680.55    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EHZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     183365 | PA      | $183106.91     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                 | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     945000 | PA      | $929101.30     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2024-RPL2 LLC                                                               | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     964044 | PA      | $945819.50     | 0.01%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                     | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    1807000 | PA      | $1858601.40    | 0.01%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1451000 | PA      | $1441609.32    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12650000 | PA      | $12606075.55   | 0.10%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     808136 | PA      | $776171.60     | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1008677.13    | 0.01%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1692000 | PA      | $1459006.83    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                  | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2456250 | PA      | $2402976.39    | 0.02%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   92553383 | PA      | $4232438.44    | 0.03%             | 2030-01-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                        | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3112882 | PA      | $3121031.75    | 0.02%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4338000 | PA      | $4616658.78    | 0.04%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200054 | PA      | $1018431.37    | 0.01%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BDFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10322111 | PA      | $1832045.65    | 0.01%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                                             | Wachovia Student Loan Trust 2006-1                                               | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2108348 | PA      | $2089944.51    | 0.02%             | 2040-04-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    3809840 | PA      | $3836437.97    | 0.03%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     740000 | PA      | $714043.69     | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1199491.95    | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-10                                    | JP MORGAN MORTGAGE TRUST JPMMT_23-10                                             | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     964006 | PA      | $974874.57     | 0.01%             | 2054-05-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     520000 | PA      | $533644.30     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                     | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12020000 | PA      | $11055127.80   | 0.08%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     852000 | PA      | $818482.36     | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17525181 | PA      | $286492.90     | 0.00%             | 2032-03-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3166587 | PA      | $3195742.70    | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1467140 | PA      | $1442641.97    | 0.01%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     650000 | PA      | $686684.55     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6315000 | PA      | $3163420.31    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                | Farmers Exchange Capital                                                         | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $837400.03     | 0.01%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137ABAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13122 | PA      | $12715.90      | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     218000 | PA      | $201865.06     | 0.00%             | 2070-02-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     820000 | PA      | $870445.15     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9192000 | PA      | $9258741.29    | 0.07%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $621337.38     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34384720 | PA      | $33473092.98   | 0.25%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                  | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     595000 | PA      | $563213.83     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     418608 | PA      | $323695.58     | 0.00%             | 2064-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                     | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     479000 | PA      | $420410.94     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                        | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     879696 | PA      | $882981.29     | 0.01%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1838365 | PA      | $1682063.54    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                   | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1050818 | PA      | $1085718.14    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     897000 | PA      | $932572.09     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MALT_04-12                                                              | MALT_04-12                                                                       | CUSIP: 576434YG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     236485 | PA      | $237357.21     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                  | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2818281.39    | 0.02%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1021113 | PA      | $1041983.99    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2962                                                              | FHLMC_2962                                                                       | CUSIP: 31395TRF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       8996 | PA      | $8990.98       | 0.00%             | 2035-03-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23725000 | PA      | $22966376.04   | 0.17%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     610000 | PA      | $597938.39     | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7890905 | PA      | $6881382.70    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1718583.31    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FHLMC_4236                                                              | FHLMC_4236                                                                       | CUSIP: 3137B3ZC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7969188 | PA      | $859881.77     | 0.01%             | 2043-08-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     835000 | PA      | $837846.92     | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                       | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2917634 | PA      | $1389909.31    | 0.01%             | 2037-03-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $1192088.32    | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     302000 | PA      | $297910.43     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                             | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1671283 | PA      | $1702953.14    | 0.01%             | 2037-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1575550.83    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    4382568 | PA      | $4436267.29    | 0.03%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15527622 | PA      | $15785756.90   | 0.12%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST ARES1_25-IND3                            | ARES COMMERCIAL MORTGAGE TRUST ARES1_25-IND3                                     | CUSIP: 039955AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3000740.40    | 0.02%             | 2027-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9926468 | PA      | $539098.51     | 0.00%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_19-2                                       | FLAGSTAR MORTGAGE TRUST FSMT_19-2                                                | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     845630 | PA      | $795222.43     | 0.01%             | 2049-12-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     472000 | PA      | $458508.82     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                          | EG AMERICA LLC                                                                   | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     650000 | PA      | $648537.50     | 0.00%             | 2031-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2023-3                                                   | CUSIP: 618933AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1905956 | PA      | $1888084.39    | 0.01%             | 2053-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                      | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4065825 | PA      | $3361272.30    | 0.03%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      71000 | PA      | $70804.85      | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BB2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3622879 | PA      | $648693.91     | 0.00%             | 2040-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                             | ZIGGO FINANCING PARTNERSHIP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     433535 | PA      | $421972.29     | 0.00%             | 2033-01-14      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                      | F&G Global Funding                                                               | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $5732709.96    | 0.04%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10725628.81   | 0.08%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140W3EN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5012654 | PA      | $4542522.82    | 0.03%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    2096510 | PA      | $2098571.35    | 0.02%             | 2031-08-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     885000 | PA      | $909381.79     | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7147190 | PA      | $7194450.39    | 0.05%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ10                                 | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     657915 | PA      | $600005.80     | 0.00%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    2263000 | PA      | $2068379.00    | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138AMUR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       9198 | PA      | $9299.38       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 31283HGR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12739 | PA      | $13359.67      | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                          | Long Beach Mortgage Loan Trust 2006-11                                           | CUSIP: 542512AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27537091 | PA      | $9448113.51    | 0.07%             | 2036-12-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                      | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     641405 | PA      | $594512.81     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3247572.48    | 0.02%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6615000 | PA      | $6812629.46    | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                 | Simon Property Group LP                                                          | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    7877000 | PA      | $7922932.54    | 0.06%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2020-R6                                                                | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2735413 | PA      | $2562155.43    | 0.02%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2822306.40    | 0.02%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP FNSTR_434                                     | FANNIE MAE INTEREST STRIP FNSTR_434                                              | CUSIP: 31423XY96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   26536898 | PA      | $5534628.26    | 0.04%             | 2053-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-NQM2                                                   | PRPM LLC PRPM_24-NQM2                                                            | CUSIP: 74448PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6609659 | PA      | $6722480.49    | 0.05%             | 2069-06-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_15-54                                                            | CUSIP: 3136APLU4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14945306 | PA      | $2009200.65    | 0.02%             | 2045-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                       | NSTAR Electric Co                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     324000 | PA      | $288805.15     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     301000 | PA      | $299992.91     | 0.00%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2023-4                                                   | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2797522 | PA      | $2818185.12    | 0.02%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1105000 | PA      | $1110921.86    | 0.01%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                       | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     706000 | PA      | $725530.20     | 0.01%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                 | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    5715000 | PA      | $5924121.81    | 0.04%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1965017 | PA      | $1965017.44    | 0.01%             | 2040-12-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $3631603.15    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2792000 | PA      | $2954845.42    | 0.02%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375B3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     101403 | PA      | $101369.68     | 0.00%             | 2063-06-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                      | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     674000 | PA      | $683353.91     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                                  | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |    1865000 | PA      | $1964964.10    | 0.01%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     313000 | PA      | $309412.00     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XDV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     142511 | PA      | $23088.93      | 0.00%             | 2046-12-15      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    8555000 | PA      | $8708595.07    | 0.07%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2021-2 Ltd                                                    | CUSIP: 77341LAU3<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |    8940000 | PA      | $8948180.10    | 0.07%             | 2034-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     361000 | PA      | $333940.73     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $659502.73     | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     985000 | PA      | $938696.16     | 0.01%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                         | Marex Group PLC                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    3040000 | PA      | $3181368.40    | 0.02%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     775000 | PA      | $804607.20     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1957220 | PA      | $1736017.79    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AXPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4599664 | PA      | $224771.31     | 0.00%             | 2047-08-25      | Floating      | 0.17%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     617000 | PA      | $585312.73     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     299069 | PA      | $305930.55     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                                 | Duquesne Light Holdings Inc                                                      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     303000 | PA      | $280545.85     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     987000 | PA      | $959774.96     | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    5260000 | PA      | $5399218.52    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2779020.03    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_20-30A                                       | BLUEMOUNTAIN CLO LTD BLUEM_20-30A                                                | CUSIP: 09630QAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $2110763.82    | 0.02%             | 2035-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6140889 | PA      | $5910322.42    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    2839000 | PA      | $3509710.91    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                   | Stifel Financial Corp                                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3697675.24    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2025-4                                       | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     805000 | PA      | $809281.96     | 0.01%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7689088 | PA      | $6810284.60    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5993475 | PA      | $5290541.51    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379UAT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5683787 | PA      | $152293.66     | 0.00%             | 2057-01-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3843                                                  | FREDDIE MAC FHLMC_3843                                                           | CUSIP: 3137A9K96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1070082 | PA      | $1113474.93    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31287TSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4396 | PA      | $4610.45       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                      | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6654612.25    | 0.05%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     632000 | PA      | $666224.55     | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                      | Boston Gas Co                                                                    | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1455097.55    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1358725.15    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1471919.46    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    3463000 | PA      | $3301989.75    | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31400QVV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72067 | PA      | $73501.98      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     304000 | PA      | $297686.23     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140FPU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1656903 | PA      | $1644001.21    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust Series 2025-12                                 | CUSIP: 16160CBR5<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    3070749 | PA      | $3081544.50    | 0.02%             | 2056-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1226757.10    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     258000 | PA      | $256656.13     | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11384782 | PA      | $9587765.41    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                       | EOG Resources Inc                                                                | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1823000 | PA      | $1891360.50    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                  | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     218000 | PA      | $143148.52     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                   | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    1000000 | PA      | $1060909.37    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5038                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5038                                | CUSIP: 3137FXMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24327930 | PA      | $4328819.35    | 0.03%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                            | CD 2019-CD8 Mortgage Trust                                                       | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44730840 | PA      | $1677495.98    | 0.01%             | 2057-08-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     637109 | PA      | $601623.66     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1622364 | PA      | $1602622.33    | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1010324.51    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                 | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1540980.87    | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2935000 | PA      | $2989128.14    | 0.02%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     332000 | PA      | $232943.20     | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2024-2                             | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1084169 | PA      | $1085519.67    | 0.01%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     782000 | PA      | $782389.68     | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     807889 | PA      | $815857.97     | 0.01%             | 2070-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-9739.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     584000 | PA      | $574500.60     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6739000 | PA      | $6818769.24    | 0.05%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                                        | GREYWOLF CLO VII Ltd                                                             | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |      12265 | PA      | $12270.82      | 0.00%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3081                                                  | FREDDIE MAC FHLMC_3081                                                           | CUSIP: 31396FXD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     333430 | PA      | $386164.44     | 0.00%             | 2035-12-15      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                 | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     520000 | PA      | $532715.34     | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3492734 | PA      | $3342851.81    | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust Series 2024-RPL2                               | CUSIP: 161930AB8<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    1087549 | PA      | $981287.16     | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8291000 | PA      | $8378327.65    | 0.06%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71737911 | PA      | $1895050.18    | 0.01%             | 2029-06-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     710000 | PA      | $723633.21     | 0.01%             | 2041-11-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47716818 | PA      | $46413784.30   | 0.35%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM4                         | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2945655 | PA      | $2984346.57    | 0.02%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     999699 | PA      | $899818.53     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                   | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5647413.82    | 0.04%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2827521.44    | 0.02%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4146                                                           | CUSIP: 3137AXFK4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2757864 | PA      | $208050.22     | 0.00%             | 2032-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4682                                                  | FREDDIE MAC FHLMC_4682                                                           | CUSIP: 3137BXYK2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2482367 | PA      | $2367048.61    | 0.02%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                                  | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     902000 | PA      | $916178.30     | 0.01%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     810000 | PA      | $815122.50     | 0.01%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     950000 | PA      | $934317.58     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1369237.88    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10345000 | PA      | $10257318.07   | 0.08%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179S5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     452575 | PA      | $420940.23     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191273 | PA      | $172166.59     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                | Duke Energy Progress LLC                                                         | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     770000 | PA      | $678571.99     | 0.01%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12164899 | PA      | $1216.49       | 0.00%             | 2064-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                             | TENNECO LLC                                                                      | CUSIP: 000000000<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2374721 | PA      | $2333661.96    | 0.02%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1345837.01    | 0.01%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                  | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     541000 | PA      | $539652.51     | 0.00%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2058096.01    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_390                                                | FREDDIEMAC STRIP FHS_390                                                         | CUSIP: 31325YXT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7746507 | PA      | $2021774.90    | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1005000 | PA      | $1006257.56    | 0.01%             | 2042-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-12                                      | FLAGSTAR MORTGAGE TRUST FSMT_21-12                                               | CUSIP: 33853GBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1165939 | PA      | $989566.21     | 0.01%             | 2051-11-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $888018.78     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                  | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $2004859.97    | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-71                                                   | FANNIE MAE FNMA_06-71                                                            | CUSIP: 31396KVS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      90584 | PA      | $97621.58      | 0.00%             | 2035-05-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1392000 | PA      | $1384221.61    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                | Octane Receivables Trust 2024-2                                                  | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1567567 | PA      | $1581496.83    | 0.01%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1802598.20    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                             | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |     582296 | PA      | $578476.04     | 0.00%             | 2030-07-22      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6808486 | PA      | $5961653.08    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1779441.20    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4695                                                  | FREDDIE MAC FHLMC_4695                                                           | CUSIP: 3137F1F86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2412570 | PA      | $407024.98     | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     800000 | PA      | $771918.28     | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2557                                                              | FHLMC_2557                                                                       | CUSIP: 31393JKV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      27939 | PA      | $27931.21      | 0.00%             | 2033-01-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust 2018-C10                                           | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4698987 | PA      | $4698568.62    | 0.04%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3794215 | PA      | $3158064.16    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                 | Delta Air Lines 2020-1 Class AA Pass Through Trust                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4530150 | PA      | $4374606.49    | 0.03%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     249000 | PA      | $237448.18     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNMA_04-93                                                              | FNMA_04-93                                                                       | CUSIP: 31394BKY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      90627 | PA      | $90312.12      | 0.00%             | 2034-12-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2023-8                                                | CUSIP: 46657CAR3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    1925440 | PA      | $1943643.85    | 0.01%             | 2054-02-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                            | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     459812 | PA      | $392421.94     | 0.00%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2065613.56    | 0.02%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                      | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5373238.59    | 0.04%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $968363.20     | 0.01%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NMLT TRUST NLT_25-CES1                                                  | NMLT TRUST NLT_25-CES1                                                           | CUSIP: 629162AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2105311 | PA      | $2109845.86    | 0.02%             | 2060-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                             | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    4660000 | PA      | $4725505.62    | 0.04%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2006-3 Trust                                             | CUSIP: 058931BF2<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |     253384 | PA      | $234772.26     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $4000176.19    | 0.03%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                             | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4525027.57    | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1672050.45    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1460000 | PA      | $1474005.06    | 0.01%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1031112 | PA      | $1007507.38    | 0.01%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                 | PMT Issuer Trust - FMSR                                                          | CUSIP: 693968AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10080469.00   | 0.08%             | 2027-12-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BH21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26264 | PA      | $26213.99      | 0.00%             | 2062-12-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2023-1                                     | CUSIP: 682685AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3179601.49    | 0.02%             | 2031-02-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-PALM                                                            | CUSIP: 85237AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6275000 | PA      | $6271078.13    | 0.05%             | 2034-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3500000.05    | 0.03%             | 2041-03-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40675000 | PA      | $28402589.84   | 0.22%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $6092650.22    | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    5250000 | PA      | $5331327.23    | 0.04%             | 2040-01-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2605835 | PA      | $2300259.51    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    2323000 | PA      | $2349363.51    | 0.02%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     918000 | PA      | $984659.13     | 0.01%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                            | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |     962000 | PA      | $989342.49     | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-10                                                   | FANNIE MAE FNMA_13-10                                                            | CUSIP: 3136ACBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4639306 | PA      | $306348.68     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                | Tucson Electric Power Co                                                         | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2117002.89    | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                      | JP Morgan Alternative Loan Trust 2007-S1                                         | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1646932 | PA      | $1591779.10    | 0.01%             | 2047-04-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                     | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    5224000 | PA      | $2223976.21    | 0.02%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84760000 | PA      | $85064606.25   | 0.65%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31387XT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9556 | PA      | $10012.50      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FECL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110608 | PA      | $106207.63     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                        | SBL Holdings Inc                                                                 | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $3753017.61    | 0.03%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2024-3                             | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1185000 | PA      | $1188861.92    | 0.01%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                | Microchip Technology Inc                                                         | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $3126595.32    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137BHL62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4310560 | PA      | $634593.71     | 0.00%             | 2045-04-15      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2537000 | PA      | $2562507.52    | 0.02%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2188000 | PA      | $2214849.74    | 0.02%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6400000 | PA      | $3134030.94    | 0.02%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4087000 | PA      | $4169941.98    | 0.03%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                    | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     885000 | PA      | $905933.80     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $4609710.00    | 0.04%             | 2042-02-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DPE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3021531 | PA      | $2640529.48    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     325000 | PA      | $332173.56     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-19                                                   | FANNIE MAE FNMA_13-19                                                            | CUSIP: 3136ACNH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2132604 | PA      | $165584.34     | 0.00%             | 2041-10-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8712000 | PA      | $8178798.44    | 0.06%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11837514 | PA      | $12056778.75   | 0.09%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-57                                                   | FANNIE MAE FNMA_10-57                                                            | CUSIP: 31398RG82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     907365 | PA      | $100376.09     | 0.00%             | 2040-06-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     706000 | PA      | $660795.34     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1268000 | PA      | $1292204.53    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                  | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4176328.39    | 0.03%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29097600 | PA      | $29052135.00   | 0.22%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                 | Southwestern Electric Power Co                                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     854000 | PA      | $853131.28     | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17689635 | PA      | $16234513.64   | 0.12%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    8993774 | PA      | $9018277.04    | 0.07%             | 2041-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                              | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     549000 | PA      | $561960.65     | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                              | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6952478 | PA      | $6954649.09    | 0.05%             | 2039-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                            | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1355000 | PA      | $1377303.22    | 0.01%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2179005.06    | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                         | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     690000 | PA      | $674503.20     | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | CUSIP: 35563PHZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     821922 | PA      | $733895.10     | 0.01%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4612                                                  | FREDDIE MAC FHLMC_4612                                                           | CUSIP: 3137BRS22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7594552 | PA      | $6717377.84    | 0.05%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-J2                                                     | CIM TRUST CIM_19-J2                                                              | CUSIP: 12558TBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     746666 | PA      | $699027.21     | 0.01%             | 2049-10-25      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                     | MSD Investment Corp                                                              | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1245823.11    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2454000 | PA      | $2014463.28    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                  | TPG Operating Group II LP                                                        | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1556666.92    | 0.01%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                              | FREDDIEMAC STRIP FHSTR_303                                                       | CUSIP: 31325UEU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4857426 | PA      | $701113.25     | 0.01%             | 2042-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1292378.38    | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                          | Eskom Holdings                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    1739000 | PA      | $1793262.32    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                     | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    3741017 | PA      | $3049852.30    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3216294.86    | 0.02%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TRANSDIGM INC 2026 TERM LOAN N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     700000 | PA      | $700532.00     | 0.01%             | 2033-02-13      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $18670.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2022-C62                                   | CUSIP: 95003MBS6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    5330000 | PA      | $5169883.60    | 0.04%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $2327072.17    | 0.02%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     996000 | PA      | $988183.14     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $4157451.57    | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                    | Western Union Co/The                                                             | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4033170.86    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      92000 | PA      | $89702.91      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8530000 | PA      | $8601405.61    | 0.07%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                | Tyco Electronics Group SA                                                        | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    4870000 | PA      | $4991995.11    | 0.04%             | 2030-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1755000 | PA      | $1750345.51    | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12059981 | PA      | $12458783.92   | 0.09%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1629 | PA      | $1597.31       | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                        | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1245458.14    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5000195.00    | 0.04%             | 2034-04-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XD72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     254785 | PA      | $27574.47      | 0.00%             | 2046-12-15      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     939000 | PA      | $995917.07     | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2025-2                                         | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2695000 | PA      | $2727722.42    | 0.02%             | 2036-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DZE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11177233 | PA      | $754341.36     | 0.01%             | 2063-04-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd           | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd                  | CUSIP: 640977AS3<br>LEI: 549300IDH2882S517E68 | Long             | ABS-CBDO         | CORP              | JE        |    9000000 | PA      | $9031617.00    | 0.07%             | 2036-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41411300 | PA      | $42453053.01   | 0.32%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                 | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   10550000 | PA      | $10559157.40   | 0.08%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                 | Farmers Exchange Capital II                                                      | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2673650.39    | 0.02%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1337911 | PA      | $1352789.17    | 0.01%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                           | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    1784000 | PA      | $1837424.51    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     980000 | PA      | $415559.67     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1259327.91    | 0.01%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1233492.16    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                           | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $967413.10     | 0.01%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                 | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1308753 | PA      | $1311596.18    | 0.01%             | 2039-09-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1                                  | JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1                                           | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1012600 | PA      | $998089.23     | 0.01%             | 2049-06-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                        | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |    1310000 | PA      | $1548449.52    | 0.01%             | 2033-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2025-3                                         | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1508073 | PA      | $1512881.42    | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3503500.00    | 0.03%             | 2038-07-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99                              | CUSIP: 38381XTL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4499826 | PA      | $922335.62     | 0.01%             | 2049-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     641000 | PA      | $587741.35     | 0.00%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     750000 | PA      | $776729.35     | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     436000 | PA      | $417299.22     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8620471 | PA      | $8598968.37    | 0.07%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    6320000 | PA      | $5941972.41    | 0.05%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1017830.26    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                          | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1166082.39    | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                   | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    2745000 | PA      | $3401667.82    | 0.03%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                         | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     604846 | PA      | $604070.49     | 0.00%             | 2037-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     518000 | PA      | $548398.20     | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31371FQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        294 | PA      | $295.49        | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DM23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9947989 | PA      | $647259.92     | 0.00%             | 2063-04-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     435000 | PA      | $448766.30     | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                         | Hershey Co/The                                                                   | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2168875.26    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    4800000 | PA      | $4679663.77    | 0.04%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2051054 | PA      | $2129409.77    | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140E0ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     568436 | PA      | $531882.25     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                            | AMPRION GMBH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1691229.99    | 0.01%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385JFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3937 | PA      | $4115.63       | 0.00%             | 2032-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2018-6                                                    | CUSIP: 81747JCC8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     961421 | PA      | $946900.71     | 0.01%             | 2048-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    2274000 | PA      | $2427719.40    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                   | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     256000 | PA      | $270853.71     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hayfin US XIV LTD                                                       | Hayfin US XIV Ltd                                                                | CUSIP: 42088AAL8<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20019740.00   | 0.15%             | 2038-03-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                        | Arches Buyer Inc 2021 Term Loan B                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     250194 | PA      | $248995.92     | 0.00%             | 2027-12-06      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1245000 | PA      | $1285308.93    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     811000 | PA      | $817264.39     | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-5                                                    | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |    4060000 | PA      | $4291082.61    | 0.03%             | 2073-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                         | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     253000 | PA      | $236003.66     | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10475000 | PA      | $9445649.51    | 0.07%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                                              | ATLX 2024-RPL1 Trust                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3584099 | PA      | $3522784.65    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5235000 | PA      | $5236875.25    | 0.04%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                      | Sunnova Helios IV Issuer LLC                                                     | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     834171 | PA      | $763464.42     | 0.01%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4999                                                  | FREDDIE MAC FHLMC_4999                                                           | CUSIP: 3137FV3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21118186 | PA      | $4490323.95    | 0.03%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA_03-22                                                              | FNMA_03-22                                                                       | CUSIP: 31393APN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      52214 | PA      | $54483.69      | 0.00%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.497000 13-MAY-2027 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   74475000 | OU      | $1213198.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   10855000 | PA      | $10625146.95   | 0.08%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1252000 | PA      | $1306501.04    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                 | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     151000 | PA      | $140885.89     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1967094 | PA      | $2048646.99    | 0.02%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                   | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     545000 | PA      | $557296.64     | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                                   | Virgin Media O2 Vendor Financing Notes VI DAC                                    | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |     592000 | PA      | $544730.10     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     687000 | PA      | $682653.79     | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                | Element Fleet Management Corp                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    4847000 | PA      | $4896237.52    | 0.04%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | FREDDIE MAC FHLMC_353                                                            | CUSIP: 3132J0LM7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4176277 | PA      | $3918137.10    | 0.03%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1231760.84    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2182961.05    | 0.02%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     350534 | PA      | $304088.26     | 0.00%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-1                                                   | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     657147 | PA      | $627296.75     | 0.00%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753                                | CUSIP: 3137FE2J8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1274046 | PA      | $1070926.96    | 0.01%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7365000 | PA      | $7437603.57    | 0.06%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1891234.85    | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $1066545.53    | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H04                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H04                             | CUSIP: 38376RT63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        274 | PA      | $273.58        | 0.00%             | 2066-12-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2024-3                                 | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1306577.35    | 0.01%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     865000 | PA      | $896425.36     | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                  | Brazilian Government International Bond                                          | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5290000 | PA      | $5340956.35    | 0.04%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753BAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3400000 | PA      | $3512837.84    | 0.03%             | 2043-09-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4087                                                  | FREDDIE MAC FHLMC_4087                                                           | CUSIP: 3137AS5K6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2872067 | PA      | $243513.36     | 0.00%             | 2042-07-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                         | Allegro CLO X Ltd                                                                | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    2613073 | PA      | $2613602.96    | 0.02%             | 2032-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                          | GOGO Intermediate Holdings LLC Term Loan B                                       | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |     292851 | PA      | $240869.76     | 0.00%             | 2028-04-30      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3985663.98    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1766000 | PA      | $1773638.15    | 0.01%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $654325.31     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                    | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    2550000 | PA      | $3044813.55    | 0.02%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     330000 | PA      | $295749.97     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                              | PacifiCorp                                                                       | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     680000 | PA      | $447152.75     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3885000 | PA      | $3894641.74    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2495852 | PA      | $2291555.05    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust                    | CUSIP: 92922FU48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325397 | PA      | $321120.62     | 0.00%             | 2045-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                              | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1451381.15    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400RCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      57855 | PA      | $58779.43      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3514000 | PA      | $3509762.27    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    1000000 | PA      | $1042503.96    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8195 | PA      | $8397.56       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                 | GRAHAM PACKAGING CO INC                                                          | CUSIP: 38469EAH6<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |     346667 | PA      | $345817.34     | 0.00%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_16-88                                                            | CUSIP: 3136AUTF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8627722 | PA      | $1099464.28    | 0.01%             | 2046-12-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2025-1                                 | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1390000 | PA      | $1402643.30    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     581000 | PA      | $578427.71     | 0.00%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     995000 | PA      | $1002500.53    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT RCKT_19-1                                   | WOODWARD CAPITAL MANAGEMENT RCKT_19-1                                            | CUSIP: 749357BK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3115302 | PA      | $2882055.14    | 0.02%             | 2049-09-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1907373.44    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJ3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18916075 | PA      | $17848950.78   | 0.14%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                                              | WSTN Trust 2023-MAUI                                                             | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2547438.48    | 0.02%             | 2037-07-05      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                 | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2750285.17    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     574439 | PA      | $551402.72     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2226768 | PA      | $1968770.74    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                        | Bayview Opportunity Master Fund VII Trust 2024-SN1                               | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2106840 | PA      | $2111467.38    | 0.02%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1640020 | PA      | $1610255.43    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1759000 | PA      | $1759042.53    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     269000 | PA      | $259684.82     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     585000 | PA      | $585039.66     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3888                                                  | FREDDIE MAC FHLMC_3888                                                           | CUSIP: 3137ADHB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     368943 | PA      | $363054.33     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     795000 | PA      | $827802.42     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                  | Mexico City Airport Trust                                                        | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1435000 | PA      | $1433427.23    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    2535656 | PA      | $2426282.68    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                       | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1288912.52    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1762000 | PA      | $1749776.17    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 50, Ltd.                                    | Octagon Investment Partners 50 Ltd                                               | CUSIP: 67592MAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4150000 | PA      | $4152037.65    | 0.03%             | 2035-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                     | General Electric Co                                                              | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5048619.58    | 0.04%             | 2036-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     229000 | PA      | $216457.90     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                   | Lincoln National Corp                                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5646939.02    | 0.04%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2120000 | PA      | $819221.35     | 0.01%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERMENT NATIONAL MORTGAGE ASSO                                        | GOVERMENT NATIONAL MORTGAGE ASSO                                                 | CUSIP: 38379UTJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3953447 | PA      | $109317.96     | 0.00%             | 2055-12-16      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                               | First Horizon Mortgage Pass-Through Trust 2007-AR1                               | CUSIP: 32053EAA6<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |     197239 | PA      | $76849.52      | 0.00%             | 2037-05-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3118358.62    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                           | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3595000 | PA      | $3601160.37    | 0.03%             | 2032-06-05      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2359507.57    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385JMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        687 | PA      | $719.39        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3681245 | PA      | $3208456.85    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     588000 | PA      | $598071.07     | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132WGY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1186340 | PA      | $1102101.49    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                  | Lending Funding Trust 2020-2                                                     | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     434597 | PA      | $430346.48     | 0.00%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                               | BPR Trust 2023-BRK2                                                              | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5598060.12    | 0.04%             | 2038-10-05      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15498305 | PA      | $13531942.62   | 0.10%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137FEXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     719111 | PA      | $660494.37     | 0.01%             | 2048-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     414000 | PA      | $437243.89     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                       | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2429000 | PA      | $2319849.58    | 0.02%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO XXX Ltd                                                         | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   18700000 | PA      | $18704805.90   | 0.14%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400B3Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2748 | PA      | $2815.97       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                                | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     952909 | PA      | $927880.80     | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1745000 | PA      | $1792144.84    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-2                                                    | CUSIP: 78446YAA1<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |    2769818 | PA      | $2723618.62    | 0.02%             | 2029-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1606871.77    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31283HS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26676 | PA      | $27975.67      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2693776 | PA      | $2716694.86    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon 68 Ltd                                                          | Octagon 68 Ltd                                                                   | CUSIP: 675949AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18750000 | PA      | $18803531.25   | 0.14%             | 2038-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                  | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     980000 | PA      | $1010948.74    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     265000 | PA      | $273693.43     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2309000 | PA      | $2309138.44    | 0.02%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    2065000 | PA      | $2085635.51    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1555230 | PA      | $1441535.45    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31371HNP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         34 | PA      | $35.70         | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38374BQR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     133481 | PA      | $133229.50     | 0.00%             | 2045-11-16      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7MB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10344501 | PA      | $196436.91     | 0.00%             | 2032-04-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2023-2                                                   | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1436898 | PA      | $1442547.91    | 0.01%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     544000 | PA      | $559147.73     | 0.00%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1691089.55    | 0.01%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $1023386.50    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QULC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5850122 | PA      | $6015389.82    | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6300000 | PA      | $6309600.57    | 0.05%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                         | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1207575.45    | 0.01%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379UY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8671340 | PA      | $399142.66     | 0.00%             | 2058-08-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8683429 | PA      | $8424037.24    | 0.06%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                 | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |     703000 | PA      | $645853.56     | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24407271 | PA      | $22124402.02   | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                         | SiriusPoint Ltd                                                                  | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    2776000 | PA      | $2924867.11    | 0.02%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                  | Equitable Holdings Inc                                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1287000 | PA      | $1291984.44    | 0.01%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425923 | PA      | $1426814.63    | 0.01%             | 2041-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1482931.46    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                     | Inversiones CMPC SA                                                              | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1530271.78    | 0.01%             | 2034-02-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2624447 | PA      | $2519578.33    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     415000 | PA      | $378932.62     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1073238.20    | 0.01%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                        | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1994000 | PA      | $2029903.75    | 0.02%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                 | Schlumberger Holdings Corp                                                       | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     837000 | PA      | $865991.55     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-8                                     | JP MORGAN MORTGAGE TRUST JPMMT_18-8                                              | CUSIP: 46650MBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     805105 | PA      | $761317.72     | 0.01%             | 2049-01-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage securities trust                             | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18000000 | PA      | $16399114.20   | 0.12%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                           | RFMSI Series 2005-SA5 Trust                                                      | CUSIP: 76111XZA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     398998 | PA      | $178013.02     | 0.00%             | 2035-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     894144 | PA      | $803185.15     | 0.01%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5088                                | CUSIP: 3137FFEG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21425416 | PA      | $3038711.10    | 0.02%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                     | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5015678.50    | 0.04%             | 2042-08-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31412P2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     222988 | PA      | $229625.92     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                 | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     268383 | PA      | $259212.12     | 0.00%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     585000 | PA      | $541843.19     | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1397595.63    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                          | AVOLON TLB BORROWER 1 (US) LLC                                                   | CUSIP: 000000000<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    1796649 | PA      | $1801948.95    | 0.01%             | 2030-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      44481 | PA      | $42367.21      | 0.00%             | 2049-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2098000 | PA      | $2008656.50    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     211817 | PA      | $171395.85     | 0.00%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1403000 | PA      | $1340338.91    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                      | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | NUSS              | HU        |     423000 | PA      | $450201.83     | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     575000 | PA      | $488016.37     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5012                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5012                                | CUSIP: 3137FWA26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7100880 | PA      | $1416995.58    | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38383T8X4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10611544 | PA      | $446949.76     | 0.00%             | 2064-10-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380QS86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     790190 | PA      | $7269.36       | 0.00%             | 2068-01-20      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1274000 | PA      | $1317944.20    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GFMT_19-1                                                               | GFMT_19-1                                                                        | CUSIP: 36418WBV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1396792 | PA      | $1368151.69    | 0.01%             | 2059-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                | Main Street Capital Corp                                                         | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2368588.25    | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5326855 | PA      | $5288971.01    | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1280533 | PA      | $1284299.02    | 0.01%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003466.99    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5736988 | PA      | $5599209.25    | 0.04%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                          | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     460000 | PA      | $454497.11     | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2023-1                                 | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1246619 | PA      | $1253642.63    | 0.01%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1317903 | PA      | $1194637.80    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     794000 | PA      | $720527.58     | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    6666000 | PA      | $6360396.68    | 0.05%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385W6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     324410 | PA      | $337075.65     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138ETJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4104737 | PA      | $3958554.58    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380LVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     421118 | PA      | $420610.48     | 0.00%             | 2069-05-20      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    2244000 | PA      | $2309240.51    | 0.02%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2029450 | PA      | $1708914.48    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2024-1                                                | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1015000 | PA      | $1019734.16    | 0.01%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                 | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2650440.17    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2022-S1                                         | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2098795 | PA      | $2098873.17    | 0.02%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1679785.26    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KU22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14160435 | PA      | $144779.12     | 0.00%             | 2055-07-16      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                      | CNO Global Funding                                                               | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    2156000 | PA      | $2162858.08    | 0.02%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     429654 | PA      | $433056.41     | 0.00%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3060608 | PA      | $2675150.85    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | AmeriCredit Automobile Receivables Trust 2024-1                                  | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2708746 | PA      | $2727986.52    | 0.02%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KF37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5513858 | PA      | $87789.44      | 0.00%             | 2057-03-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8040000 | PA      | $8305059.01    | 0.06%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2129012 | PA      | $1872762.05    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                              | JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | CUSIP: 48129RAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7061597.25    | 0.05%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $418030.07     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHS_351                                               | FREDDIE MAC STRIP FHS_351                                                        | CUSIP: 31325WQP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     234410 | PA      | $39653.02      | 0.00%             | 2046-02-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6984680.50    | 0.05%             | 2042-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1071427.22    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                          | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                                   | CUSIP: 24381JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1612071.00    | 0.01%             | 2066-11-25      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6564000 | PA      | $6555417.04    | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     426000 | PA      | $434892.98     | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1560000 | PA      | $1560520.57    | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                   | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     437000 | PA      | $441457.83     | 0.00%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     932000 | PA      | $997427.78     | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2534523 | PA      | $17494.80      | 0.00%             | 2052-03-16      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     865000 | PA      | $879839.20     | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1309060.75    | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137F7E68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2104730 | PA      | $393532.16     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                 | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     589000 | PA      | $601211.48     | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38747000 | PA      | $39412964.06   | 0.30%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                             | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760491 | PA      | $762840.90     | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7053137 | PA      | $5870588.75    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1272899.77    | 0.01%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                                    | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |     350000 | PA      | $432341.67     | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2409189.12    | 0.02%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     545000 | PA      | $470397.54     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                                   | FANNIE MAE FNMA_16-60                                                            | CUSIP: 3136ATMX9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20241097 | PA      | $1518023.58    | 0.01%             | 2046-09-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2160000 | PA      | $2019141.42    | 0.02%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     400000 | PA      | $419212.27     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA 10YR NOTE JUN 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1496 | NC      | $1220025.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC_11-3982                                                           | FHLMC_11-3982                                                                    | CUSIP: 3137AKBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     841295 | PA      | $837190.53     | 0.01%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1539439.85    | 0.01%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2738000 | PA      | $2726044.75    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA T-BOND JUN 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        991 | NC      | $1364233.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2024-NQM3                                    | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |    8188883 | PA      | $8322384.17    | 0.06%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                                                    | Suntory Holdings Ltd                                                             | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    2100000 | PA      | $2162606.83    | 0.02%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2592605 | PA      | $2484636.01    | 0.02%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                               | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     848000 | PA      | $858053.12     | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6285512 | PA      | $5492917.16    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2544185.38    | 0.02%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1086173.17    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                               | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     324000 | PA      | $360801.82     | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                | Southwestern Public Service Co                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     156000 | PA      | $161773.71     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2024-P4                                           | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1135000 | PA      | $1141153.52    | 0.01%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1156657.51    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3624093.26    | 0.03%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                     | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     190000 | PA      | $180545.89     | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1176171 | PA      | $1138257.61    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE JUN 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       3971 | NC      | $1276729.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1842776.78    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                           | SDR Commercial Mortgage Trust 2024-DSNY                                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2500021.75    | 0.02%             | 2039-05-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     443000 | PA      | $442246.10     | 0.00%             | 2070-02-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                                 | CUSIP: 3136AXDU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1853535 | PA      | $312692.67     | 0.00%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                                        | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8020410.40    | 0.06%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                      | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     253000 | PA      | $262727.99     | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BOBL MAR 26                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -145 | NC      | $-210718.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SBNA Auto Lease Trust                                                   | SBNA Auto Lease Trust 2024-C                                                     | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     706420 | PA      | $707819.09     | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2447266.11    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                               | Mylan Inc                                                                        | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2108157.57    | 0.02%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                            | American Credit Acceptance Receivables Trust 2025-2                              | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2280000 | PA      | $2304902.62    | 0.02%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11569561 | PA      | $10203259.29   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                            | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6960799 | PA      | $6899518.48    | 0.05%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1677621.95    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2346000 | PA      | $2345139.37    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3509560 | PA      | $3716443.42    | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                                 | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    9100000 | PA      | $9117635.80    | 0.07%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400DRF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18962 | PA      | $19432.10      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                      | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $5411593.32    | 0.04%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $692971.22     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                    | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $957384.80     | 0.01%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                | Duke Energy Progress LLC                                                         | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     940000 | PA      | $716724.28     | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                       | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     575000 | PA      | $588387.75     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                          | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2555757.75    | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8130000 | PA      | $8262112.50    | 0.06%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                       | GM Financial Consumer Automobile Receivables Trust 2023-4                        | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2872340.80    | 0.02%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2089279.02    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     445000 | PA      | $440636.41     | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                       | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     825000 | PA      | $859085.44     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                    | Hercules Capital Inc                                                             | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $1020548.93    | 0.01%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1819520.59    | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                          | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     582000 | PA      | $608048.54     | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                | Evergy Missouri West Inc                                                         | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5431151.27    | 0.04%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                        | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16495210 | PA      | $111728.66     | 0.00%             | 2037-01-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |     221160 | PA      | $221778.51     | 0.00%             | 2054-03-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2122000 | PA      | $2143969.53    | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1910000 | PA      | $643484.64     | 0.00%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                  | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4740000 | PA      | $4929237.42    | 0.04%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375B7F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7562 | PA      | $7563.67       | 0.00%             | 2063-07-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1057043 | PA      | $920633.37     | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2021-PJ11                                    | CUSIP: 36263VBN6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     878141 | PA      | $727919.18     | 0.01%             | 2052-04-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     575000 | PA      | $512936.86     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     980000 | PA      | $1023856.09    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $7998127.52    | 0.06%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                                  | JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                                           | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     641889 | PA      | $631734.58     | 0.00%             | 2049-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                | United Airlines Holdings Inc                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1263985.23    | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     418000 | PA      | $436164.28     | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                          | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     411000 | PA      | $426957.86     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                | University of Southern California                                                | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2907107.45    | 0.02%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     455000 | PA      | $439089.53     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     156973 | PA      | $74552.44      | 0.00%             | 2064-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                         | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     382000 | PA      | $389993.78     | 0.00%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                                 | Western-Southern Global Funding                                                  | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2620416.30    | 0.02%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                  | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1424488.55    | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1564053.31    | 0.01%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                       | World Omni Auto Receivables Trust 2025-C                                         | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4645000 | PA      | $4679314.94    | 0.04%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     600000 | PA      | $634485.82     | 0.00%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                         | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3252434.90    | 0.02%             | 2036-11-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                                     | Planview Parent Inc 2024 1st Lien Term Loan                                      | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    1014040 | PA      | $794896.12     | 0.01%             | 2027-12-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                         | CarMax Select Receivables Trust 2025-A                                           | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3495000 | PA      | $3529000.76    | 0.03%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6986000 | PA      | $7044944.10    | 0.05%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     535000 | PA      | $550974.75     | 0.00%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                   | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $6608254.62    | 0.05%             | 2042-03-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                            | CaixaBank SA                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     620000 | PA      | $646071.80     | 0.00%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                  | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50592 | PA      | $50106.50      | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1221371.83    | 0.01%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-4                                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2410000 | PA      | $2427984.14    | 0.02%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_264                                              | FREDDIEMAC STRIP FHSTR_264                                                       | CUSIP: 31325TL98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4639757 | PA      | $490853.98     | 0.00%             | 2042-07-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     978000 | PA      | $1033227.68    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                          | GNMA_13-H08                                                                      | CUSIP: 38375BN99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     252620 | PA      | $251619.78     | 0.00%             | 2063-03-20      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6008178.00    | 0.05%             | 2037-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     609000 | PA      | $592361.48     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                            | Illumina Inc                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2851329.78    | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBE7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1538505.00    | 0.01%             | 2040-02-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5315000 | PA      | $5321639.50    | 0.04%             | 2044-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                        | Markel Group Inc                                                                 | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4587002.38    | 0.03%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                                | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $618832.48     | 0.00%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP Carey Inc                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    4080000 | PA      | $3477430.49    | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC                       | LCCM 2017-LC26                                                                   | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4448820.15    | 0.03%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    6109000 | PA      | $6199173.86    | 0.05%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     510000 | PA      | $491294.83     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6953000 | PA      | $7138126.36    | 0.05%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3444000 | PA      | $3454605.70    | 0.03%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                   | DB Master Finance LLC                                                            | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1145627.01    | 0.01%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                              | 3M Co                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     662000 | PA      | $683725.00     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    9225000 | PA      | $6372278.03    | 0.05%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      74000 | PA      | $71918.11      | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2021-REV1                                           | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3415000 | PA      | $3403603.46    | 0.03%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     706000 | PA      | $687600.68     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1797783.14    | 0.01%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4787                                           | FREDDIE MAC REMICS FHLMC_4787                                                    | CUSIP: 3137F57L7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     835736 | PA      | $820554.98     | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     664000 | PA      | $674922.41     | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1                 | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1                          | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1715095 | PA      | $1559004.41    | 0.01%             | 2049-12-25      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3003373.29    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    3988000 | PA      | $3996561.10    | 0.03%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24372885 | PA      | $758240.44     | 0.01%             | 2062-03-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     765000 | PA      | $795555.72     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_279                        | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_279                                 | CUSIP: 31325TVB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4118132 | PA      | $481290.41     | 0.00%             | 2042-09-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                          | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     750000 | PA      | $1019888.12    | 0.01%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                               | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     708481 | PA      | $672605.73     | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     450000 | PA      | $452136.55     | 0.00%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4731000 | PA      | $4957160.06    | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                  | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     842000 | PA      | $866647.03     | 0.01%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                                 | OHA Credit Partners XVII Ltd                                                     | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   34750000 | PA      | $34750000.00   | 0.26%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NatWest Markets PLC                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1651000 | PA      | $1717915.22    | 0.01%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     242000 | PA      | $242347.26     | 0.00%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1656000 | PA      | $1720312.75    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        982 | NC      | $1371742.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179U4A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2285966 | PA      | $2029925.65    | 0.02%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1476816.29    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                | W R Berkley Corp                                                                 | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1173629.35    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                | Constellation Energy Generation LLC                                              | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $4106611.79    | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     688000 | PA      | $677230.84     | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    5295800 | PA      | $5783850.22    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4470000 | PA      | $4093532.28    | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137B9H81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2583440 | PA      | $247331.06     | 0.00%             | 2044-03-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                        | CUSIP: 13032UB31<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    1740000 | PA      | $1308231.01    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                 | Corebridge Global Funding                                                        | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3925018.87    | 0.03%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                    | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    1579000 | PA      | $1632974.37    | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5776873.40    | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   14800000 | PA      | $13928633.72   | 0.11%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                          | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2253864 | PA      | $2301406.51    | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     415000 | PA      | $416712.40     | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1565770.49    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                   | TRK 2022-INV2 Trust                                                              | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4193065 | PA      | $4177002.23    | 0.03%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     252000 | PA      | $252378.36     | 0.00%             | 2077-08-16      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1920745.54    | 0.01%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     205000 | PA      | $125844.27     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                  | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     597807 | PA      | $545343.25     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38382M5R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6652122 | PA      | $958779.65     | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                            | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     708364 | PA      | $710925.61     | 0.01%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2480404 | PA      | $2465490.53    | 0.02%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2025-3                             | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1110000 | PA      | $1113807.19    | 0.01%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SABAL ISSUER LLC PALMER_25-2                                            | SABAL ISSUER LLC PALMER_25-2                                                     | CUSIP: 78517MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4868346 | PA      | $4820225.24    | 0.04%             | 2061-04-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust 2024-CES6                                              | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |   10862886 | PA      | $10976927.36   | 0.08%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     656000 | PA      | $679811.94     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                              | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002016.30    | 0.01%             | 2042-04-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2018-RPL4 Trust                                                             | CUSIP: 12653MAM8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1103613 | PA      | $1058333.88    | 0.01%             | 2058-04-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $1064042.55    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA 10YR NOTE JUN 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        426 | NC      | $375558.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4474329 | PA      | $3951667.34    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2210000 | PA      | $2069062.60    | 0.02%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2031183.80    | 0.02%             | 2041-10-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1810000 | PA      | $1729693.74    | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     667000 | PA      | $657348.63     | 0.00%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $245779.78     | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-70                                                   | FANNIE MAE FNMA_19-70                                                            | CUSIP: 3136B7LS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2136908 | PA      | $2008777.89    | 0.02%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                     | Bank of New Zealand                                                              | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    2140000 | PA      | $2110972.67    | 0.02%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CALPINE LLC                                                             | Calpine LLC                                                                      | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     575000 | PA      | $575045.69     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2850744.41    | 0.02%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1425000 | PA      | $1460316.19    | 0.01%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11296805 | PA      | $10246854.76   | 0.08%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1815000 | PA      | $1865204.01    | 0.01%             | 2029-06-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3407175.04    | 0.03%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                   | Cousins Properties LP                                                            | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    1590000 | PA      | $1575926.95    | 0.01%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1609853.28    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8392111 | PA      | $482945.00     | 0.00%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $585720.72     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    3867000 | PA      | $3915961.78    | 0.03%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                   | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     750000 | PA      | $755363.47     | 0.01%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6260711 | PA      | $5988377.86    | 0.05%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36600000 | PA      | $38075437.50   | 0.29%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2985000 | PA      | $3157192.11    | 0.02%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                      | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1325000 | PA      | $1349381.33    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II                                                | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2834000 | PA      | $2872302.38    | 0.02%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2025-2                                       | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5796599 | PA      | $5811119.38    | 0.04%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                                    | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2789444.74    | 0.02%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     274000 | PA      | $165540.27     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2792000 | PA      | $2838675.13    | 0.02%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-67                                                   | FANNIE MAE FNMA_18-67                                                            | CUSIP: 3136B2R61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3642283 | PA      | $499431.27     | 0.00%             | 2048-09-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                       | First Franklin Mortgage Loan Trust Series 2006-FF18                              | CUSIP: 32029AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     994940 | PA      | $932073.09     | 0.01%             | 2037-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                  | Boardwalk Pipelines LP                                                           | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3482684.96    | 0.03%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-INV1                         | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-INV1                                  | CUSIP: 17332GBU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1204028 | PA      | $1220019.12    | 0.01%             | 2055-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |     970000 | PA      | $638386.60     | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2024-4                                    | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1637740 | PA      | $1641512.54    | 0.01%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     474000 | PA      | $450861.14     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     291569 | PA      | $297473.23     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                   | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     185000 | PA      | $197235.41     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     475000 | PA      | $429730.95     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-2                                                   | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     691437 | PA      | $526129.44     | 0.00%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc 2024 Term Loan A3                                      | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    2244162 | PA      | $2204889.26    | 0.02%             | 2029-03-01      | Floating      | 4.49%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16866601 | PA      | $15274946.83   | 0.12%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4865426 | PA      | $4946062.95    | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     560000 | PA      | $582968.58     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                                 | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1999999.80    | 0.02%             | 2039-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                      | CNA Financial Corp                                                               | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3828000 | PA      | $3796815.30    | 0.03%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52075000 | PA      | $52909907.54   | 0.40%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BBHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3306997 | PA      | $814086.72     | 0.01%             | 2050-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-23                                                   | FANNIE MAE FNMA_13-23                                                            | CUSIP: 3136ADAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3413936 | PA      | $524847.87     | 0.00%             | 2043-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                                                    | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3340000 | PA      | $3424127.52    | 0.03%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375B5N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      81536 | PA      | $81695.53      | 0.00%             | 2063-08-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-90                                                   | FANNIE MAE FNMA_07-90                                                            | CUSIP: 31396XSN5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       4084 | PA      | $4083.19       | 0.00%             | 2037-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     950000 | PA      | $979879.52     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                    | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     742326 | PA      | $739312.32     | 0.01%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1922645.05    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     718000 | PA      | $716121.58     | 0.01%             | 2034-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1230964.43    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1928449 | PA      | $1844731.76    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     771297 | PA      | $651221.62     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                  | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1221525.50    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                     | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4425000 | PA      | $4417532.52    | 0.03%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3837182.62    | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2800570 | PA      | $2463438.18    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19175471 | PA      | $16718608.62   | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378XSQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8226015 | PA      | $20106.03      | 0.00%             | 2055-01-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2013660.34    | 0.02%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                 | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     378000 | PA      | $393335.60     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                     | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1697000 | PA      | $2072105.84    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                    | Protective Life Corp                                                             | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2794940.38    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                          | Carrington Mortgage Loan Trust Series 2006-NC3                                   | CUSIP: 144528AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9300000 | PA      | $8055529.80    | 0.06%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10469740 | PA      | $10695407.44   | 0.08%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                         | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAL8<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |    3154353 | PA      | $872892.79     | 0.01%             | 2037-01-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IX LTD ELMW9_21-2                                           | ELMWOOD CLO IX LTD ELMW9_21-2                                                    | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6520000 | PA      | $6549920.28    | 0.05%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                    | Jacobs Solutions Inc                                                             | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    4428000 | PA      | $4433846.66    | 0.03%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3627028.94    | 0.03%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                         | QazaqGaz NC JSC                                                                  | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $199607.84     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2240989 | PA      | $1884683.20    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2025-1 LLC                                            | CUSIP: 29390HAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    1635000 | PA      | $1662332.30    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3528000 | PA      | $3545017.74    | 0.03%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                          | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8580000 | PA      | $8494051.57    | 0.06%             | 2038-08-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4604000 | PA      | $3281159.65    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2967175.07    | 0.02%             | 2035-01-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31283HV44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62425 | PA      | $65749.53      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp Term Loan                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     562201 | PA      | $563370.31     | 0.00%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV3                                  | JP MORGAN MORTGAGE TRUST JPMMT_19-LTV3                                           | CUSIP: 46651HBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1396366 | PA      | $1335461.15    | 0.01%             | 2050-03-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1935811 | PA      | $1688446.29    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4027                                                  | FREDDIE MAC FHLMC_4027                                                           | CUSIP: 3137ANQX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     892331 | PA      | $892858.17     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     725000 | PA      | $725326.85     | 0.01%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3207286.75    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ASTY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32299 | PA      | $24242.12      | 0.00%             | 2043-01-25      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2584000 | PA      | $2759640.80    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2023-4                                                | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1515000 | PA      | $1536211.82    | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                      | Regency Centers LP                                                               | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     985000 | PA      | $984824.37     | 0.01%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      83000 | PA      | $82752.44      | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                          | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     865000 | PA      | $906855.84     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1435000.00    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2024-2                                         | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     391250 | PA      | $395202.40     | 0.00%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     400000 | PA      | $355214.82     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                   | GM Financial Automobile Leasing Trust 2025-1                                     | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2780000 | PA      | $2799925.37    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1715579 | PA      | $1729671.29    | 0.01%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KDW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2836778 | PA      | $37402.63      | 0.00%             | 2049-09-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36590000 | PA      | $36835839.06   | 0.28%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-32                              | CUSIP: 38382DPH6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6789490 | PA      | $1188740.51    | 0.01%             | 2047-03-16      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4124258.42    | 0.03%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_385                                               | FANNIEMAE STRIP FNSTR_385                                                        | CUSIP: 3136FEW40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1235548 | PA      | $214459.94     | 0.00%             | 2037-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     775000 | PA      | $707741.17     | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                         | Caister Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |    2500000 | PA      | $3356513.72    | 0.03%             | 2035-08-17      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-3                                    | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1160000 | PA      | $1180248.38    | 0.01%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9503177 | PA      | $7906868.46    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                     | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2656654.20    | 0.02%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WGW78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     631482 | PA      | $608956.05     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLA64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7881377 | PA      | $6971076.72    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19857894 | PA      | $1788570.69    | 0.01%             | 2035-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     797000 | PA      | $817977.69     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                      | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1919243.94    | 0.01%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                            | Ares LXII CLO Ltd                                                                | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $9008487.00    | 0.07%             | 2034-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110                             | CUSIP: 38381YWF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17483082 | PA      | $3318701.48    | 0.03%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                  | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    2025000 | PA      | $2098979.89    | 0.02%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     586000 | PA      | $578934.42     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                  | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3493437.50    | 0.03%             | 2042-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                              | DOC DR LLC                                                                       | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    1100000 | PA      | $999466.76     | 0.01%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138W6RC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     977057 | PA      | $949191.08     | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                  | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    2210000 | PA      | $2286200.86    | 0.02%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8591853 | PA      | $8100942.63    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1543271.73    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2614000 | PA      | $2389676.29    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 31427N7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1917605 | PA      | $1981238.49    | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2018-4                                       | CUSIP: 64828FCQ3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     494704 | PA      | $494809.95     | 0.00%             | 2048-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     802000 | PA      | $826834.62     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                  | Valmont Industries Inc                                                           | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1974098.89    | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                                    | JOHNSTONE SUPPLY LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     914203 | PA      | $869919.13     | 0.01%             | 2033-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2892937 | PA      | $2921108.77    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-136                                                  | FANNIE MAE FNMA_13-136                                                           | CUSIP: 3136AHWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7743922 | PA      | $877717.03     | 0.01%             | 2044-01-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $1120741.40    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                        | GoodLeap Sustainable Home Solutions Trust 2021-3                                 | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2255747 | PA      | $1820622.39    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                 | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1027657.01    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9365016 | PA      | $9416600.79    | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1122761.64    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                 | XPO Inc                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     575000 | PA      | $585632.30     | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3968000 | PA      | $4151969.49    | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-70                              | CUSIP: 38384AEP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1988762 | PA      | $339513.53     | 0.00%             | 2052-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     670000 | PA      | $705292.37     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     663000 | PA      | $692401.90     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138A24H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     131591 | PA      | $133293.04     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10370000 | PA      | $7771278.47    | 0.06%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    8645000 | PA      | $8502396.40    | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4122000 | PA      | $3747384.99    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                          | Var Energi ASA                                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    4995000 | PA      | $5042822.12    | 0.04%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     665000 | PA      | $691567.75     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     540000 | PA      | $506966.42     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1137351 | PA      | $990920.23     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                    | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $477741.18     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2208000 | PA      | $2172131.50    | 0.02%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H13R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12467330 | PA      | $506896.69     | 0.00%             | 2031-05-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO Ltd                                                          | AB BSL CLO 6 Ltd                                                                 | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11800000 | PA      | $11832485.40   | 0.09%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     445400 | PA      | $413180.23     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-2                                                    | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1234755.77    | 0.01%             | 2083-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                                                     | Resolution Funding Corp Principal Strip                                          | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    3275000 | PA      | $2846834.52    | 0.02%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2021-R3                                                                | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4474371 | PA      | $4192590.77    | 0.03%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE INVESTMENT MANAGEMENT LLC                                   | FIRST EAGLE INVESTMENT MANAGEMENT LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     490839 | PA      | $478690.32     | 0.00%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14180000 | PA      | $8273143.75    | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2345559.39    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2508306.03    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5217                                                  | FREDDIE MAC FHLMC_5217                                                           | CUSIP: 3137H6SZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4099189 | PA      | $337871.56     | 0.00%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 31425W3R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25609130 | PA      | $26317300.65   | 0.20%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2026-NQM1 Mortgage Trust                                                   | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11477444 | PA      | $11463376.77   | 0.09%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1450563.92    | 0.01%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                   | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     403000 | PA      | $402843.72     | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     615000 | PA      | $642995.17     | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                 | Jefferies Financial Group Inc                                                    | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1898386.17    | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust 2025-RTL1                                                   | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5137760.91    | 0.04%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                              | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3275000 | PA      | $3281140.63    | 0.02%             | 2042-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                  | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    1031000 | PA      | $1042164.72    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2025 FLTO Term Loan                                              | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      69775 | PA      | $14691.90      | 0.00%             | 2030-01-24      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    3005000 | PA      | $2972698.95    | 0.02%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                      | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4591 | PA      | $4588.44       | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-112                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-112                             | CUSIP: 38382HKN9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3109587 | PA      | $469005.62     | 0.00%             | 2050-08-20      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6281000 | PA      | $6302760.69    | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NatWest Markets PLC                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    4870000 | PA      | $4950741.13    | 0.04%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                 | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1767780.76    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2548583.21    | 0.02%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3063000 | PA      | $3329813.45    | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US Capital LLC                                                               | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     638000 | PA      | $659236.48     | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1296810.10    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2020-R7                                                                | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4053629 | PA      | $3795539.79    | 0.03%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376RJV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5241 | PA      | $5250.12       | 0.00%             | 2065-08-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     555000 | PA      | $515193.07     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                            | American Credit Acceptance Receivables Trust 2026-1                              | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5550000 | PA      | $5580487.82    | 0.04%             | 2033-01-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     167000 | PA      | $152523.46     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $661817.26     | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1402956.38    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-49                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-49                              | CUSIP: 38382PY97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16303835 | PA      | $2354467.73    | 0.02%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     657479 | PA      | $631380.44     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                 | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     279571 | PA      | $268737.59     | 0.00%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2080139 | PA      | $1994019.98    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     970000 | PA      | $442156.69     | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31400000 | PA      | $31699281.25   | 0.24%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                          | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2935000 | PA      | $3087260.17    | 0.02%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    1265000 | PA      | $1289818.16    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31416WWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206344 | PA      | $209011.98     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31386MZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      16103 | PA      | $16871.35      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                  | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1203711.95    | 0.01%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1023621.68    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     571561 | PA      | $572393.71     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754HAD0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1111267 | PA      | $1123894.34    | 0.01%             | 2039-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                                   | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     696500 | PA      | $706227.88     | 0.01%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BL75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1953 | PA      | $1941.41       | 0.00%             | 2062-02-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                           | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3263017.49    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                              | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167524 | PA      | $164408.02     | 0.00%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                            | FOCUS FINANCIAL PARTNERS LLC                                                     | CUSIP: 000000000<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    1000000 | PA      | $941250.00     | 0.01%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                  | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    1110000 | PA      | $1065777.36    | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1473221 | PA      | $1239264.58    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     903000 | PA      | $349334.16     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2021-LGCY                                                               | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     590000 | PA      | $589631.25     | 0.00%             | 2036-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17305000 | PA      | $17884261.24   | 0.14%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST                                                | CIT Education Loan Trust 2007-1                                                  | CUSIP: 17284LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     216351 | PA      | $192852.92     | 0.00%             | 2042-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                         | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     374000 | PA      | $374321.95     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3598728.86    | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1951000 | PA      | $1984113.98    | 0.02%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136A2N58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12261762 | PA      | $1656781.12    | 0.01%             | 2041-12-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1110000 | PA      | $1122099.60    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                               | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1016315.71    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1552026.88    | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     205000 | PA      | $209202.92     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $4615245.63    | 0.04%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                  | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1331769.33    | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                                | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3931168.27    | 0.03%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT                                          | JP MORGAN MORTGAGE TRUST JPMMT                                                   | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     967730 | PA      | $917814.18     | 0.01%             | 2047-08-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13197115 | PA      | $11017423.77   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                         | Invesco CLO 2021-2 Ltd                                                           | CUSIP: 46149MAN6<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4000132.00    | 0.03%             | 2034-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14420322 | PA      | $1526624.65    | 0.01%             | 2035-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                        | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2079518.64    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2022-6                                                  | CUSIP: 03465VAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   12799801 | PA      | $12759787.55   | 0.10%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                               | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     247000 | PA      | $255082.88     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4995000 | PA      | $4450232.81    | 0.03%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                     | LYB International Finance III LLC                                                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4053570.82    | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                              | ATLAS SENIOR LOAN FUND LTD ATCLO_24-23A                                          | CUSIP: 04942HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25000000 | PA      | $25072500.00   | 0.19%             | 2037-07-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     350000 | PA      | $362325.76     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2176634.44    | 0.02%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                  | Cox Communications Inc                                                           | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     282000 | PA      | $249613.08     | 0.00%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4698                                                  | FREDDIE MAC FHLMC_4698                                                           | CUSIP: 3137F1XC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8520132 | PA      | $1588101.51    | 0.01%             | 2047-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5115                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5115                                | CUSIP: 3137H0WK0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9249871 | PA      | $1809395.08    | 0.01%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                            | MH SUB I LLC                                                                     | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     162270 | PA      | $131303.83     | 0.00%             | 2028-04-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W0VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46462000 | PA      | $46782294.59   | 0.36%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                 | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2969826.16    | 0.02%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20860507 | PA      | $364871.12     | 0.00%             | 2032-08-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM11 Trust                                                             | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |    5058442 | PA      | $5112330.22    | 0.04%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                    | Appalachian Power Co                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $7299206.33    | 0.06%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2026-1                                                  | CUSIP: 034947AC5<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |    5990571 | PA      | $5998501.50    | 0.05%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                 | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1018513.25    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                                               | Regatta XXIX Funding Ltd                                                         | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   34000000 | PA      | $34098056.00   | 0.26%             | 2037-09-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                   | CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                                  | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3391192 | PA      | $3354820.23    | 0.03%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |     555000 | PA      | $541761.39     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1196786.51    | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2778992.92    | 0.02%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                       | CUSIP: 36193EWX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24148 | PA      | $24326.64      | 0.00%             | 2066-03-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3981319.17    | 0.03%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR3                         | GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR3                                  | CUSIP: 36263TBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     922279 | PA      | $802729.59     | 0.01%             | 2052-04-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                   | Campbell's Company/The                                                           | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    5860000 | PA      | $5862080.10    | 0.04%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                   | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      92000 | PA      | $95669.59      | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     830000 | PA      | $829378.56     | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5640095.58    | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     344855 | PA      | $337542.89     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    2017000 | PA      | $2018768.43    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                          | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2000000 | PA      | $2029223.60    | 0.02%             | 2034-04-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1875000 | PA      | $2017963.52    | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4701098.68    | 0.04%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     925000 | PA      | $999201.27     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                          | PMT Loan Trust 2025-J3                                                           | CUSIP: 69392XBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1319124 | PA      | $1323761.37    | 0.01%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BWC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         89 | PA      | $89.51         | 0.00%             | 2061-05-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.253000 13-MAY-2029 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   46350000 | OU      | $-1565971.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5455000 | PA      | $5047238.61    | 0.04%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                             | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1206723.39    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4863585.19    | 0.04%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     530000 | PA      | $557885.32     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                              | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |     403000 | PA      | $417150.75     | 0.00%             | 2030-01-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-45                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-45                              | CUSIP: 38374LFS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1894724 | PA      | $1981686.00    | 0.02%             | 2035-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     400423 | PA      | $401480.16     | 0.00%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3570205 | PA      | $3384145.97    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_3769                                                           | CUSIP: 3137A3YW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1895581 | PA      | $1923171.25    | 0.01%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                     | Nomura Holdings Inc                                                              | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1100000 | PA      | $1003422.88    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                         | Oaktree CLO 2022-3 Ltd                                                           | CUSIP: 67401RAU8<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |    4050000 | PA      | $4053863.70    | 0.03%             | 2037-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     698000 | PA      | $752899.02     | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                        | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2047922.76    | 0.02%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4261178.88    | 0.03%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                     | Cardinal Health Inc                                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5744660.63    | 0.04%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2023-R3                                                                | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8002044 | PA      | $7821118.23    | 0.06%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                     | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    1194230 | PA      | $1418866.28    | 0.01%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-INV2                                               | CUSIP: 46651DAC0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      95041 | PA      | $88706.12      | 0.00%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-HYB1                                               | CUSIP: 46651FAR2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     843688 | PA      | $858767.14     | 0.01%             | 2049-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     518000 | PA      | $471693.05     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                                   | TRIPADVISOR INC (PRE-REINCORPORATION)                                            | CUSIP: 000000000<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     337360 | PA      | $305030.59     | 0.00%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                        | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $291573.12     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                             | Gartner Inc                                                                      | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    6543000 | PA      | $6267140.14    | 0.05%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                             | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     285000 | PA      | $289875.85     | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                      | PPG Industries Inc                                                               | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    1567000 | PA      | $1574696.52    | 0.01%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5078                                                  | FREDDIE MAC FHLMC_5078                                                           | CUSIP: 3137FF5R4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2740000 | PA      | $424356.13     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $8124353.76    | 0.06%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8059000 | PA      | $3469017.30    | 0.03%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-88                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-88                              | CUSIP: 38379XTY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4507784 | PA      | $742641.23     | 0.01%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | AmeriCredit Automobile Receivables Trust 2021-3                                  | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     995886 | PA      | $991622.46     | 0.01%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                           | Vistra Operations Company LLC 1st Lien Term Loan B3                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     459191 | PA      | $460022.30     | 0.00%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                             | Tenneco Inc 2022 Term Loan B                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2975000 | PA      | $2929125.50    | 0.02%             | 2028-11-17      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3981534 | PA      | $233186.53     | 0.00%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                         | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11869006 | PA      | $1487.19       | 0.00%             | 2058-05-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     607000 | PA      | $586062.85     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAK9<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     150000 | PA      | $179665.12     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_368                                                | FREDDIEMAC STRIP FHS_368                                                         | CUSIP: 3133Q4J91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3318257 | PA      | $449120.43     | 0.00%             | 2048-01-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1250000 | PA      | $1240185.72    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                      | Serbia International Bond                                                        | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    6640000 | PA      | $5909983.30    | 0.04%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                           | RFMSI Series 2006-SA4 Trust                                                      | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     101638 | PA      | $86097.14      | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                               | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $3133011.85    | 0.02%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     550000 | PA      | $522396.54     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | Lhome Mortgage Trust 2025-Rtl2                                                   | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3027092.40    | 0.02%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    2000000 | PA      | $1990251.75    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                          | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     738000 | PA      | $713406.91     | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3035116.80    | 0.02%             | 2041-12-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $866039.71     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                | Farmers Exchange Capital                                                         | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1359387.31    | 0.01%             | 2048-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1823000 | PA      | $1829475.80    | 0.01%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                      | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1000919.70    | 0.01%             | 2042-11-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     732634 | PA      | $740594.75     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     771071 | PA      | $742308.18     | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     895000 | PA      | $401939.12     | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14                                     | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $957975.90     | 0.01%             | 2051-11-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     173000 | PA      | $164008.96     | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2453401 | PA      | $2247220.01    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1015148.86    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                             | Mayo Clinic                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     750000 | PA      | $627753.57     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                 | PFP 2026-13 Ltd                                                                  | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3012195.60    | 0.02%             | 2043-08-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     420592 | PA      | $70.49         | 0.00%             | 2026-03-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                | PVH Corp                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    4028000 | PA      | $4134628.15    | 0.03%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                    | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $1135933.58    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2010839.20    | 0.02%             | 2043-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     885000 | PA      | $888131.57     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2948568.57    | 0.02%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                        | Sekisui House US Inc                                                             | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2129449.71    | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-155                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-155                             | CUSIP: 38379QXB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2193960 | PA      | $239109.22     | 0.00%             | 2045-10-20      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133BJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8645099 | PA      | $8585374.71    | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1345000 | PA      | $1400147.66    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                              | Lightpath Fiber Issuer LLC                                                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6079921.80    | 0.05%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2025 Term Loan K                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     453176 | PA      | $452645.60     | 0.00%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1252000 | PA      | $1272868.27    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FAZ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    3796729 | PA      | $3770192.78    | 0.03%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368877 | PA      | $353729.85     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BEL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1370 | PA      | $1385.55       | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     320000 | PA      | $209297.75     | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                | SHOWTIME ACQUISITION LLC                                                         | CUSIP: 000000000<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     433833 | PA      | $428952.39     | 0.00%             | 2031-08-18      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1811911.95    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                     | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1402384.81    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5150000 | PA      | $5240048.74    | 0.04%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31288G4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103615 | PA      | $106169.35     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1676606 | PA      | $1616054.99    | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1067716.04    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1336178.03    | 0.01%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2758527.41    | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                                | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                             | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      25044 | PA      | $24522.53      | 0.00%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1118326 | PA      | $1076260.92    | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     688000 | PA      | $688729.22     | 0.01%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                              | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5094949 | PA      | $5043354.60    | 0.04%             | 2049-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                     | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5339419.28    | 0.04%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAA4<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |       6760 | PA      | $6416.18       | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX MORTGAGE TRUST BX_24-PALM                                            | BX MORTGAGE TRUST BX_24-PALM                                                     | CUSIP: 05612UAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730769 | PA      | $1719420.58    | 0.01%             | 2037-06-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7208043 | PA      | $7285128.24    | 0.06%             | 2070-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                       | Elevation CLO 2013-1 Ltd                                                         | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |    5100000 | PA      | $5113775.10    | 0.04%             | 2038-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     760000 | PA      | $799908.23     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DWU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7183843 | PA      | $6820093.03    | 0.05%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-COPT                                                     | BX TRUST BX_25-COPT                                                              | CUSIP: 05618XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6200000 | PA      | $6207736.36    | 0.05%             | 2042-08-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                     | Synchrony Financial                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     945000 | PA      | $938772.05     | 0.01%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                               | Auxilior Term Funding 2023-1 LLC                                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     137896 | PA      | $138322.40     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2560454 | PA      | $2658249.44    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1762788 | PA      | $1738651.25    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2025-2                                                   | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2115000 | PA      | $2139049.45    | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2656364 | PA      | $2658853.98    | 0.02%             | 2039-02-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                            | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1806412.35    | 0.01%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18639202 | PA      | $16898312.83   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1486000 | PA      | $1643450.73    | 0.01%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380QYD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5800801 | PA      | $55358.20      | 0.00%             | 2070-04-20      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                      | ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     111486 | PA      | $111764.66     | 0.00%             | 2029-07-06      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5571705.36    | 0.04%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1866000 | PA      | $1994198.87    | 0.02%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBB3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    7585940 | PA      | $7549086.43    | 0.06%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 312936KD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35039 | PA      | $35992.41      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                  | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     758000 | PA      | $655047.03     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     634000 | PA      | $634597.58     | 0.00%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD AWPT_25-18                                            | ELEVATION CLO LTD AWPT_25-18                                                     | CUSIP: 28623JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10014470.00   | 0.08%             | 2038-03-28      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6148640 | PA      | $5383242.66    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     870000 | PA      | $906694.86     | 0.01%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     750000 | PA      | $718575.75     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2025-H7 Mortgage Trust                                                     | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4637509 | PA      | $4654444.26    | 0.04%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379K5Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1484280 | PA      | $53521.37      | 0.00%             | 2057-12-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                              | KUEHG Corp 2025 Term Loan                                                        | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     198192 | PA      | $189604.34     | 0.00%             | 2030-06-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1197543.83    | 0.01%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-1                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     639661 | PA      | $642985.83     | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31388QVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        373 | PA      | $375.51        | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     771000 | PA      | $794271.15     | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                    | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2247949.31    | 0.02%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_21-1A                                         | SOUND POINT CLO LTD SNDPT_21-1A                                                  | CUSIP: 83614VAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10810000 | PA      | $10815232.04   | 0.08%             | 2034-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57                              | CUSIP: 38382QAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2591725 | PA      | $368213.05     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1650000 | PA      | $1732092.62    | 0.01%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14890000 | PA      | $15047475.84   | 0.11%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43115000 | PA      | $45580639.06   | 0.35%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                      | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     123000 | PA      | $116010.29     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |          1 | NC      | $-3716.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1811256.72    | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3222122 | PA      | $3176432.39    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                 | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     670000 | PA      | $674116.98     | 0.01%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2422595 | PA      | $2112956.83    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134845.29     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                          | Merck & Co Inc                                                                   | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1914000 | PA      | $1939249.75    | 0.01%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                         | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     801490 | PA      | $804684.86     | 0.01%             | 2041-05-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2020-VIV3                                           | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5780000 | PA      | $5559970.43    | 0.04%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2528103 | PA      | $2222221.68    | 0.02%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                                              | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1984840 | PA      | $1716682.77    | 0.01%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2800000 | PA      | $3004796.49    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    6479000 | PA      | $6045708.65    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    1175000 | PA      | $1190877.69    | 0.01%             | 2056-04-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                | Flex Ltd                                                                         | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2560000 | PA      | $2644546.49    | 0.02%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AUUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1886298 | PA      | $170062.99     | 0.00%             | 2046-12-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 0 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   66270000 | NC      | $9728.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    5395000 | PA      | $5424017.86    | 0.04%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                               | Diamond Sports Group LLC 2025 PIK Exit Term Loan                                 | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     402476 | PA      | $60371.47      | 0.00%             | 2028-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                 | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     116000 | PA      | $117900.14     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                        | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     345000 | PA      | $278998.21     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   78961058 | PA      | $68844023.09   | 0.52%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                         | AutoNation Finance Trust 2026-1                                                  | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1185000 | PA      | $1191433.84    | 0.01%             | 2030-08-12      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1885208.50    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3080000 | PA      | $3099747.11    | 0.02%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      76452 | PA      | $77588.50      | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38380FHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6778370 | PA      | $1094414.57    | 0.01%             | 2047-06-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                      | MATIV HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     162661 | PA      | $159407.36     | 0.00%             | 2027-05-06      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| BLACK HILLS CORP                                                        | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    3646000 | PA      | $3681802.10    | 0.03%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    2010000 | PA      | $1570312.50    | 0.01%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-86                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-86                              | CUSIP: 38381WE46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2574008 | PA      | $177561.01     | 0.00%             | 2049-07-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7010540 | PA      | $675844.10     | 0.01%             | 2035-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     906000 | PA      | $911536.16     | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2466050 | PA      | $2083380.45    | 0.02%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                           | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5820000 | PA      | $5837906.54    | 0.04%             | 2030-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4025000 | PA      | $4231578.84    | 0.03%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2426057.77    | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4836093.60    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31296NH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1579 | PA      | $1619.90       | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                              | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3275210 | PA      | $3293532.24    | 0.03%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2024-3                                                | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1610000 | PA      | $1616396.69    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| C&S WHOLESALE GROCERS                                                   | C&S WHOLESALE GROCERS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     767935 | PA      | $752576.49     | 0.01%             | 2030-09-23      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                          | BLACKHAWK NETWORK HOLDINGS INC 2026 TERM LOAN B                                  | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     698237 | PA      | $691428.97     | 0.01%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $482814.33     | 0.00%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4873216.83    | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     850000 | PA      | $676449.38     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                           | Ballyrock CLO 20 Ltd                                                             | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7001869.00    | 0.05%             | 2036-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132VLMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2450206 | PA      | $2418239.78    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6400000 | PA      | $6686579.84    | 0.05%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMUZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6140671 | PA      | $5348635.61    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                            | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6175000 | PA      | $6354824.65    | 0.05%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     480000 | PA      | $341731.55     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1149864.19    | 0.01%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B5M74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1748209 | PA      | $1601254.02    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3484217 | PA      | $3114031.14    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-106                                                  | FANNIE MAE FNMA_13-106                                                           | CUSIP: 3136AGG71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1138384 | PA      | $1136418.44    | 0.01%             | 2041-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2780857.38    | 0.02%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1961063.87    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1896183.32    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2981952 | PA      | $2854033.75    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5325000 | PA      | $5538020.77    | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7615598 | PA      | $7410285.29    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                 | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $302070.52     | 0.00%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2412000 | PA      | $2125382.67    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-81                                                   | FANNIE MAE FNMA_15-81                                                            | CUSIP: 3136AQPG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1698767 | PA      | $132810.13     | 0.00%             | 2037-01-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     914000 | PA      | $916822.64     | 0.01%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    3458000 | PA      | $3495351.72    | 0.03%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1001877.00    | 0.01%             | 2039-12-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2953                                                  | FREDDIE MAC FHLMC_2953                                                           | CUSIP: 31395PMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1464952 | PA      | $1552090.14    | 0.01%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     605000 | PA      | $536347.34     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                 | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2262109.99    | 0.02%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                    | PRET 2024-RPL2 Trust                                                             | CUSIP: 69392CAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    3267210 | PA      | $3163403.20    | 0.02%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                          | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3530000 | PA      | $3532204.49    | 0.03%             | 2042-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     925000 | PA      | $904958.93     | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31398STJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1139176 | PA      | $1135806.06    | 0.01%             | 2040-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     470000 | PA      | $495852.21     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     611000 | PA      | $561230.30     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     414000 | PA      | $412300.64     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140X5WY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1927245 | PA      | $1766781.16    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     941000 | PA      | $982954.24     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-HE7                                                             | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8289347 | PA      | $8352305.96    | 0.06%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7895675 | PA      | $6920961.54    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     260000 | PA      | $259964.97     | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                                     | MODIVCARE BUYER LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     171165 | NS      | $1133968.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2675719.26    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                       | Amsted Industries Inc                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1668878.69    | 0.01%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                 | Schlumberger Holdings Corp                                                       | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     564000 | PA      | $534530.14     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-8                                        | SEQUOIA MORTGAGE TRUST SEMT_24-8                                                 | CUSIP: 81749NAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     481630 | PA      | $482721.51     | 0.00%             | 2054-09-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                       | NSTAR Electric Co                                                                | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1806479.31    | 0.01%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2425222.06    | 0.02%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1524309.22    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31283HR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1345 | PA      | $1410.43       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80300.61      | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                      | AMN Healthcare Inc                                                               | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3299555.05    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5053328 | PA      | $5116633.17    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3673618 | PA      | $3646348.12    | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1                         | MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1                                  | CUSIP: 58549KBW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1804913 | PA      | $1536182.55    | 0.01%             | 2051-06-25      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     192505 | PA      | $184823.17     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                                              | ELFI Graduate Loan Program 2019-A LLC                                            | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     437137 | PA      | $423120.82     | 0.00%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     705000 | PA      | $740919.44     | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $571553.35     | 0.00%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2396041.96    | 0.02%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     139000 | PA      | $137881.08     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                         | M&T Bank Auto Receivables Trust 2025-1                                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1425000 | PA      | $1447283.87    | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                        | Lseg US Fin Corp                                                                 | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1162502.16    | 0.01%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13661822 | PA      | $13799770.15   | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2639547 | PA      | $2665250.86    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                | Great Outdoors Group LLC 2025 Term Loan B                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     385776 | PA      | $384812.05     | 0.00%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3243355 | PA      | $3096921.29    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FEDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399569 | PA      | $383608.24     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378NFC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10892675 | PA      | $17805.17      | 0.00%             | 2046-09-16      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1551738.56    | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8378000 | PA      | $8212381.35    | 0.06%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                 | NYMT Loan Trust 2024-CP1                                                         | CUSIP: 67118PAA0<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |    2414200 | PA      | $2318987.81    | 0.02%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2785476 | PA      | $2562896.08    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     782000 | PA      | $826013.10     | 0.01%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PARK CLO LTD                                                   | LAKESIDE PARK CLO LTD                                                            | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3665255.76    | 0.03%             | 2038-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2380                                                  | FREDDIE MAC FHLMC_2380                                                           | CUSIP: 31339GVP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      11232 | PA      | $11232.47      | 0.00%             | 2031-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                       | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2762000 | PA      | $2788614.11    | 0.02%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2690869 | PA      | $2550900.70    | 0.02%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                         | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     633092 | PA      | $631057.09     | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1503896 | PA      | $1395118.90    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31371HLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        841 | PA      | $881.48        | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2023-P1                                           | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     132278 | PA      | $132334.77     | 0.00%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     558000 | PA      | $544348.30     | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2006-D Trust                                             | CUSIP: 058933AG7<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |     511691 | PA      | $460100.53     | 0.00%             | 2036-05-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YAF9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     750000 | PA      | $781667.93     | 0.01%             | 2042-03-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     500000 | PA      | $615927.49     | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     557000 | PA      | $483716.08     | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                                    | USB Auto Owner Trust 2025-1                                                      | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     670000 | PA      | $676784.62     | 0.01%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $483746.83     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3925000 | PA      | $4533557.32    | 0.03%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2928903.00    | 0.02%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                                  | FREDDIE MAC FHLMC_4091                                                           | CUSIP: 3137ATEV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6500000 | PA      | $6258907.20    | 0.05%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                     | Starwood Mortgage Residential Trust 2021-3                                       | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600246 | PA      | $3251333.72    | 0.02%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2019-BNK18                                                                  | CUSIP: 065402BD0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   58156011 | PA      | $1464752.19    | 0.01%             | 2062-05-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                                | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1740042.74    | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2723000 | PA      | $2735437.73    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                      | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1745000 | PA      | $1751301.20    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     410000 | PA      | $394503.91     | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $4505351.33    | 0.03%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                     | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1195000 | PA      | $1210205.30    | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                 | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $5363851.94    | 0.04%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2376453.00    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16350622 | PA      | $13854285.58   | 0.11%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137AMDJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1942599 | PA      | $171109.77     | 0.00%             | 2041-11-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                       | Ares Capital Corp                                                                | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1229202.65    | 0.01%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     398832 | PA      | $360110.64     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $335684.81     | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     209500 | PA      | $213526.33     | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                | Jacobs Entertainment Inc                                                         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     650000 | PA      | $639006.50     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4755                                                  | FREDDIE MAC FHLMC_4755                                                           | CUSIP: 3137FDNH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1166548 | PA      | $1055872.81    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3927428.40    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1351430.66    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                         | Stream Innovations 2024-1 Issuer Trust                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     389250 | PA      | $410627.63     | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4527064 | PA      | $4685641.02    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $501012.80     | 0.00%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1316061.30    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1132653.55    | 0.01%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VLT7                                                               | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5101739.10    | 0.04%             | 2044-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                              | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2205000 | PA      | $2290446.18    | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     496000 | PA      | $450172.55     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                          | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     765000 | PA      | $790175.72     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1160614.12    | 0.01%             | 2083-07-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2024-R1                                                                | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2167766 | PA      | $2173878.50    | 0.02%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                     | Nomura Holdings Inc                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7560000 | PA      | $7894394.44    | 0.06%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                       | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2988641.20    | 0.02%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     650000 | PA      | $690312.24     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                     | SWF Holdings I Corp                                                              | CUSIP: 78500CAF1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     796480 | PA      | $318592.00     | 0.00%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38376UPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1972751 | PA      | $281089.01     | 0.00%             | 2047-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1160357.85    | 0.01%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AWBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3119501 | PA      | $230462.78     | 0.00%             | 2047-04-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     720000 | PA      | $714535.38     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AKMA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2131066 | PA      | $313430.34     | 0.00%             | 2044-07-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                     | Abbott Laboratories                                                              | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     725000 | PA      | $725698.09     | 0.01%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                     | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    2208000 | PA      | $2371278.79    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31288KA78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35912 | PA      | $36878.20      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-38                                                   | FANNIE MAE FNMA_22-38                                                            | CUSIP: 3136BNLE4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2777777 | PA      | $547929.85     | 0.00%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     933000 | PA      | $965289.34     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                 | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     730000 | PA      | $805104.98     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3438463 | PA      | $3341541.43    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     791000 | PA      | $803307.28     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                     | DBWF 2016-85T Mortgage Trust                                                     | CUSIP: 23307CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1202447.63    | 0.01%             | 2036-12-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2060537 | PA      | $1744904.07    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                 | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1201393.06    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                                                    | KOHLER ENERGY CO LLC 2026 USD REPRICED TERM LOAN B                               | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |     650000 | PA      | $649389.00     | 0.00%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1024473.90    | 0.01%             | 2058-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                             | Equifax Inc                                                                      | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $5813606.20    | 0.04%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     839000 | PA      | $883024.36     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                              | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1197727 | PA      | $1199201.24    | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1939628.44    | 0.01%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     275000 | PA      | $279941.25     | 0.00%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1040900 | PA      | $906596.11     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                               | EAGLEVIEW TECHNOLOGY CORP                                                        | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |     609814 | PA      | $553406.12     | 0.00%             | 2028-08-14      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    2402000 | PA      | $2131983.29    | 0.02%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                  | Duke University Health System Inc                                                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     875000 | PA      | $724140.68     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                       | Cisco Systems Inc                                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $1047900.76    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2440039 | PA      | $2432413.30    | 0.02%             | 2030-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10446.63      | 0.00%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                          | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     388000 | PA      | $343880.51     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                            | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     428000 | PA      | $424690.92     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9842453 | PA      | $9776485.15    | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5327177 | PA      | $5310253.84    | 0.04%             | 2039-01-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                       | Omnicom Group Inc                                                                | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    5854000 | PA      | $5835345.70    | 0.04%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52360000 | PA      | $52965412.50   | 0.40%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                 | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    1740000 | PA      | $1770436.41    | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                              | FANNIE MAE FNMA_13-10                                                            | CUSIP: 3136ACEL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2892097 | PA      | $354526.00     | 0.00%             | 2043-02-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2021-4 Ltd                                               | CUSIP: 05685ABA5<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3600176.40    | 0.03%             | 2034-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     680000 | PA      | $623251.68     | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                      | Ingersoll Rand Inc                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     269000 | PA      | $282048.76     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     922000 | PA      | $923082.83     | 0.01%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                             | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    5535000 | PA      | $5567915.33    | 0.04%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                                  | SOUTH FIELD ENERGY LLC                                                           | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      13800 | PA      | $13834.70      | 0.00%             | 2031-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-139                                                  | FANNIE MAE FNMA_10-139                                                           | CUSIP: 31398SWG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1173462 | PA      | $1141473.80    | 0.01%             | 2040-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                            | Ford Credit Auto Lease Trust 2025-A                                              | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2055000 | PA      | $2071128.26    | 0.02%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1176266.40    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $823384.00     | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                  | GENESYS CLOUD SERVICES HOLDINGS II LLC                                           | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     305959 | PA      | $280717.42     | 0.00%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_426-C58                                                 | FANNIE MAE FNMA_426-C58                                                          | CUSIP: 31422M2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   30229750 | PA      | $5030076.19    | 0.04%             | 2052-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                           | DSG TOPCO INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54244 | NS      | $22050.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16350000 | PA      | $15726632.38   | 0.12%             | 2056-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1924000 | PA      | $1932957.02    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                             | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     492000 | PA      | $457053.66     | 0.00%             | 2030-04-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAC4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    7580000 | PA      | $172043.26     | 0.00%             | 2044-08-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10314924 | PA      | $8624160.40    | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                             | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     555000 | PA      | $553701.30     | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1128184.51    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                               | SONARSOURCE FINANCING LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     399325 | PA      | $371372.15     | 0.00%             | 2030-12-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | Csmc 2021-Nqm6 Trust                                                             | CUSIP: 12662KAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    5642269 | PA      | $4954166.82    | 0.04%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     123000 | PA      | $115834.93     | 0.00%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4960305 | PA      | $4342347.16    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1441000 | PA      | $1492647.56    | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc Term Loan B                                                      | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     204361 | PA      | $56029.61      | 0.00%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5014070.00    | 0.04%             | 2044-12-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400Q3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      73650 | PA      | $76491.14      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                                   | Maxim Crane Works Holdings Capital LLC                                           | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $1031822.28    | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     333081 | PA      | $317115.79     | 0.00%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     437252 | PA      | $431277.52     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     364000 | PA      | $366433.12     | 0.00%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9885689 | PA      | $9385194.72    | 0.07%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1152962.95    | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2022155.17    | 0.02%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                                             | GECU Auto Receivables Trust 2023-1                                               | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1098044 | PA      | $1102199.00    | 0.01%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                   | Camden Property Trust                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    1033000 | PA      | $1044560.83    | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3121                                                  | FREDDIE MAC FHLMC_3121                                                           | CUSIP: 31396JFW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      47983 | PA      | $50607.24      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2492000 | PA      | $2294234.32    | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     465000 | PA      | $461834.07     | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3981000 | PA      | $4030015.71    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3791059 | PA      | $3891826.89    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                  | Mexico City Airport Trust                                                        | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     420000 | PA      | $414260.70     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                                                       | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     624000 | PA      | $570985.11     | 0.00%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                 | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    1920000 | PA      | $2084311.87    | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1897307.47    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     305000 | PA      | $273343.06     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                   | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1090000 | PA      | $1132899.51    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6328000 | PA      | $5950585.31    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                          | McCormick & Co Inc/MD                                                            | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1626110.30    | 0.01%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                        | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     447000 | PA      | $454337.16     | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                         | OGE Energy Corp                                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     329000 | PA      | $342739.20     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO BUXL 30YR BOND MAR 26                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -26 | NC      | $-68322.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                   | Southwest Airlines Co                                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1684336.67    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376RQ33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     145669 | PA      | $146019.00     | 0.00%             | 2066-06-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138X5YF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371166 | PA      | $368887.20     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2475363.71    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                          | Merck & Co Inc                                                                   | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3912583.16    | 0.03%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     558000 | PA      | $558707.32     | 0.00%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    2410000 | PA      | $2425006.35    | 0.02%             | 2041-09-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-47                                                   | FANNIE MAE FNMA_20-47                                                            | CUSIP: 3136BAR30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   36284197 | PA      | $6913394.92    | 0.05%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_19-2                                        | SEQUOIA MORTGAGE TRUST SEMT_19-2                                                 | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1472483 | PA      | $1447740.23    | 0.01%             | 2049-06-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                                  | JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                                           | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     770267 | PA      | $758081.59     | 0.01%             | 2049-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                       | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     239000 | PA      | $239616.40     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD FLAT_21-1A                                             | FLATIRON CLO LTD FLAT_21-1A                                                      | CUSIP: 33883PAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2003762.00    | 0.02%             | 2037-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE STRIP FNSTR_427                                              | FANNIE MAE STRIP FNSTR_427                                                       | CUSIP: 31423XMT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7749477 | PA      | $666544.76     | 0.01%             | 2035-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     570234 | PA      | $550680.71     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     881722 | PA      | $802611.95     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38094615 | PA      | $590954.14     | 0.00%             | 2029-03-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                         | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     950000 | PA      | $1000380.09    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_25-33                                     | NEUBERGER BERMAN CLO LTD NEUB_25-33                                              | CUSIP: 64132TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $2008988.00    | 0.02%             | 2039-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                             | HOLOGIC INC                                                                      | CUSIP: 000000000<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | LON              | CORP              | US        |     985810 | PA      | $973487.74     | 0.01%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1007342.16    | 0.01%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                            | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1169154.55    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                   | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     320000 | PA      | $340140.43     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2026-CART                                                               | CUSIP: 12433MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2396250.48    | 0.02%             | 2036-02-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                    | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2442420.31    | 0.02%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3715000 | PA      | $2439129.69    | 0.02%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     426000 | PA      | $385047.34     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     685000 | PA      | $714796.61     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3707778.04    | 0.03%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    2190000 | PA      | $2239441.44    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $541697.74     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31411JDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      44997 | PA      | $48284.10      | 0.00%             | 2038-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     367000 | PA      | $365112.41     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     508000 | PA      | $486592.79     | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                            | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1441374.95    | 0.01%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     763880 | PA      | $749272.35     | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     962000 | PA      | $941441.68     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                          | DTI Holdco Inc 2025 Term Loan B                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |     575629 | PA      | $493245.11     | 0.00%             | 2029-04-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 3.825000 20-DEC-2054 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   28885000 | OU      | $390697.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                         | Weyerhaeuser Co                                                                  | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     124000 | PA      | $124157.17     | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |    1500000 | PA      | $1355072.36    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1653951.77    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379K6Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3846743 | PA      | $118290.82     | 0.00%             | 2055-11-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                                | Secretariat Advisors LLC 2025 Term Loan B                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     206308 | PA      | $202010.48     | 0.00%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2405000 | PA      | $2423723.86    | 0.02%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ASX - All Markets                                                       | AUST 3YR BOND MAR 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       -120 | NC      | $8759.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                                         | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     701000 | PA      | $711712.51     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                      | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    3970000 | PA      | $4121528.72    | 0.03%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                    | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     973627 | PA      | $972018.67     | 0.01%             | 2036-11-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67                              | CUSIP: 38373AZP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1327712 | PA      | $1396024.50    | 0.01%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1091104.21    | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3010000 | PA      | $2976270.84    | 0.02%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD BALLY_21-18A                                          | BALLYROCK CLO LTD BALLY_21-18A                                                   | CUSIP: 05875YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5210000 | PA      | $5231163.02    | 0.04%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-4864                                                  | FREDDIE MAC FHLMC-4864                                                           | CUSIP: 3137FKYY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2342094 | PA      | $423742.46     | 0.00%             | 2048-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     875000 | PA      | $859748.61     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $600884.32     | 0.00%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     444603 | PA      | $428136.69     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_5081                                                           | CUSIP: 3137FFWD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   36649275 | PA      | $6115477.56    | 0.05%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3985000 | PA      | $3835062.38    | 0.03%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                 | Pricoa Global Funding I                                                          | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4571097.78    | 0.03%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                                 | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    3862000 | PA      | $3899313.87    | 0.03%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                    | Hercules Capital Inc                                                             | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3621734.64    | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-DWHP                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-DWHP                               | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2030922.00    | 0.02%             | 2038-04-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                 | BDS 2025-FL16 LLC                                                                | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5004682.50    | 0.04%             | 2043-07-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                         | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4999998.50    | 0.04%             | 2029-12-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     415000 | PA      | $383205.19     | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2142905.45    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.663000 17-MAY-2026 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |  164695000 | OU      | $-1015724.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     949000 | PA      | $962364.70     | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31410LHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2121319 | PA      | $2113646.09    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1383000 | PA      | $908507.30     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     965000 | PA      | $954713.40     | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2507033.25    | 0.02%             | 2043-01-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                         | South Field LLC 2025 1st Lien Term Loan B                                        | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     228332 | PA      | $228902.47     | 0.00%             | 2031-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DIGICEL HLDGS BERMUDA LTD                                               | DIGICEL HLDGS BERMUDA LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      59381 | NS      | $1058971.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                              | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1859920.26    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     625000 | PA      | $605089.09     | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3736242.47    | 0.03%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                               | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     530000 | PA      | $526051.10     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2810000 | PA      | $2953212.08    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 31427P6Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4878569 | PA      | $4241770.36    | 0.03%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     328000 | PA      | $340236.44     | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1036182.46    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1312000 | PA      | $1310552.14    | 0.01%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                        | Public Service Co of New Hampshire                                               | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2698571.19    | 0.02%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $106936.57     | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2110000 | PA      | $921280.65     | 0.01%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    6235000 | PA      | $6267379.55    | 0.05%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                         | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAA8<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |    7170955 | PA      | $7238359.76    | 0.05%             | 2070-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2026-CES1                                               | CUSIP: 46660BAA7<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |    4636518 | PA      | $4654213.01    | 0.04%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2615631.43    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust                    | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     927181 | PA      | $852975.23     | 0.01%             | 2046-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                          | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1121237.78    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                                      | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1002794.90    | 0.01%             | 2043-01-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |          1 | NC      | $2526.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJT94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2109511 | PA      | $1911927.34    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                                       | CUSIP: 36193U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58263 | PA      | $58577.66      | 0.00%             | 2066-04-20      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138A5GV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      72055 | PA      | $71938.88      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1275622.64    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-19677.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2690000 | PA      | $2705113.50    | 0.02%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                         | AREIT 2023-CRE8 Ltd                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     889780 | PA      | $889511.06     | 0.01%             | 2041-08-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5225740 | PA      | $4617728.78    | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1663000 | PA      | $1679449.02    | 0.01%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    1390000 | PA      | $1625489.44    | 0.01%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3682700.60    | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     242000 | PA      | $252194.62     | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     761855 | PA      | $732877.21     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4317292.28    | 0.03%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2760000 | PA      | $2821989.47    | 0.02%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BWFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6944276 | PA      | $3306.86       | 0.00%             | 2026-12-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                   | Camden Property Trust                                                            | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    2585000 | PA      | $2585662.38    | 0.02%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6160891 | PA      | $6239507.72    | 0.05%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    3539990 | PA      | $3483694.27    | 0.03%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                         | NAKED JUICE LLC                                                                  | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1922195 | PA      | $1910777.59    | 0.01%             | 2029-01-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2355000 | PA      | $2363279.00    | 0.02%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2463332 | PA      | $2468438.45    | 0.02%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3674794 | PA      | $3255703.10    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207932AB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3750000 | PA      | $3919275.75    | 0.03%             | 2042-12-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34213966 | PA      | $33981125.32   | 0.26%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                   | CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF3                                  | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16100000 | PA      | $15253141.61   | 0.12%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     335000 | PA      | $304945.48     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    5084674 | PA      | $5126398.64    | 0.04%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5385000 | PA      | $5604231.15    | 0.04%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140F1UF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27075 | PA      | $26037.80      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                            | MH SUB I LLC                                                                     | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     607825 | PA      | $411801.38     | 0.00%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      47000 | PA      | $37243.38      | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBU4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     862017 | PA      | $788116.97     | 0.01%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     785000 | PA      | $707528.84     | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                     | FS KKR Capital Corp                                                              | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1476073.69    | 0.01%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     300784 | PA      | $305163.46     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5414000 | PA      | $5355741.53    | 0.04%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                            | KBC Group NV                                                                     | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    7635000 | PA      | $7686714.85    | 0.06%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR5 Trust                    | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     276189 | PA      | $264533.10     | 0.00%             | 2046-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                              | FedEx Corp                                                                       | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      87000 | PA      | $75610.29      | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    4925000 | PA      | $3470427.92    | 0.03%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3283000 | PA      | $3313339.26    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1783000 | PA      | $1809850.39    | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1189719.65    | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2463000 | PA      | $2324807.47    | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3380729 | PA      | $2844901.46    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                                     | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2740000 | PA      | $2282074.21    | 0.02%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     670000 | PA      | $693566.85     | 0.01%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5525                                                  | FREDDIE MAC FHLMC_5525                                                           | CUSIP: 3137HKQL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1773280 | PA      | $1766603.37    | 0.01%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     758000 | PA      | $738656.45     | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4942                                                           | CUSIP: 3137FQWJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8895381 | PA      | $1010654.94    | 0.01%             | 2050-01-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                               | PG&E Corp                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699153.04     | 0.01%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     690000 | PA      | $690243.05     | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                                | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |     625000 | PA      | $749237.08     | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA 10YR NOTE JUN 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -99 | NC      | $-79232.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAA1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   10100000 | PA      | $10287564.07   | 0.08%             | 2041-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     375000 | PA      | $440943.34     | 0.00%             | 2034-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23099687 | PA      | $18389580.62   | 0.14%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_5093                                                           | CUSIP: 3137FYL61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12419280 | PA      | $2856162.48    | 0.02%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                             | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2000828.75    | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1006198.80    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11399517 | PA      | $794132.54     | 0.01%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1320176.47    | 0.01%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9597782.87    | 0.07%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                   | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1149681.26    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4665576 | PA      | $4084296.38    | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                 | Inter-American Development Bank                                                  | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    4000000 | PA      | $4150829.38    | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                  | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    1800000 | PA      | $1739879.89    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4819024.50    | 0.04%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2007-C Trust                                             | CUSIP: 059522AC6<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    1027723 | PA      | $972201.07     | 0.01%             | 2047-05-20      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                          | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2955288 | PA      | $1343617.36    | 0.01%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                  | Mexico City Airport Trust                                                        | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2303000 | PA      | $2027551.14    | 0.02%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                       | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1291580.05    | 0.01%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                   | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1263000 | PA      | $1313797.01    | 0.01%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     278000 | PA      | $252150.13     | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2023-3                                         | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     695000 | PA      | $713712.18     | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                    | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2306000 | PA      | $2314950.98    | 0.02%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30725000 | PA      | $26773957.03   | 0.20%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1337197.77    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DK58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2392506 | PA      | $115681.71     | 0.00%             | 2061-07-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      72000 | PA      | $71765.54      | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR 2015 86 MI                                               | FANNIE MAE FNMA_15-86                                                            | CUSIP: 3136AQJP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4237046 | PA      | $605719.21     | 0.00%             | 2045-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-18                                                   | FANNIE MAE FNMA_13-18                                                            | CUSIP: 3136ACZS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2765506 | PA      | $2593561.04    | 0.02%             | 2043-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11318695 | PA      | $11572557.23   | 0.09%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                                     | MODIVCARE BUYER LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     590000 | PA      | $584100.00     | 0.00%             | 2030-12-29      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $13274679.60   | 0.10%             | 2036-08-14      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                  | EQT AB                                                                           | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    1142000 | PA      | $1167501.42    | 0.01%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     367000 | PA      | $392922.08     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     859000 | PA      | $844337.11     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust 2024-RTL5                                                   | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5011132.00    | 0.04%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1146000 | PA      | $1180045.65    | 0.01%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                        | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     319000 | PA      | $307401.21     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     652000 | PA      | $670408.09     | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_437                                               | FANNIEMAE STRIP FNSTR_437                                                        | CUSIP: 31424UPY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2152559 | PA      | $545260.52     | 0.00%             | 2052-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                  | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2021029 | PA      | $1998410.44    | 0.02%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                         | Lehman XS Trust Series 2006-2N                                                   | CUSIP: 525221HA8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |     876316 | PA      | $804999.83     | 0.01%             | 2046-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5079                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5079                                | CUSIP: 3137F9EC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6679633 | PA      | $1074809.72    | 0.01%             | 2051-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     292000 | PA      | $299564.19     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1740490.40    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                | Comision Federal de Electricidad                                                 | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    2797000 | PA      | $2794678.19    | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                                 | TotalEnergies Capital USA LLC                                                    | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1200907.12    | 0.01%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K514                     | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K514                              | CUSIP: 3137HBLW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67299960 | PA      | $1649744.12    | 0.01%             | 2028-12-25      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2026-A                                   | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3515000 | PA      | $3529522.93    | 0.03%             | 2028-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 98 CLO Ltd                                                                | CUSIP: 26248AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8700000 | PA      | $8699956.50    | 0.07%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1069459 | PA      | $1025253.62    | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                                                | Blue Owl Capital Corp II                                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1838070.53    | 0.01%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     123000 | PA      | $124567.49     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36500000 | PA      | $36628074.12   | 0.28%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                       | Trimaran Cavu 2019-1 Ltd                                                         | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19995760.00   | 0.15%             | 2037-01-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | CUSIP: 35563PGZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     207299 | PA      | $183905.11     | 0.00%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                            | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     597390 | PA      | $525063.94     | 0.00%             | 2028-10-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                             | MetLife Inc                                                                      | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3931405.50    | 0.03%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO 10 Ltd                                                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3259467.25    | 0.02%             | 2038-01-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $140783.22     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                      | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4252702 | PA      | $4143818.38    | 0.03%             | 2046-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                | New York Life Global Funding                                                     | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $5170774.40    | 0.04%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1210394.45    | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                    | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2122583.33    | 0.02%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1311713.61    | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4978119.00    | 0.04%             | 2042-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     906000 | PA      | $913828.43     | 0.01%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2970000 | PA      | $3063392.54    | 0.02%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31403DJG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9816 | PA      | $10092.03      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | ICE: (CDX.NA.IG.45.V1)                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        | -269860000 | OU      | $102578.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                                                | CSMCM 2021-RPL11 Trust                                                           | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266488 | PA      | $212596.26     | 0.00%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     560000 | PA      | $496996.82     | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     975000 | PA      | $975436.39     | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5223                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5223                                | CUSIP: 3137H7HR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7005967 | PA      | $1029669.07    | 0.01%             | 2042-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4635                                                           | CUSIP: 3137BTKP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6636958 | PA      | $428164.74     | 0.00%             | 2046-12-15      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | SWP: OIS 3.366000 23-FEB-2031 SOF                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  100000000 | OU      | $-616811.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8882444 | PA      | $9030558.65    | 0.07%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE JUN 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -203 | NC      | $-70689.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2024-NQM4 Trust                                                             | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10575557 | PA      | $10686611.58   | 0.08%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA Inc                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $8104567.90    | 0.06%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     236000 | PA      | $228518.61     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                    | PRET 2025-NPL6 LLC                                                               | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    4580471 | PA      | $4586773.72    | 0.03%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1090000 | PA      | $768964.90     | 0.01%             | 2035-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                       | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    7068657 | PA      | $6231975.22    | 0.05%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -81 | NC      | $-115250.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9226000 | PA      | $9228697.13    | 0.07%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     468000 | PA      | $485651.42     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KBF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2522815 | PA      | $68650.59      | 0.00%             | 2056-07-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31389TBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1426.95       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING STRIP                                                | Resolution Funding Corp Interest Strip                                           | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    2360000 | PA      | $2021235.11    | 0.02%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-81                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-81                              | CUSIP: 38382TWR1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2956308 | PA      | $585312.56     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     989000 | PA      | $999246.56     | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     447000 | PA      | $432904.39     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     800000 | PA      | $866265.56     | 0.01%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3061224 | PA      | $2595806.07    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Artemis Issuer                                                   | Sunrun Artemis Issuer 2024-2 LLC                                                 | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6800665 | PA      | $6853003.48    | 0.05%             | 2059-07-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-SCHATZ MAR 26                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -179 | NC      | $-37721.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                     | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3702939.75    | 0.03%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                        | ENSEMBLE RCM LLC                                                                 | CUSIP: 000000000<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     708952 | PA      | $681182.24     | 0.01%             | 2033-01-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                                      | Pro Mach Group Inc 2025 1st Lien Term Loan B                                     | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |     641437 | PA      | $640795.35     | 0.00%             | 2032-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6527900.66    | 0.05%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 3.805000 16-DEC-2049 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   25535000 | OU      | $-389946.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1412000 | PA      | $1456265.43    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                      | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1547671.37    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137BKQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      67029 | PA      | $66826.54      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    4495000 | PA      | $4096225.62    | 0.03%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     838000 | PA      | $877270.31     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 0 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   66270000 | NC      | $3472.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                             | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5035882.50    | 0.04%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman Loan Advisers Clo 51 Ltd                                        | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |    5500000 | PA      | $5499972.50    | 0.04%             | 2036-10-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                   | Southwest Airlines Co                                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3293956.45    | 0.03%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 31398JW25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1452594 | PA      | $129602.14     | 0.00%             | 2036-04-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     551000 | PA      | $574870.86     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                                   | FANNIE MAE FNMA_16-60                                                            | CUSIP: 3136ATNL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3392256 | PA      | $357815.17     | 0.00%             | 2046-09-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1530127.18    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3507614 | PA      | $3053848.32    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2025-10                                                   | CUSIP: 81750CBD6<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |    3048965 | PA      | $3078025.20    | 0.02%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                              | SOPHOS INTERMEDIATE II LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     661356 | PA      | $613613.12     | 0.00%             | 2027-03-05      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3447648.58    | 0.03%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1814946.06    | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASX - All Markets                                                       | AUST 10YR BOND MAR 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       -342 | NC      | $-259545.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1094812.84    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1031240.29    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1413411 | PA      | $1421188.51    | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $202070.64     | 0.00%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-RPL4 Trust                                                             | CUSIP: 12663TAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2025132 | PA      | $1975231.29    | 0.02%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3813065 | PA      | $3725885.73    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13780807 | PA      | $12047392.92   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1289869.40    | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5785949 | PA      | $5638876.25    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-RCF1 LLC                                                               | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2945573 | PA      | $2945800.88    | 0.02%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    4794000 | PA      | $4846556.28    | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                        | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1                   | CUSIP: 59023LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14204298 | PA      | $5244488.07    | 0.04%             | 2037-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4329000 | PA      | $4308199.99    | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SCRT_19-2                        | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     148497 | PA      | $132754.79     | 0.00%             | 2058-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                     | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |    5350000 | PA      | $5389608.38    | 0.04%             | 2034-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B5NC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1571772 | PA      | $1384434.13    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                         | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1501406.25    | 0.01%             | 2034-03-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                         | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $791786.88     | 0.01%             | 2050-03-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2021-1 Ltd                                                    | CUSIP: 77341KAE1<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7909274.60    | 0.06%             | 2034-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1249802.65    | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                            | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     825000 | PA      | $873243.80     | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-2                              | PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-2                                       | CUSIP: 74389DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1065945 | PA      | $1079019.84    | 0.01%             | 2055-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1035035 | PA      | $1039321.28    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                | Commonwealth Bank of Australia/New York NY                                       | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2715000 | PA      | $2754451.77    | 0.02%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                     | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     907000 | PA      | $386150.05     | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1250000 | PA      | $1322114.16    | 0.01%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                     | Eastman Chemical Co                                                              | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    6165000 | PA      | $6168925.28    | 0.05%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR 2013 70 JZ                                               | FNMA_13-70                                                                       | CUSIP: 3136AEZ67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14469754 | PA      | $13571091.03   | 0.10%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                  | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6620000 | PA      | $6750948.81    | 0.05%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     806000 | PA      | $835430.37     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                           | Massachusetts Educational Financing Authority                                    | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |     661943 | PA      | $642570.84     | 0.00%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2143126 | PA      | $1867875.00    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-14                                                   | FANNIE MAE FNMA_17-14                                                            | CUSIP: 3136AVWC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7014615 | PA      | $918554.71     | 0.01%             | 2047-03-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                     | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1041065.52    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                          | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     820000 | PA      | $851733.88     | 0.01%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                         | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     115097 | PA      | $114664.98     | 0.00%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3323947.26    | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1625050 | PA      | $1416854.79    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                                               | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    9450000 | PA      | $9521274.51    | 0.07%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CELSIUS INC                                                             | CELSIUS INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     351540 | PA      | $353209.66     | 0.00%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2780730.00    | 0.02%             | 2049-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     199000 | PA      | $199402.54     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD OAKCL_24-25                                             | OAKTREE CLO LTD OAKCL_24-25                                                      | CUSIP: 67402PAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1950000 | PA      | $1953398.85    | 0.01%             | 2037-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5405000 | PA      | $5424260.41    | 0.04%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2362000 | PA      | $2334303.92    | 0.02%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3128M5DY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124317 | PA      | $131555.69     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                                                  | Greenacre Park CLO LLC                                                           | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6950000 | PA      | $6977688.80    | 0.05%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     147000 | PA      | $150466.53     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     474000 | PA      | $529590.91     | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        231 | NC      | $194685.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20158942 | PA      | $18276091.97   | 0.14%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     412821 | PA      | $379165.21     | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QAS8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    7990000 | PA      | $7305229.83    | 0.06%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                | MassMutual Global Funding II                                                     | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5318627.18    | 0.04%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                    | Western Union Co/The                                                             | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139820.88     | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380REH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5350665 | PA      | $353272.85     | 0.00%             | 2060-10-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      97545 | PA      | $90227.88      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                      | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     637000 | PA      | $683100.71     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                                   | Huntington Auto Trust 2024-1                                                     | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1723481 | PA      | $1740592.56    | 0.01%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                        | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     655000 | PA      | $682888.61     | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     850000 | PA      | $868657.72     | 0.01%             | 2033-02-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1613318.13    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2174324.73    | 0.02%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP MORGAN MORTGAGE TRUST JPMMT_18-5                                              | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     741347 | PA      | $683709.53     | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                  | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      51721 | PA      | $5223.77       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hudsons Bay Simon JV Trust                                              | Hudsons Bay Simon JV Trust 2015-HBS                                              | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1818049.87    | 0.01%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     539497 | PA      | $566658.61     | 0.00%             | 2053-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                        | COMM MORTGAGE TRUST COMM_17-COR2                                                 | CUSIP: 12595EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2433271.75    | 0.02%             | 2050-09-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1975000 | PA      | $2041695.58    | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                                     | M&T Equipment 2023-LEAF1 Notes                                                   | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     822540 | PA      | $826685.63     | 0.01%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2850000 | PA      | $2851759.02    | 0.02%             | 2040-02-18      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31419JS41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1056481 | PA      | $1087942.92    | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                  | Lendmark Funding Trust 2021-1                                                    | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4903621.00    | 0.04%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9308919 | PA      | $9074704.72    | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5231499 | PA      | $4619579.25    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3250365.40    | 0.02%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                   | Priority Holdings LLC 2025 Term Loan B                                           | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     546013 | PA      | $532591.85     | 0.00%             | 2032-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-121                                                  | FANNIE MAE FNMA_12-121                                                           | CUSIP: 3136A9WX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7814088 | PA      | $7536627.34    | 0.06%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |          1 | NC      | $-496005.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2349198.01    | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                               | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $4152080.67    | 0.03%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26779748 | PA      | $23395099.06   | 0.18%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     262561 | PA      | $268657.69     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2599227.91    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     701942 | PA      | $2085.89       | 0.00%             | 2056-09-16      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                   | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $974419.86     | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1683280.10    | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2318208 | PA      | $2330618.67    | 0.02%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                                          | VStrong Auto Receivables Trust 2024-A                                            | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     409000 | PA      | $414884.28     | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                                | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3430000 | PA      | $3560808.89    | 0.03%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     444000 | PA      | $455204.91     | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   92700000 | PA      | $90087096.62   | 0.68%             | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     525000 | PA      | $546639.41     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman Loan Advisers CLO 47 Ltd                                        | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5006525.00    | 0.04%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                           | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1187770.69    | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                           | BHG Securitization Trust 2024-1CON                                               | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     408726 | PA      | $417414.02     | 0.00%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     897326 | PA      | $758434.47     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378FMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2377978 | PA      | $477712.53     | 0.00%             | 2043-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |     931207 | PA      | $931744.39     | 0.01%             | 2030-11-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                   | GM Financial Automobile Leasing Trust 2025-3                                     | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3550000 | PA      | $3570058.21    | 0.03%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                  | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4605000 | PA      | $2303179.00    | 0.02%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140KSVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14757095 | PA      | $12239331.85   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-142                                                  | FANNIE MAE FNMA_10-142                                                           | CUSIP: 31398SKU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     411517 | PA      | $312470.31     | 0.00%             | 2040-12-25      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                 | Nationwide Building Society                                                      | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3292000 | PA      | $3397814.71    | 0.03%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381EWF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12302461 | PA      | $629333.63     | 0.00%             | 2061-09-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                  | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     185000 | PA      | $191032.34     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                              | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     845000 | PA      | $767252.00     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     717000 | PA      | $750639.54     | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                 | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    5120000 | PA      | $5089676.29    | 0.04%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd 2021-1                                | CUSIP: 70015QAL2<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7902401.60    | 0.06%             | 2034-01-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                      | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1200000 | PA      | $1521313.39    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |          1 | NC      | $-1359463.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     115441 | PA      | $109457.36     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140X53W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     438852 | PA      | $418265.17     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137F6RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12692319 | PA      | $3103447.20    | 0.02%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-31                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-31                              | CUSIP: 38376XF40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4993006 | PA      | $391620.92     | 0.00%             | 2040-03-20      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    3780000 | PA      | $3814349.37    | 0.03%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1338024 | PA      | $1243702.97    | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  174402000 | PA      | $164335595.04  | 1.25%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2634000 | PA      | $2767762.24    | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                       | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3906000 | PA      | $3950615.07    | 0.03%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                        | TTF Holdings LLC 2024 Term Loan                                                  | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |     713954 | PA      | $521186.43     | 0.00%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2815234 | PA      | $2337365.81    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAE4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    2285000 | PA      | $2264854.53    | 0.02%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                        | NMEF Funding 2025-B LLC                                                          | CUSIP: 62919WAE9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    6200000 | PA      | $6288730.06    | 0.05%             | 2033-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    1689000 | PA      | $1646110.63    | 0.01%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                          | AutoNation Inc                                                                   | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3889000 | PA      | $3916687.47    | 0.03%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                 | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2532743.93    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                          | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     750000 | PA      | $749387.78     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2882                                                              | FHLMC_2882                                                                       | CUSIP: 31395JM78<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1961217 | PA      | $2078572.91    | 0.02%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 31397PSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1056995 | PA      | $111090.96     | 0.00%             | 2038-01-15      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1407409.28    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1986282.75    | 0.02%             | 2031-04-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_11-84                                                            | CUSIP: 3136A0A72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1336645 | PA      | $1396327.89    | 0.01%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15287371 | PA      | $15420574.73   | 0.12%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                  | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1213000 | PA      | $1236851.54    | 0.01%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                    | Howmet Aerospace Inc                                                             | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     550000 | PA      | $551623.73     | 0.00%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                 | SCF Equipment Leasing 2025-1 LLC                                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3006000 | PA      | $3087014.41    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1271346 | PA      | $1271851.89    | 0.01%             | 2044-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     647000 | PA      | $640398.96     | 0.00%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                         | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2476526 | PA      | $2482618.41    | 0.02%             | 2070-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     180000 | PA      | $186389.82     | 0.00%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3612100 | PA      | $3189570.66    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-8                                     | JP MORGAN MORTGAGE TRUST JPMMT_19-8                                              | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1646349 | PA      | $1507692.87    | 0.01%             | 2050-03-25      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2264841.97    | 0.02%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                                  | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $1036044.13    | 0.01%             | 2037-09-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     629000 | PA      | $673570.10     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137H9KH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2148813 | PA      | $453412.82     | 0.00%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                   | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1120986.70    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     511011 | PA      | $510883.54     | 0.00%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     990000 | PA      | $1025395.08    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                  | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     737000 | PA      | $768230.58     | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FNMA_12-105                                                             | FNMA_12-105                                                                      | CUSIP: 3136A86S4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2050218 | PA      | $1976346.90    | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     500000 | PA      | $307769.98     | 0.00%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                 | Hungary Government International Bond                                            | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     977000 | PA      | $853163.81     | 0.01%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11890000 | PA      | $11886284.38   | 0.09%             | 2036-11-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2107870 | PA      | $2093536.29    | 0.02%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1397789 | PA      | $1234451.35    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                           | DSG TOPCO INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     101455 | NS      | $0.10          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2093260 | PA      | $2049221.90    | 0.02%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                              | Denso Corp                                                                       | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    4070000 | PA      | $4009391.78    | 0.03%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                 | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     743000 | PA      | $745348.97     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     842934 | PA      | $704674.13     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2022-3 LLC                                            | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |       2310 | PA      | $2310.24       | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     142000 | PA      | $126575.97     | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2026-1                             | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1265000 | PA      | $1265924.08    | 0.01%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6878973 | PA      | $6689019.05    | 0.05%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     970000 | PA      | $941864.50     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                                 | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |     330000 | PA      | $393433.20     | 0.00%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4148275.66    | 0.03%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                             | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    3830000 | PA      | $3758661.27    | 0.03%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     245316 | PA      | $242356.20     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $934163.31     | 0.01%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |    5806983 | PA      | $5846189.38    | 0.04%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-46                                                   | FANNIE MAE FNMA_20-46                                                            | CUSIP: 3136BAZJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1633012 | PA      | $1370558.16    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                                                 | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1241745.26    | 0.01%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32413763 | PA      | $4835747.77    | 0.04%             | 2056-08-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7846308 | PA      | $8057151.97    | 0.06%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1397053 | PA      | $1260140.33    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1555508.26    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     820000 | PA      | $844408.34     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137A3LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3888094 | PA      | $3943426.22    | 0.03%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                      | Niagara Energy SAC                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     675000 | PA      | $696915.02     | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE JUN 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       4869 | NC      | $2834618.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNO NOBEL LTD                                                          | Dyno Nobel Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $984441.05     | 0.01%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4730000 | PA      | $4752763.32    | 0.04%             | 2034-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                                  | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     755000 | PA      | $736332.34     | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7386486 | PA      | $6164200.38    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1010717.00    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                         | Carmax Select Receivables Trust 2025-B                                           | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5342840.43    | 0.04%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5DR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  273149014 | PA      | $2496636.62    | 0.02%             | 2031-11-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10390222 | PA      | $9415690.39    | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     553097 | PA      | $542290.52     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                             | Kedrion SpA                                                                      | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    1015000 | PA      | $991152.24     | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11812428 | PA      | $10330334.25   | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM4 Trust                                                              | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |    3616760 | PA      | $3646893.13    | 0.03%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                     | WEC US Holdings Ltd 2024 Term Loan                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     332029 | PA      | $330933.53     | 0.00%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KGH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3041269 | PA      | $60927.26      | 0.00%             | 2049-09-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23610000 | PA      | $10918615.08   | 0.08%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    1478000 | PA      | $1470838.74    | 0.01%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3249000 | PA      | $2898929.15    | 0.02%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | Csmc 2022-Nqm1 Trust                                                             | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   10149660 | PA      | $9467241.35    | 0.07%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                    | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     248000 | PA      | $247755.44     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31365EJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        481 | PA      | $483.41        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD OCP_20-19RR                                                 | OCP CLO LTD OCP_20-19RR                                                          | CUSIP: 670881AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10024010.00   | 0.08%             | 2038-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1015616 | PA      | $972744.89     | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1164870.38    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     975000 | PA      | $990837.13     | 0.01%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                      | RGA Global Funding                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    4396000 | PA      | $4427437.26    | 0.03%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | ICE: (CDX.NA.HY.45.V2)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |  -34650000 | OU      | $251540.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                         | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     412000 | PA      | $414807.87     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     230000 | PA      | $238969.39     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379K2C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4698262 | PA      | $16794.88      | 0.00%             | 2055-07-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2017-375H                                      | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4895871.50    | 0.04%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                    | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     505856 | PA      | $497003.85     | 0.00%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     750000 | PA      | $713235.92     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3083166.59    | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4515000 | PA      | $4592036.77    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1690442.56    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5922957.43    | 0.04%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                            | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86788 | PA      | $87724.39      | 0.00%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP (ONTARIO)                                                | OPEN TEXT CORP (ONTARIO)                                                         | CUSIP: 000000000<br>LEI: 549300UQROQS42RKHM85 | Long             | LON              | CORP              | CA        |     234382 | PA      | $227692.42     | 0.00%             | 2030-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1866877.85    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2683520.86    | 0.02%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     726000 | PA      | $737769.59     | 0.01%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7360000 | PA      | $4802400.00    | 0.04%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                                                   | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1531698.37    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1600639 | PA      | $1577435.66    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA_19-13                                                              | GNMA_19-13                                                                       | CUSIP: 38381BPA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6991877 | PA      | $862912.95     | 0.01%             | 2049-01-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_3181                                                           | CUSIP: 31396UQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      20025 | PA      | $21371.26      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merit                                                                   | MHP 2022-MHIL                                                                    | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2398499.52    | 0.02%             | 2039-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                 | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $531399.38     | 0.00%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                | BCPE EMPIRE HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     533645 | PA      | $530880.66     | 0.00%             | 2030-12-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     578000 | PA      | $618202.47     | 0.00%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_25-5YR15                                                    | BANK5 BANK5_25-5YR15                                                             | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1795788.23    | 0.01%             | 2058-06-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $715863.84     | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753GAG6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3400000 | PA      | $3450985.72    | 0.03%             | 2044-05-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Principal                                                   | CUSIP: 912803EL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8770000 | PA      | $3607763.73    | 0.03%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                        | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1092155.91    | 0.01%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     780000 | PA      | $821846.59     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                 | Honeywell International Inc                                                      | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1448000 | PA      | $1490424.21    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                   | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1550000 | PA      | $1740472.65    | 0.01%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                    | Jacobs Solutions Inc                                                             | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     910000 | PA      | $908918.20     | 0.01%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3594862 | PA      | $3179238.71    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21273775 | PA      | $21678315.75   | 0.16%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_25-2                                        | SEQUOIA MORTGAGE TRUST SEMT_25-2                                                 | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     989598 | PA      | $999029.88     | 0.01%             | 2055-03-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7158924 | PA      | $7288474.71    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                      | Enact Holdings Inc                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5782007.22    | 0.04%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                     | Abbott Laboratories                                                              | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   10727000 | PA      | $10767866.95   | 0.08%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1633323 | PA      | $1649436.14    | 0.01%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3928                                                  | FREDDIE MAC FHLMC_3928                                                           | CUSIP: 3137AEXW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     688173 | PA      | $696385.93     | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                            | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1976799.88    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3947000 | PA      | $3000929.50    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                 | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     300000 | PA      | $300850.32     | 0.00%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     774000 | PA      | $812000.99     | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1292000 | PA      | $1346733.54    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     409272 | PA      | $420613.41     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14395901 | PA      | $12075873.89   | 0.09%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     850000 | PA      | $872537.46     | 0.01%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1365496.46    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3142J6BL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4775009 | PA      | $4957408.40    | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                  | Oscar US Funding XII LLC                                                         | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |      24436 | PA      | $24419.01      | 0.00%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378X4A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1726408 | PA      | $23409.75      | 0.00%             | 2051-02-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AHGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15520473 | PA      | $1702881.50    | 0.01%             | 2043-12-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                                    | Octagon Investment Partners 29 Ltd                                               | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    5345000 | PA      | $5358485.44    | 0.04%             | 2037-07-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                | Southwestern Public Service Co                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    3099000 | PA      | $3198593.67    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                              | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6795000 | PA      | $6905768.01    | 0.05%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     437463 | PA      | $348060.24     | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                   | KKR Clo 33 Ltd                                                                   | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   16800000 | PA      | $16807610.40   | 0.13%             | 2034-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2720548.12    | 0.02%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2743261 | PA      | $2549468.94    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                            | Ares LXV CLO Ltd                                                                 | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8008712.00    | 0.06%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38384B6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9708289 | PA      | $672015.54     | 0.01%             | 2058-07-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4765                                                  | FREDDIE MAC FHLMC_4765                                                           | CUSIP: 3137FEQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3821967 | PA      | $3151382.64    | 0.02%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                                  | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5747766.98    | 0.04%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                            | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19028149 | PA      | $18781667.47   | 0.14%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Issuer Trust 2025-4                                  | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1380000 | PA      | $1380964.48    | 0.01%             | 2031-02-18      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                  | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    3485000 | PA      | $3529897.88    | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11336992 | PA      | $11023940.90   | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer                                                     | Bluepeak ABS Issuer LLC                                                          | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6605000 | PA      | $6747171.30    | 0.05%             | 2055-12-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                        | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     377000 | PA      | $406175.70     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                             | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     787000 | PA      | $803952.52     | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                  | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1237630.56    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1321869.39    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                    | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8073123.16    | 0.06%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8445000 | PA      | $4254361.94    | 0.03%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                  | BP Capital Markets America Inc                                                   | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     315000 | PA      | $323400.32     | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    9225000 | PA      | $6289838.32    | 0.05%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4732010.04    | 0.04%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     777000 | PA      | $766687.33     | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     368000 | PA      | $370257.06     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1564775.91    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                        | Red Ventures LLC 2024 Term Loan B                                                | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |     410754 | PA      | $334177.36     | 0.00%             | 2030-03-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AA9<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |    3750000 | PA      | $3751477.50    | 0.03%             | 2037-04-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                       | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     947000 | PA      | $988899.92     | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2157060.80    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    3530498 | PA      | $3586237.03    | 0.03%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-94                                                   | FANNIE MAE FNMA_12-94                                                            | CUSIP: 3136A8XR6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7092151 | PA      | $6847770.07    | 0.05%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-61                                                   | FANNIE MAE FNMA_18-61                                                            | CUSIP: 3136B2TD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2054965 | PA      | $178699.30     | 0.00%             | 2048-08-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                       | Golub Capital BDC Inc                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     310000 | PA      | $310947.09     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1130000 | PA      | $1178658.26    | 0.01%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3817000 | PA      | $3846494.29    | 0.03%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10333862 | PA      | $10604575.57   | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust 2025-1                                                   | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1280283.19    | 0.01%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10380000 | PA      | $9623794.88    | 0.07%             | 2033-01-21      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1431269.96    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     452000 | PA      | $428198.04     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                              | Exeter Select Automobile Receivables Trust 2025-1                                | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     945000 | PA      | $953442.16     | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                              | Arbour CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 635400DBGXHI7ZJXYU29 | Long             | ABS-MBS          | CORP              | IE        |    4600000 | PA      | $5469461.45    | 0.04%             | 2039-11-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                  | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     370000 | PA      | $437048.93     | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1525013.25    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2019-1                                     | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1033326 | PA      | $1032577.07    | 0.01%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                | FDJ UNITED                                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1883913.44    | 0.01%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1417275.89    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1741113 | PA      | $1668082.19    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                    | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     617000 | PA      | $663851.53     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     907000 | PA      | $921360.44     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     529000 | PA      | $505688.90     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     393000 | PA      | $391836.73     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1513393.20    | 0.01%             | 2042-10-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1807592.76    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2094890.33    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     405000 | PA      | $426228.69     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS FHS_336-S1                                           | FREDDIE MAC STRIPS FHS_336-S1                                                    | CUSIP: 31325VK29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4235536 | PA      | $492865.63     | 0.00%             | 2044-08-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ASUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1180929 | PA      | $112999.12     | 0.00%             | 2034-10-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Merit                                                                   | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1503872.93    | 0.01%             | 2040-09-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     477000 | PA      | $429057.41     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2342745 | PA      | $2318112.85    | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     334000 | PA      | $346725.41     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  161989000 | PA      | $165076915.31  | 1.25%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                                   | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    2100000 | PA      | $1540133.44    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                  | AI AQUA MERGER SUB INC 2026 REPRICED TERM LOAN B                                 | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     650000 | PA      | $646457.50     | 0.00%             | 2028-07-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6915874 | PA      | $5785842.03    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1111634.21    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                         | Stream Innovations 2024-2 Issuer Trust                                           | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3684982 | PA      | $3735045.63    | 0.03%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     624000 | PA      | $593642.86     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3168232 | PA      | $2676993.81    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9886189.00    | 0.08%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                            | SM Energy Co                                                                     | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     375000 | PA      | $375003.56     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     879000 | PA      | $901418.61     | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4755000 | PA      | $4808339.45    | 0.04%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4372                                                  | FREDDIE MAC FHLMC_4372                                                           | CUSIP: 3137BDB47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2485314 | PA      | $2323840.52    | 0.02%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1555000 | PA      | $1608754.27    | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | CarMax Auto Owner Trust 2024-4                                                   | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7030000 | PA      | $7107701.89    | 0.05%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381HET4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10637677 | PA      | $594499.33     | 0.00%             | 2064-02-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1723014.35    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1055260.19    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                    | SCG Trust 2025-SNIP                                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5012509.00    | 0.04%             | 2042-09-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KAJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1965420 | PA      | $79672.44      | 0.00%             | 2056-07-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     934011 | PA      | $814059.71     | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                           | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2087505.52    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     691000 | PA      | $547852.10     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                    | HEARTLAND DENTAL LLC                                                             | CUSIP: 000000000<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     595786 | PA      | $593956.92     | 0.00%             | 2032-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31390SJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20096 | PA      | $20594.30      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBB2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    3407709 | PA      | $3230517.67    | 0.02%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                      | HDI Aerospace Intermediate Holding III Corporation Term Loan B                   | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |     406925 | PA      | $407942.31     | 0.00%             | 2032-02-11      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1517290 | PA      | $1321470.37    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2306543.80    | 0.02%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                            | Dell Equipment Finance Trust 2023-3                                              | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400573 | PA      | $1406126.38    | 0.01%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2003-AR8 Trust                    | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131782 | PA      | $129943.95     | 0.00%             | 2033-08-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4368000 | PA      | $4550326.61    | 0.03%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4214089.46    | 0.03%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      78000 | PA      | $69051.97      | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31403AZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1061 | PA      | $1089.98       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                  | BRADYPLUS HOLDINGS LLC                                                           | CUSIP: 000000000<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    1111411 | PA      | $1100996.59    | 0.01%             | 2032-12-29      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                   | Universal Health Services Inc                                                    | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2452470.33    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                                | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6422842.99    | 0.05%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     289000 | PA      | $299858.76     | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                     | Eastman Chemical Co                                                              | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1216322.83    | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3479828 | PA      | $3498906.21    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3704512 | PA      | $3652322.99    | 0.03%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1081558 | PA      | $1085170.91    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                     | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $1435955.84    | 0.01%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                               | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1486556.99    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                 | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     340000 | PA      | $329933.91     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17335000 | PA      | $17283536.72   | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6376092.21    | 0.05%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31374TSC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1009 | PA      | $1034.19       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                    | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    5635000 | PA      | $5625663.50    | 0.04%             | 2033-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD CGMS_21-6A                                           | CARLYLE US CLO LTD CGMS_21-6A                                                    | CUSIP: 143133AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13750000 | PA      | $13809413.75   | 0.10%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                  | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     865000 | PA      | $910030.22     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-RPL1 LLC                                                               | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154000 | PA      | $145751.94     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO LLC RCTTE_15-1A                                             | RECETTE CLO LLC RCTTE_15-1A                                                      | CUSIP: 75620TBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4200000 | PA      | $4201562.40    | 0.03%             | 2034-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DIGICEL HLDGS BERMUDA LTD                                               | DIGICEL INTL FIN LTD DLLTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       3868 | NS      | $38680.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                                    | Octagon Investment Partners 49 Ltd                                               | CUSIP: 67578FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1800648.00    | 0.01%             | 2037-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1644608 | PA      | $1649135.43    | 0.01%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ARC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2585758 | PA      | $229791.90     | 0.00%             | 2046-04-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2024-2                                         | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4260000 | PA      | $4321926.77    | 0.03%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1364971.16    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                              | Cabot Corp                                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1809396.65    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     380000 | PA      | $398440.49     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140KSTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3155801 | PA      | $2650651.97    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                   | NYU Langone Hospitals                                                            | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     705000 | PA      | $742647.55     | 0.01%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAA4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5001572.50    | 0.04%             | 2042-08-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-115                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-115                             | CUSIP: 38380XR74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1082262 | PA      | $1008198.79    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                        | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    1141594 | PA      | $1142365.03    | 0.01%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     791000 | PA      | $808765.70     | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                      | NLG Global Funding                                                               | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    5720000 | PA      | $5733107.64    | 0.04%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     405000 | PA      | $393979.71     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3525142.60    | 0.03%             | 2044-08-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3682000 | PA      | $3817109.96    | 0.03%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                 | Carlyle Secured Lending Inc                                                      | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2237573.60    | 0.02%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM13 Trust                                                             | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    5486164 | PA      | $5548515.77    | 0.04%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                      | Province of Quebec Canada                                                        | CUSIP: 74815HCA8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $230061.73     | 0.00%             | 2026-03-02      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    2325000 | PA      | $2523881.05    | 0.02%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1510310 | PA      | $1519622.33    | 0.01%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     705000 | PA      | $648857.45     | 0.00%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31397QF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2206975 | PA      | $2206505.24    | 0.02%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $76192.02      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2025-4                                                   | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2060000 | PA      | $2069865.75    | 0.02%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3624631.11    | 0.03%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132GLVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33006 | PA      | $32921.87      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                   | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $2555889.80    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                   | Toledo Edison Co/The                                                             | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     951000 | PA      | $1051193.33    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                     | PenFed Auto Receivables Owner Trust                                              | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1614829 | PA      | $1621000.25    | 0.01%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8797362.10    | 0.07%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2023-R1                                                                | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9231939 | PA      | $9324011.02    | 0.07%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                             | Post Road Equipment Finance 2024-1 LLC                                           | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     174875 | PA      | $175381.39     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                  | Arizona Public Service Co                                                        | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     111000 | PA      | $91140.04      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA BILTMORE TRUST ARZ_24-BILT                                      | ARIZONA BILTMORE TRUST ARZ_24-BILT                                               | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1534493.25    | 0.01%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10600000 | PA      | $9729574.64    | 0.07%             | 2054-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3085                                                  | FREDDIE MAC FHLMC_3085                                                           | CUSIP: 31396FRK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     285745 | PA      | $287394.56     | 0.00%             | 2035-08-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5385000 | PA      | $5566347.31    | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                 | Northwestern University                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1021339.94    | 0.01%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                 | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     660000 | PA      | $678495.82     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375UDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     817677 | PA      | $27514.82      | 0.00%             | 2064-02-20      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7485000 | PA      | $3719630.06    | 0.03%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    2185000 | PA      | $2543305.78    | 0.02%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8641000 | PA      | $7598314.41    | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7053041 | PA      | $5879255.98    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                 | Public Service Co of Oklahoma                                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4114303.71    | 0.03%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-53                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-53                              | CUSIP: 38380V6D8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     530068 | PA      | $525894.94     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                    | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3620000 | PA      | $3690759.42    | 0.03%             | 2042-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     664336 | PA      | $661326.54     | 0.01%             | 2032-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                       | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     205000 | PA      | $212554.83     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                     | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2873967.08    | 0.02%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380RVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7434658 | PA      | $475602.53     | 0.00%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                         | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1307000 | PA      | $1293235.69    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                              | GAM RESECURITIZATION TRUST GAM_22-FRR3                                           | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3736000 | PA      | $3504720.68    | 0.03%             | 2052-01-29      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     354000 | PA      | $334233.08     | 0.00%             | 2028-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     210000 | PA      | $176592.28     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                   | SBNA Auto Lease Trust 2024-B                                                     | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1558289 | PA      | $1565393.75    | 0.01%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EM4D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3525014 | PA      | $3317686.53    | 0.03%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     883000 | PA      | $830083.23     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                   | Helmerich & Payne Inc                                                            | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2865881.83    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6691724 | PA      | $5909367.20    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B5NE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2524775 | PA      | $2222456.16    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18520 | PA      | $17191.61      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                         | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5070000 | PA      | $5073118.05    | 0.04%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-114285.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52060000 | PA      | $44755331.25   | 0.34%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                                 | TotalEnergies Capital USA LLC                                                    | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1207809.21    | 0.01%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                           | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5561921.75    | 0.04%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    5115000 | PA      | $5242685.47    | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1916593.60    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                     | Dow Chemical Co/The                                                              | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2623348.90    | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates                           | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2565261.00    | 0.02%             | 2042-07-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1399000 | PA      | $1475982.27    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   39520000 | PA      | $39651127.36   | 0.30%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                     | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    4614000 | PA      | $4800987.40    | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $854691.60     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1302993.32    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3535000 | PA      | $3418345.74    | 0.03%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4678834.73    | 0.04%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2176217 | PA      | $1933763.32    | 0.01%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1438221 | PA      | $1451339.31    | 0.01%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2023-3                                                   | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3040000 | PA      | $3102060.38    | 0.02%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                               | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_21-5                             | CUSIP: 07336JCJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900574 | PA      | $807099.42     | 0.01%             | 2051-11-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                      | Ally Financial Inc                                                               | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6539000 | PA      | $6590451.62    | 0.05%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11874075 | PA      | $10765012.20   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1859020.63    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                    | Deephaven Residential Mortgage Trust 2024-1                                      | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9566770 | PA      | $9664233.64    | 0.07%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     786021 | PA      | $721731.79     | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18997499 | PA      | $16563422.79   | 0.13%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                              | PacifiCorp                                                                       | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3414341.00    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                 | GSR Mortgage Loan Trust 2006-AR2                                                 | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     762243 | PA      | $447220.70     | 0.00%             | 2036-04-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9045000 | PA      | $9054728.76    | 0.07%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_18-11                                                            | CUSIP: 3136B1EY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7256134 | PA      | $7122735.11    | 0.05%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2025-NQM2                                    | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |    3933902 | PA      | $3990235.49    | 0.03%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                  | Mid-America Apartments LP                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     727000 | PA      | $764278.13     | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                  | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     843000 | PA      | $592303.01     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                         | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1428000 | PA      | $1478183.61    | 0.01%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2203098 | PA      | $2024545.86    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BF2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7714547 | PA      | $473795.86     | 0.00%             | 2059-03-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                         | Invesco US CLO 2023-1 Ltd                                                        | CUSIP: 46146GAY8<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |    7800000 | PA      | $7800382.20    | 0.06%             | 2037-04-22      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-6                                                    | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1203325.24    | 0.01%             | 2083-07-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38382FNL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29062585 | PA      | $3978775.42    | 0.03%             | 2050-05-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                    | Kelso Industries LLC Term Loan                                                   | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     430648 | PA      | $430648.34     | 0.00%             | 2029-12-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $667863.37     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1354742.98    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                      | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3305000 | PA      | $3385602.34    | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11710000 | PA      | $11710064.61   | 0.09%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUND MAR 26                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -153 | NC      | $-283183.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTEGO CLO XIII DAC CONTE_12A                                          | CONTEGO CLO XIII DAC CONTE_12A                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    5000000 | PA      | $5905046.00    | 0.04%             | 2040-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                   | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1122000 | PA      | $1121307.61    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3915000 | PA      | $3906437.90    | 0.03%             | 2042-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34412526 | PA      | $160448.40     | 0.00%             | 2027-09-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2397673.73    | 0.02%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2045914.13    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                            | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_18-1                          | CUSIP: 94989UBK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     901353 | PA      | $829231.83     | 0.01%             | 2047-07-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     993000 | PA      | $1028212.54    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                 | DataBank Issuer II LLC                                                           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4520000 | PA      | $4512699.34    | 0.03%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14967919 | PA      | $12500396.57   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                  | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4165000 | PA      | $4191214.51    | 0.03%             | 2029-01-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6466552 | PA      | $396361.49     | 0.00%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2232314.88    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18007589 | PA      | $18307867.25   | 0.14%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     220000 | PA      | $190954.56     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     295000 | PA      | $295938.96     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1029073.40    | 0.01%             | 2042-01-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT58_22-1                              | OCTAGON INVESTMENT PARTNERS LTD OCT58_22-1                                       | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $2166393.60    | 0.02%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1866512.93    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MERIT MHP_25-MHIL2                                                      | MERIT MHP_25-MHIL2                                                               | CUSIP: 59317DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1001542.39    | 0.01%             | 2030-09-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     800000 | PA      | $805796.72     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                         | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1613552.00    | 0.01%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     160000 | PA      | $136831.73     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNW_07-W7                                          | FANNIEMAE WHOLE LOAN FNW_07-W7                                                   | CUSIP: 31396WVA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      32013 | PA      | $44637.43      | 0.00%             | 2037-07-25      | Floating      | 16.49%                | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1303000 | PA      | $1220424.56    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $938131.32     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19435000 | PA      | $17965228.13   | 0.14%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                  | Texas Health Resources                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     700000 | PA      | $586130.84     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                       | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    5592347 | PA      | $4737894.25    | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                     | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     725000 | PA      | $722881.54     | 0.01%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                  | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     725000 | PA      | $557179.76     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                              | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1355000 | PA      | $1380336.74    | 0.01%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                    | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $3846390.63    | 0.03%             | 2039-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                             | Export-Import Bank of India                                                      | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1030000 | PA      | $939043.50     | 0.01%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4952639 | PA      | $4978221.64    | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5021913 | PA      | $5084524.59    | 0.04%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1029174.67    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |    3723750 | PA      | $3741565.45    | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3036000 | PA      | $3082035.55    | 0.02%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4019113 | PA      | $4175088.52    | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34106000 | PA      | $33150763.99   | 0.25%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | Phillips 66 Co                                                                   | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1135058.47    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                        | LONG GILT JUN 26                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -42 | NC      | $-78722.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1003000 | PA      | $975441.73     | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAA9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6055335.00    | 0.05%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1100000 | PA      | $1062478.26    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD CGMS_20-1                                            | CARLYLE US CLO LTD CGMS_20-1                                                     | CUSIP: 14317XBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1250000 | PA      | $1237618.75    | 0.01%             | 2038-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                     | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     210000 | PA      | $220867.07     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15945000 | PA      | $7060016.17    | 0.05%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    4240000 | PA      | $4044248.68    | 0.03%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                       | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1470326 | PA      | $1491665.89    | 0.01%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    5271332 | PA      | $5303039.85    | 0.04%             | 2055-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378XTA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8209561 | PA      | $174911.26     | 0.00%             | 2056-07-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                              | VMware LLC                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1122000 | PA      | $1108546.60    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     626000 | PA      | $644968.50     | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                   | New Economy Assets - Phase 1 Sponsor LLC                                         | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5030000 | PA      | $4266739.25    | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                           | KSL COMMERCIAL MORTGAGE TRUST KSL_24-HT2                                         | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4854537 | PA      | $4848460.59    | 0.04%             | 2039-12-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3444574 | PA      | $3350530.32    | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                             | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $1061447.06    | 0.01%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38382YRK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1555641 | PA      | $1553419.22    | 0.01%             | 2072-04-20      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                            | CaixaBank SA                                                                     | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3875000 | PA      | $3953325.51    | 0.03%             | 2031-07-03      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     910000 | PA      | $1063377.35    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     330416 | PA      | $315295.77     | 0.00%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1045015.99    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 2023-5YR4                                                                  | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1207531 | PA      | $1271634.07    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                               | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5003123.00    | 0.04%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3028102.66    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC REMICS FHLMC_5148                                                    | CUSIP: 3137H3JW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   37420493 | PA      | $5703118.92    | 0.04%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2910135.76    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3385600.40    | 0.03%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2024-2                                    | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1553163.90    | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1630842.90    | 0.01%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                   | Entergy Louisiana LLC                                                            | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2096000 | PA      | $2099762.01    | 0.02%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_25-47                                             | SYMPHONY CLO LTD SYMP_25-47                                                      | CUSIP: 87170XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4370000 | PA      | $4378910.43    | 0.03%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2453998.03    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                       | World Omni Auto Receivables Trust 2024-C                                         | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2520000 | PA      | $2536513.81    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                     | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3401136.96    | 0.03%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                                  | CUSIP: 3136BDT65<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11182250 | PA      | $1939351.12    | 0.01%             | 2061-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3275918 | PA      | $3000184.49    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                             | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5424000 | PA      | $5618759.74    | 0.04%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $758151.53     | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CGMS_21-7A                                                              | CGMS_21-7A                                                                       | CUSIP: 14316WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7501627.50    | 0.06%             | 2040-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1130396.09    | 0.01%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     900000 | PA      | $861094.79     | 0.01%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7ZD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15685697 | PA      | $230328.77     | 0.00%             | 2032-06-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3132FCJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10760018 | PA      | $11250145.24   | 0.09%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1009317.49    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-RVR                    | GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-RVR                             | CUSIP: 36272JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2569000 | PA      | $2626094.48    | 0.02%             | 2029-08-10      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29481000 | PA      | $29581022.84   | 0.22%             | 2056-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     728000 | PA      | $710305.08     | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                   | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     917000 | PA      | $943085.90     | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     414000 | PA      | $399593.20     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     832000 | PA      | $837048.48     | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    6640000 | PA      | $6494861.18    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $956601.98     | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                         | Marex Group PLC                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2957564.78    | 0.02%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1869000 | PA      | $1872578.89    | 0.01%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PRM7 Trust                                                              | PRM7 Trust 2025-PRM7                                                             | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3004418.73    | 0.02%             | 2042-11-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                      | Wind River 2021-2 CLO Ltd                                                        | CUSIP: 97315VAN7<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    3850000 | PA      | $3853053.05    | 0.03%             | 2034-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2006-3 Trust                                             | CUSIP: 058931AW6<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |     179729 | PA      | $156400.35     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286292 | PA      | $280837.10     | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                                     | BMD2_19-FRR1                                                                     | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2821000 | PA      | $2508658.88    | 0.02%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                        | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2734720.61    | 0.02%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3680                                                  | FREDDIE MAC FHLMC_3680                                                           | CUSIP: 3137A02F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     384516 | PA      | $389560.28     | 0.00%             | 2040-06-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                                   | Narragansett Electric Co/The                                                     | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    2066000 | PA      | $2007112.24    | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                             | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3815000 | PA      | $3892909.17    | 0.03%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2396240.67    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP MORGAN MORTGAGE TRUST JPMMT_1                                                 | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     291600 | PA      | $278297.12     | 0.00%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                | DSLA Mortgage Loan Trust 2006-AR2                                                | CUSIP: 23332QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1553028 | PA      | $1060645.21    | 0.01%             | 2036-10-19      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                | President and Fellows of Harvard College                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1571785.02    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      22869 | PA      | $20289.98      | 0.00%             | 2064-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                  | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     920000 | PA      | $954379.27     | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     919000 | PA      | $918429.99     | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1014596.17    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2025-FL20 LLC                                                                | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4250000 | PA      | $4264614.05    | 0.03%             | 2043-02-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5655000 | PA      | $5498917.06    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     995000 | PA      | $1185542.59    | 0.01%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1298821.12    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |          1 | NC      | $26822.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $5409709.95    | 0.04%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2547000 | PA      | $2724730.71    | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1050000 | PA      | $1062331.84    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     845000 | PA      | $793506.25     | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                         | HOMES 2025-NQM5 Trust                                                            | CUSIP: 43762CAA9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    3756104 | PA      | $3776703.77    | 0.03%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                            | Wells Fargo Mortgage Backed Securities 2019-1 Trust                              | CUSIP: 95001TAA3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      19374 | PA      | $18595.23      | 0.00%             | 2048-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     269000 | PA      | $217854.53     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                                      | Shentel Issuer LLC                                                               | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5090000 | PA      | $5186258.52    | 0.04%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-88                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-88                              | CUSIP: 38380FRG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1304292 | PA      | $215578.84     | 0.00%             | 2046-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31402QSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57550 | PA      | $59487.65      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2486000 | PA      | $2432829.61    | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     365000 | PA      | $372951.51     | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-42                                                   | FANNIE MAE FNMA_20-42                                                            | CUSIP: 3136B95W3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15033257 | PA      | $1515511.65    | 0.01%             | 2050-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19498680 | PA      | $16201887.72   | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1910000 | PA      | $1892332.49    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                       | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    1795500 | PA      | $1781470.40    | 0.01%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1150000 | PA      | $1215937.07    | 0.01%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3274387.03    | 0.02%             | 2042-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 1.350000 11-MAY-2054 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | GB        |    5710000 | OU      | $184428.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                   | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $364979.80     | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375ULS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1537814 | PA      | $42809.65      | 0.00%             | 2064-06-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                | Castlelake Aircraft Structured Trust 2025-3                                      | CUSIP: 14855YAA0<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    5288679 | PA      | $5341035.49    | 0.04%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                         | EMD Finance LLC                                                                  | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1373806.66    | 0.01%             | 2032-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4538000 | PA      | $4536581.88    | 0.03%             | 2036-11-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2021-REV2                                           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3838555.89    | 0.03%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                  | Mexico City Airport Trust                                                        | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    5582000 | PA      | $4873884.30    | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                 | Jefferies Financial Group Inc                                                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3783668.22    | 0.03%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $102410.71     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-5153                                                  | FREDDIE MAC FHLMC-5153                                                           | CUSIP: 3137H33P5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6811335 | PA      | $1246619.34    | 0.01%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 312946PB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     152748 | PA      | $154896.44     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     340000 | PA      | $335754.82     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104                             | CUSIP: 38380X5F0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10828813 | PA      | $1320076.76    | 0.01%             | 2048-08-20      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $1309777.80    | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    1371000 | PA      | $1024536.06    | 0.01%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                         | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2826415 | PA      | $2842491.51    | 0.02%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A1                                           | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    1111954 | PA      | $1098054.13    | 0.01%             | 2027-08-20      | Floating      | 4.51%                 | No            |                  3 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1645953.69    | 0.01%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA_14-52                                                              | FNMA_14-52                                                                       | CUSIP: 3136AKH22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3725175 | PA      | $445890.40     | 0.00%             | 2044-09-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                         | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2115000 | PA      | $2129813.04    | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     675000 | PA      | $677409.18     | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1044776.82    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                  | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     951000 | PA      | $995217.45     | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                  | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1931325.20    | 0.01%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A                                  | SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A                                           | CUSIP: 86772YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1625427 | PA      | $1624158.24    | 0.01%             | 2059-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2810412.90    | 0.02%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     572000 | PA      | $504910.13     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7902418 | PA      | $153332.20     | 0.00%             | 2055-04-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4630000 | PA      | $4677326.45    | 0.04%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                 | Santander Bank Auto Credit-Linked Notes Series 2024-A                            | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1482234 | PA      | $1502230.56    | 0.01%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132GMDH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     945582 | PA      | $945469.79     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA_19-30                                                              | GNMA_19-30                                                                       | CUSIP: 38381R6Q7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11246526 | PA      | $1236256.37    | 0.01%             | 2049-03-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1201000 | PA      | $1246280.89    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_274                                                   | FREDDIE MAC FHLMC_274                                                            | CUSIP: 31325TQJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5934323 | PA      | $669198.99     | 0.01%             | 2042-08-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                     | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4352041.37    | 0.03%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WGYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1950123 | PA      | $1930516.31    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2460000 | PA      | $1738186.18    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     654000 | PA      | $672271.45     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                                           | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | NUSS              | NL        |    1035000 | PA      | $1358657.42    | 0.01%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                    | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     397000 | PA      | $367207.82     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3013189.20    | 0.02%             | 2042-05-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-8                                     | JP MORGAN MORTGAGE TRUST JPMMT_18-8                                              | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     966126 | PA      | $910972.74     | 0.01%             | 2049-01-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                                      | DAVE & BUSTERS INC                                                               | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     461221 | PA      | $411639.47     | 0.00%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                  | Power Finance Corp Ltd                                                           | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     546000 | PA      | $572447.52     | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VCL1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1241000 | PA      | $1236776.39    | 0.01%             | 2036-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                 | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  305891800 | PA      | $7055288.06    | 0.05%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391LXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      62566 | PA      | $65659.81      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                   | KeySpan Gas East Corp                                                            | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4940580.09    | 0.04%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4336256 | PA      | $4341670.94    | 0.03%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     907000 | PA      | $922983.44     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207941AF2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1032033.70    | 0.01%             | 2044-03-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-HE8                                                             | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9379326 | PA      | $9460697.87    | 0.07%             | 2055-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1875000 | PA      | $1961761.08    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     306922 | PA      | $272636.13     | 0.00%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BB6V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5247293 | PA      | $883822.61     | 0.01%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    3335000 | PA      | $3254941.02    | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                         | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5080000 | PA      | $5020098.16    | 0.04%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8648000 | PA      | $8252820.94    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD PLMRS_21-3A                                       | PALMER SQUARE CLO LTD PLMRS_21-3A                                                | CUSIP: 69688FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5900000 | PA      | $5926249.10    | 0.05%             | 2038-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136BBS94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31301739 | PA      | $1650255.86    | 0.01%             | 2034-08-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                        | MortgageIT Trust 2005-5                                                          | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     263014 | PA      | $263964.20     | 0.00%             | 2035-12-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     795000 | PA      | $808350.60     | 0.01%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                 | YORKSHIRE WATER FINANCE PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $357039.53     | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1229 | NC      | $1130440.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                              | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2015332.71    | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                  | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     536000 | PA      | $523353.70     | 0.00%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1764637.46    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                                       | NJ Trust 2023-GSP                                                                | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $7167535.92    | 0.05%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5160000 | PA      | $3086325.00    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WQBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2769461 | PA      | $2757732.83    | 0.02%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                          | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86360NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     502339 | PA      | $464454.75     | 0.00%             | 2036-06-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3486000 | PA      | $4249753.94    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31400BSN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4764 | PA      | $4881.79       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     880000 | PA      | $791378.37     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   85154800 | PA      | $86285762.18   | 0.66%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                   | Norfolk Southern Corp                                                            | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48504.96      | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2694070.58    | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corporation                                    | GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                                | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        913 | PA      | $912.55        | 0.00%             | 2034-02-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3747                                | CUSIP: 31398QTR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2292601 | PA      | $2327998.66    | 0.02%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2023-REV1                                           | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3994327.35    | 0.03%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                 | CGI Inc                                                                          | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    5975000 | PA      | $6065739.05    | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2940000 | PA      | $3070860.45    | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                   | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     745000 | PA      | $586929.02     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRM6 TRUST PRM6_25-PRM6                                                 | PRM6 TRUST PRM6_25-PRM6                                                          | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $999727.70     | 0.01%             | 2033-07-05      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6111348 | PA      | $5362226.11    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                           | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1204685.66    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     663000 | PA      | $681266.23     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 31427PYJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4876481 | PA      | $4244427.55    | 0.03%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_24-8                              | CARLYLE GLOBAL MARKET STRATEGIES CGMS_24-8                                       | CUSIP: 142915AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17250000 | PA      | $17350170.75   | 0.13%             | 2037-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $2292653.93    | 0.02%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                            | KKR & Co Inc                                                                     | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2740947.80    | 0.02%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2117000 | PA      | $2289164.93    | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1744385.50    | 0.01%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1545817.50    | 0.01%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FNMA_16-78                                                                       | CUSIP: 3136AUEP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10170284 | PA      | $737224.57     | 0.01%             | 2039-05-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1916000 | PA      | $1997545.17    | 0.02%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3926                                                 | FREDDIE MAC FHR_11-3926                                                          | CUSIP: 3137AFCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     310039 | PA      | $309982.32     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | FREDDIE MAC FHLMC_326                                                            | CUSIP: 31325VB94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10014616 | PA      | $1114092.33    | 0.01%             | 2044-03-15      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5825411 | PA      | $5134387.71    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1340892.86    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_1                                        | JP MORGAN MORTGAGE TRUST JPMMT_1                                                 | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     334279 | PA      | $312213.85     | 0.00%             | 2047-01-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3068000 | PA      | $3028180.06    | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     250000 | PA      | $243383.30     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                              | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     825000 | PA      | $823706.69     | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     188000 | PA      | $187926.05     | 0.00%             | 2026-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38374DBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     328839 | PA      | $460411.61     | 0.00%             | 2036-07-20      | Floating      | 16.97%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                               | Santander Mortgage Asset Receivable Trust 2025-NQM3                              | CUSIP: 80263AAA9<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |    4926562 | PA      | $4990137.78    | 0.04%             | 2065-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                 | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     635000 | PA      | $743609.08     | 0.01%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                   | Entergy Louisiana LLC                                                            | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1860344.17    | 0.01%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     450000 | PA      | $470645.48     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                                | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $612776.02     | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                  | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     696000 | PA      | $741833.49     | 0.01%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1327000 | PA      | $1352821.55    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3280000 | PA      | $2423467.64    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XRFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2739999 | PA      | $2382969.56    | 0.02%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                           | CUSIP: 85325C2P6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1270000 | PA      | $1267729.17    | 0.01%             | 2047-03-05      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                       | CUSIP: 36290TSR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     720076 | PA      | $708484.47     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BXY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28039 | PA      | $27709.72      | 0.00%             | 2061-12-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-68                                                   | FANNIE MAE FNMA_12-68                                                            | CUSIP: 3136A7CL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6136978 | PA      | $5903821.64    | 0.04%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     582000 | PA      | $561391.53     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                          | APIDOS CLO APID_16-24                                                            | CUSIP: 03759CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2900000 | PA      | $2904744.40    | 0.02%             | 2030-10-20      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                   | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    1555000 | PA      | $1725260.67    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     119000 | PA      | $123405.04     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                      | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1575000 | PA      | $1466994.91    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     332000 | PA      | $337753.57     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     205000 | PA      | $207105.16     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                   | ARROYO MORTGAGE TRUST ARRW_22-1                                                  | CUSIP: 042855AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $882412.80     | 0.01%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31292GW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        176 | PA      | $184.54        | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                          | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2896690.92    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                          | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     377678 | PA      | $358906.01     | 0.00%             | 2034-07-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29925000 | PA      | $29438718.75   | 0.22%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                  | Cox Communications Inc                                                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   10310000 | PA      | $10205266.84   | 0.08%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAC2<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    2541092 | PA      | $2486274.90    | 0.02%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                  | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2020000 | PA      | $1294490.94    | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FHLMC_3833                                                              | FHLMC_3833                                                                       | CUSIP: 3137A7TH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3356175 | PA      | $332869.44     | 0.00%             | 2040-10-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60809 | PA      | $54526.76      | 0.00%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1570000 | PA      | $1669192.99    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1472418.98    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                                    | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    1477151 | PA      | $1448576.54    | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KU55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4816131 | PA      | $74506.03      | 0.00%             | 2055-01-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1387201 | PA      | $1400193.22    | 0.01%             | 2070-02-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 31427MG54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26424125 | PA      | $26227965.38   | 0.20%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5238398.88    | 0.04%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     510000 | PA      | $536125.70     | 0.00%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                                          | Octagon 55 Ltd                                                                   | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27000000 | PA      | $27083538.00   | 0.21%             | 2038-03-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                         | Mitsubishi Corp                                                                  | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    2655000 | PA      | $2738741.72    | 0.02%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $2035008.64    | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | AMMC Clo 28 Ltd                                                                  | CUSIP: 03166HAA4<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |    4670000 | PA      | $4682366.16    | 0.04%             | 2037-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     140000 | PA      | $145759.96     | 0.00%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4710952 | PA      | $4516225.34    | 0.03%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                  | Switch ABS Issuer LLC                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8800000 | PA      | $8736654.96    | 0.07%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST BPR_24-PARK                               | BPR COMMERCIAL MORTGAGE TRUST BPR_24-PARK                                        | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5166213.00    | 0.04%             | 2039-11-05      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132L9Y82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     393974 | PA      | $397214.49     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1123000 | PA      | $1174316.19    | 0.01%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     255000 | PA      | $259701.56     | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1672583.35    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2358000 | PA      | $2303136.23    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1539689.83    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |     249000 | PA      | $242923.59     | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VLT7                                                               | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5240000 | PA      | $5243431.68    | 0.04%             | 2044-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80403000 | PA      | $81232155.94   | 0.62%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                           | McKesson Corp                                                                    | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1413845.28    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                            | Assurant Inc                                                                     | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $2344276.01    | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3938310.45    | 0.03%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BN32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22805 | PA      | $22756.02      | 0.00%             | 2063-03-20      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      64000 | PA      | $62536.89      | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133KPQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10476344 | PA      | $10414757.14   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1194584.20    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2224092 | PA      | $2182641.34    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 31298WFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1391 | PA      | $1426.65       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                         | Citizens Auto Receivables Trust 2024-1                                           | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     747317 | PA      | $751148.50     | 0.01%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                      | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    1726000 | PA      | $1823814.64    | 0.01%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-5                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-5                                  | CUSIP: 3136BLGT1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23240298 | PA      | $2617977.74    | 0.02%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-9                                     | JP MORGAN MORTGAGE TRUST JPMMT_24-9                                              | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     969172 | PA      | $971367.36     | 0.01%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     615000 | PA      | $592281.08     | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-30                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-30                              | CUSIP: 38377TUA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1400246 | PA      | $147598.48     | 0.00%             | 2041-02-20      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |  172000000 | NC      | $619.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                      | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    1487000 | PA      | $1516106.61    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                  | Arizona Public Service Co                                                        | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2369081.01    | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1084793.25    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1170158.89    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                  | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     505000 | PA      | $525228.82     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                          | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3269000 | PA      | $2804532.66    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                      | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4364002.51    | 0.03%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     577000 | PA      | $614306.41     | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31390SKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8378 | PA      | $8585.30       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $6770664.59    | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1331256.19    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_26-NQM2             | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_26-NQM2                      | CUSIP: 617949AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3360000 | PA      | $3362073.12    | 0.03%             | 2071-01-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     680218 | PA      | $682607.72     | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1883366.76    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     136000 | PA      | $133448.12     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                      | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1690945.85    | 0.01%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     860000 | PA      | $888796.38     | 0.01%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     504000 | PA      | $517611.95     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2020-2 Ltd                                               | CUSIP: 05683EBE1<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |    8400000 | PA      | $8401444.80    | 0.06%             | 2034-07-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2860000 | PA      | $2893545.13    | 0.02%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3934                                                  | FREDDIE MAC FHLMC_3934                                                           | CUSIP: 3137AG6F2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2171362 | PA      | $2149011.68    | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38379YU97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1097000 | PA      | $857417.72     | 0.01%             | 2046-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3766335.05    | 0.03%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4795                                                  | FREDDIE MAC FHLMC_4795                                                           | CUSIP: 3137F5R92<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3500741 | PA      | $474824.08     | 0.00%             | 2048-06-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                             | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2109000 | PA      | $2168416.15    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    2051000 | PA      | $2059011.29    | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     874000 | PA      | $867789.12     | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    3805000 | PA      | $3375912.61    | 0.03%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                | DSLA Mortgage Loan Trust 2005-AR6                                                | CUSIP: 23332UFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     928003 | PA      | $873762.63     | 0.01%             | 2045-10-19      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      64601 | PA      | $66390.77      | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2204642 | PA      | $1946797.53    | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                              | Nucor Corp                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1169871.34    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     866000 | PA      | $889576.03     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | Sofi Professional Loan Program 2019-A LLC                                        | CUSIP: 78471HAC2<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2442986.25    | 0.02%             | 2048-06-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5827134 | PA      | $5854210.86    | 0.04%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                  | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     560000 | PA      | $584840.30     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-8                            | CHASE HOME LENDING MORTGAGE TRUST CHASE_24-8                                     | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1471280 | PA      | $1582126.63    | 0.01%             | 2055-08-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2025-DSC2                                               | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    8361542 | PA      | $8436026.14    | 0.06%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     533000 | PA      | $562392.84     | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                      | Athene Holding Ltd                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1026450.64    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38382MM97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4370556 | PA      | $637616.49     | 0.00%             | 2051-01-20      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1928916.62    | 0.01%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CLEANOVA MIDCO LIMITED                                                  | CLEANOVA MIDCO LIMITED                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     219565 | PA      | $219015.89     | 0.00%             | 2032-06-14      | Floating      | 8.48%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2140095 | PA      | $1924662.14    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     352000 | PA      | $328324.47     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     916000 | PA      | $960351.80     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-129                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-129                             | CUSIP: 38382JYW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21329547 | PA      | $3527491.16    | 0.03%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     772000 | PA      | $794298.05     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5945000 | PA      | $5966307.20    | 0.05%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                     | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     600000 | PA      | $585196.73     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5095                                | CUSIP: 3137FXZF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16926537 | PA      | $2929739.80    | 0.02%             | 2051-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     631000 | PA      | $587003.21     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3648000 | PA      | $3581382.80    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     960000 | PA      | $966349.51     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                              | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5501726.45    | 0.04%             | 2042-06-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                    | Pelican Products Inc 2021 Term Loan                                              | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     413323 | PA      | $371300.33     | 0.00%             | 2028-12-29      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7614211 | PA      | $6988173.12    | 0.05%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     196216 | PA      | $128050.46     | 0.00%             | 2064-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     156000 | PA      | $147756.07     | 0.00%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     590000 | PA      | $493243.66     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1220000 | PA      | $1232766.41    | 0.01%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9CB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26893898 | PA      | $545908.47     | 0.00%             | 2032-09-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                   | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2260000 | PA      | $2263354.97    | 0.02%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2025-1                                                | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4465000 | PA      | $4494080.10    | 0.03%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     615000 | PA      | $631029.86     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                              | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     993374 | PA      | $960377.09     | 0.01%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                                      | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $14033656.00   | 0.11%             | 2037-07-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1690000 | PA      | $1762339.71    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2485064.26    | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3166000 | PA      | $1998205.46    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2575000 | PA      | $2422240.23    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378XFB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8828138 | PA      | $117501.63     | 0.00%             | 2056-04-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59                       | WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59                                | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2590000 | PA      | $2182731.31    | 0.02%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5038695 | PA      | $5018092.13    | 0.04%             | 2026-05-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3735909 | PA      | $3583861.03    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138AAL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57348 | PA      | $58620.41      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_12                                        | OAK HILL CREDIT PARTNERS OAKC_12                                                 | CUSIP: 67102QBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $5005920.00    | 0.04%             | 2038-02-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     211000 | PA      | $215146.01     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-94                                 | CUSIP: 3136BKU26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21356628 | PA      | $3567120.77    | 0.03%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101                             | CUSIP: 38380F2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2989388 | PA      | $491610.21     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1999986.84    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                      | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     364000 | PA      | $377224.73     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3617000 | PA      | $3772288.66    | 0.03%             | 2040-01-13      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3224000 | PA      | $3136427.23    | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                          | AutoNation Inc                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5390000 | PA      | $5467780.03    | 0.04%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     161000 | PA      | $159057.97     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     844000 | PA      | $881019.08     | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BARNABAS HEALTH INC                                                     | Barnabas Health Inc                                                              | CUSIP: 06769QAA8<br>LEI: 549300P076255Y69C077 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3206904.67    | 0.02%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards 2019-30HY Mortgage Trust                                            | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $2082776.98    | 0.02%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust                   | CUSIP: 92922F7P7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1383803 | PA      | $1291795.59    | 0.01%             | 2045-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                          | HarborView Mortgage Loan Trust 2006-10                                           | CUSIP: 41162CAA9<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    4779292 | PA      | $3905870.45    | 0.03%             | 2036-11-19      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10249035.00   | 0.08%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                 | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     232157 | PA      | $237715.48     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST RATE_25-J3                                          | RATE MORTGAGE TRUST RATE_25-J3                                                   | CUSIP: 75410EBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2856661 | PA      | $2883887.97    | 0.02%             | 2055-11-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 0 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   66270000 | NC      | $9960.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_06-QS18                             | RESIDENTIAL ACCREDIT LOANS INC RALI_06-QS18                                      | CUSIP: 74922RAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14342950 | PA      | $244445.47     | 0.00%             | 2036-12-25      | Floating      | 0.49%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                   | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    5467000 | PA      | $5604615.90    | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                                                       | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1030000 | PA      | $1011337.73    | 0.01%             | 2027-01-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAE7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    9841870 | PA      | $9703690.85    | 0.07%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     959000 | PA      | $882443.67     | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                  | Brookfield Finance Inc                                                           | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     750000 | PA      | $750132.78     | 0.01%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3564                                                  | FREDDIE MAC FHLMC_3564                                                           | CUSIP: 31398JDG5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     134505 | PA      | $137394.30     | 0.00%             | 2037-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7372134 | PA      | $7586906.83    | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     880000 | PA      | $934613.53     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3148606 | PA      | $2745196.21    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7272000 | PA      | $7250911.88    | 0.06%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4565314.69    | 0.03%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1474759.13    | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                               | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $5176796.04    | 0.04%             | 2041-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                           | Bridgecrest Lending Auto Securitization Trust 2025-2                             | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2125000 | PA      | $2132692.29    | 0.02%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                         | Prestige Auto Receivables Trust 2023-1                                           | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     962983 | PA      | $964053.22     | 0.01%             | 2028-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    3115000 | PA      | $2866582.45    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                 | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    1331000 | PA      | $1347417.64    | 0.01%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     929000 | PA      | $949011.03     | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                              | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    1362000 | PA      | $1401440.83    | 0.01%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                      | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1672554.35    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     279000 | PA      | $273337.28     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                  | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    4952000 | PA      | $4980908.73    | 0.04%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     418000 | PA      | $442541.24     | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     370718 | PA      | $343907.53     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3892                                                 | FREDDIE MAC FHR_11-3892                                                          | CUSIP: 3137ACZP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2139969 | PA      | $236774.78     | 0.00%             | 2041-07-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                      | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2973886.57    | 0.02%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                  | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |     213000 | PA      | $219646.28     | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2024-HE2                                                | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     416286 | PA      | $416709.85     | 0.00%             | 2054-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     734000 | PA      | $805151.05     | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDI                                        | PROJECT ALPHA INTERMEDIATE HOLDI                                                 | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     840537 | PA      | $681885.72     | 0.01%             | 2033-05-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                              | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     779000 | PA      | $811905.23     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2021-BNK37                                                                  | CUSIP: 06540LBF3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    5605000 | PA      | $5106582.10    | 0.04%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     620000 | PA      | $626870.72     | 0.00%             | 2041-09-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     302000 | PA      | $309733.18     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2020-5 Ltd                                               | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |    7160000 | PA      | $7166773.36    | 0.05%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                      | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160613 | PA      | $157285.75     | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     320000 | PA      | $255556.42     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHAMBERLAIN GROUP INC                                                   | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     650000 | PA      | $647341.50     | 0.00%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                     | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     872000 | PA      | $849374.87     | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1774947 | PA      | $1723102.85    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                      | Wind River 2024-1 CLO Ltd                                                        | CUSIP: 97317AAA9<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3105465.30    | 0.02%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-108                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-108                             | CUSIP: 38377JTZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1350285 | PA      | $1352310.48    | 0.01%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9821958 | PA      | $9795478.38    | 0.07%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                 | DBJPM 20-C9 Mortgage Trust                                                       | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36525177 | PA      | $1533136.99    | 0.01%             | 2053-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | Swedbank AB                                                                      | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3305000 | PA      | $3342805.12    | 0.03%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     250000 | PA      | $257555.54     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     340000 | PA      | $353181.68     | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     124284 | PA      | $70978.82      | 0.00%             | 2064-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     671019 | PA      | $622173.95     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $751836.15     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     141000 | PA      | $130987.41     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $6413226.60    | 0.05%             | 2042-09-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2025-P3                                           | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1630000 | PA      | $1635781.61    | 0.01%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| FNMA_04-29                                                              | FNMA_04-29                                                                       | CUSIP: 31393YPJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     671191 | PA      | $81070.36      | 0.00%             | 2034-05-25      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                       | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAS8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   10750000 | PA      | $10759266.50   | 0.08%             | 2035-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                     | MSD Investment Corp                                                              | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     784000 | PA      | $774411.75     | 0.01%             | 2031-02-05      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                      | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    1998000 | PA      | $2036877.10    | 0.02%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     576000 | PA      | $548505.83     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-123                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-123                             | CUSIP: 38382AMZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9262322 | PA      | $1161234.01    | 0.01%             | 2049-10-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2339246.41    | 0.02%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES GRYCCT_21-2                   | GREYSTONE COMMERCIAL CAPITAL TRUST SERIES GRYCCT_21-2                            | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9190225 | PA      | $8179300.30    | 0.06%             | 2028-08-31      | Floating      | 7.71%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058                                | CUSIP: 3137F8FM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13046350 | PA      | $2088060.49    | 0.02%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11043161 | PA      | $75934.98      | 0.00%             | 2070-02-25      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    3035000 | PA      | $3034151.38    | 0.02%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                          | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3597096 | PA      | $3670486.31    | 0.03%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2504000 | PA      | $2652258.85    | 0.02%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                                       | Elevation CLO 2021-12 Ltd                                                        | CUSIP: 28623MAS8<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |   30000000 | PA      | $30034020.00   | 0.23%             | 2037-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4865083 | PA      | $4912707.40    | 0.04%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1125000 | PA      | $1201118.70    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ATNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3331096 | PA      | $253743.59     | 0.00%             | 2046-09-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                             | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    2270000 | PA      | $2276750.98    | 0.02%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                            | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     658000 | PA      | $627235.57     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1649000 | PA      | $1564171.85    | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4115918 | PA      | $3934747.78    | 0.03%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                 | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1277352.03    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391BGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        759 | PA      | $778.23        | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                      | Roche Holdings Inc                                                               | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     520000 | PA      | $525222.23     | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                       | EOG Resources Inc                                                                | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     916000 | PA      | $951622.51     | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HAZ5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     455760 | PA      | $427266.76     | 0.00%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_21-J2                           | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_21-J2                                    | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     431760 | PA      | $375207.70     | 0.00%             | 2051-07-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                              | Clover CLO 2021-3 LLC                                                            | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10150000 | PA      | $10157084.70   | 0.08%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     762000 | PA      | $799498.19     | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     944420 | PA      | $907424.00     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6818991 | PA      | $5778099.86    | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     799000 | PA      | $819327.14     | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     850000 | PA      | $612098.81     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     221000 | PA      | $245368.57     | 0.00%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137F8R88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1002064 | PA      | $178393.13     | 0.00%             | 2044-11-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 31394MWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1020579 | PA      | $1033678.83    | 0.01%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B9AM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4562201 | PA      | $3975525.99    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                           | JGWPT XXXII LLC                                                                  | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |    1367151 | PA      | $1258562.56    | 0.01%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                   | KKR Clo 33 Ltd                                                                   | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    5350000 | PA      | $5350000.00    | 0.04%             | 2034-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                | LKQ Corp                                                                         | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3497272.58    | 0.03%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11043161 | PA      | $176690.58     | 0.00%             | 2070-02-25      | Floating      | 0.88%                 | No            |                  3 | On Loan: No      |
| Babson CLO Ltd                                                          | Barings CLO Ltd 2025-III                                                         | CUSIP: 06764PAA5<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $17563682.50   | 0.13%             | 2038-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380LPU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103915 | PA      | $103862.21     | 0.00%             | 2068-12-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Opteum Mortgage Acceptance Corporation                                  | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-4    | CUSIP: 68383NCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9794227 | PA      | $9682656.64    | 0.07%             | 2035-11-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2793716.75    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1042651.35    | 0.01%             | 2034-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                               | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $999731.00     | 0.01%             | 2033-07-05      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1395000 | PA      | $1513043.78    | 0.01%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1770685.86    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72828000 | PA      | $73154665.62   | 0.56%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2790000 | PA      | $2690382.49    | 0.02%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                          | 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     405604 | PA      | $404927.06     | 0.00%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      55000 | PA      | $52870.17      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     671000 | PA      | $689544.88     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                                              | ELFI Graduate Loan Program 2019-A LLC                                            | CUSIP: 26857EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     242284 | PA      | $227034.27     | 0.00%             | 2044-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3625118 | PA      | $3206137.26    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     960000 | PA      | $964204.80     | 0.01%             | 2041-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                   | Louisville Gas and Electric Co                                                   | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     256000 | PA      | $270405.19     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1130666 | PA      | $1048333.18    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                         | Chevron USA Inc                                                                  | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3993964.69    | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                      | NLG Global Funding                                                               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1317585.65    | 0.01%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     410000 | PA      | $404253.15     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                                     | MODIVCARE BUYER LLC                                                              | CUSIP: 60784EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     999321 | PA      | $919375.32     | 0.01%             | 2032-12-30      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1559474.82    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     816000 | PA      | $842324.13     | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941                                | CUSIP: 3137FQRX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1071038 | PA      | $974878.74     | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST                                                   | Wynnton Funding Trust                                                            | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1676396.44    | 0.01%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     802000 | PA      | $833612.97     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $959731.19     | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                | Banco Nacional de Panama                                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     875000 | PA      | $788776.44     | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2018-7FRB                                               | CUSIP: 46650AAD5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     293270 | PA      | $288214.04     | 0.00%             | 2046-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     238000 | PA      | $227979.17     | 0.00%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AM5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4269294.96    | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2017-BNK8                                                                   | CUSIP: 06650AAF4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   25897671 | PA      | $211578.79     | 0.00%             | 2050-11-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3007472.10    | 0.02%             | 2039-03-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F1UE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     472013 | PA      | $456408.56     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $790843.22     | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1138112.61    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                           | COLUMBIA SHORT TERM CASH FUND                                                    | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 1942010127 | NS      | $1941621725.40 | 14.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QREG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7143890 | PA      | $7081946.85    | 0.05%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                         | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2003744.00    | 0.02%             | 2042-08-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2820000 | PA      | $2793088.08    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                           | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    3804000 | PA      | $3857812.53    | 0.03%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                     | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6313578 | PA      | $6322713.84    | 0.05%             | 2032-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                | Jackson National Life Global Funding                                             | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3095279.48    | 0.02%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     649000 | PA      | $664199.56     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                          | Eskom Holdings                                                                   | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     451000 | PA      | $482865.16     | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                          | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2479101.99    | 0.02%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                   | Federal Express Corp 2020-1 Pass Through Trusts                                  | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340950 | PA      | $300232.25     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | Freddie Mac Strips                                                               | CUSIP: 31325VL36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7101546 | PA      | $800511.85     | 0.01%             | 2044-09-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     771947 | PA      | $633067.53     | 0.00%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     695000 | PA      | $279199.66     | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                        | First Investors Auto Owner Trust 2025-1                                          | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3275000 | PA      | $3316017.41    | 0.03%             | 2031-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6280000 | PA      | $6322574.63    | 0.05%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-4                                                    | CUSIP: 78445AAE6<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1228825.57    | 0.01%             | 2073-04-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     305000 | PA      | $217943.94     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31393BHP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2172 | PA      | $2170.02       | 0.00%             | 2033-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                | Israel Electric Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |    2200000 | PA      | $2182792.00    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                     | Northern Trust Corp                                                              | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3832821.37    | 0.03%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     499000 | PA      | $515378.80     | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-68                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-68                              | CUSIP: 38376UT66<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     813007 | PA      | $115639.60     | 0.00%             | 2047-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4402809 | PA      | $3848998.44    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | CommonSpirit Health                                                              | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $10295207.57   | 0.08%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1435622.93    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B4ZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29017706 | PA      | $3358941.71    | 0.03%             | 2049-06-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     899000 | PA      | $883687.18     | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | Swedbank AB                                                                      | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3135000 | PA      | $3262795.93    | 0.02%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4433815.14    | 0.03%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1276920 | PA      | $1303019.67    | 0.01%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-35                                              | FANNIE MAE ACES FNMA_19-35                                                       | CUSIP: 3136B5GQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8657639 | PA      | $797281.97     | 0.01%             | 2049-07-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1012634.08    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AE0<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    4315842 | PA      | $4344691.98    | 0.03%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                        | EOC Borrower LLC Term Loan A                                                     | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     180169 | PA      | $179831.83     | 0.00%             | 2028-03-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                                    | FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                                             | CUSIP: 31395DD63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     479583 | PA      | $57306.47      | 0.00%             | 2036-06-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCJ2<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1654126.65    | 0.01%             | 2038-07-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                             | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6650000.00    | 0.05%             | 2036-08-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                             | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |    3451008 | PA      | $3438445.61    | 0.03%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                                  | BARRACUDA NETWORKS INC                                                           | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     222486 | PA      | $146841.08     | 0.00%             | 2029-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AUBA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4699336 | PA      | $352905.54     | 0.00%             | 2046-11-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TRANSDIGM INC                                                                    | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     595833 | PA      | $595487.77     | 0.00%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                                   | Brazil Minas SPE via State of Minas Gerais                                       | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     400000 | PA      | $402163.89     | 0.00%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2112620.64    | 0.02%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | SWP: OIS 3.299300 24-FEB-2028 SOF                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  130000000 | OU      | $-220495.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                       | CF Industries Inc                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3178909.77    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $7960.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                                              | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3811037 | PA      | $3812760.26    | 0.03%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3957000 | PA      | $3977319.58    | 0.03%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13200000 | PA      | $12790295.50   | 0.10%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2025-3                                     | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1935000 | PA      | $1943249.68    | 0.01%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    4080000 | PA      | $4354276.33    | 0.03%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                         | CMS Energy Corp                                                                  | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79247.27      | 0.00%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                | Coronado Finance Pty Ltd                                                         | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    1425000 | PA      | $1320189.57    | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1748284.43    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     196000 | PA      | $113494.64     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                    | ACE Securities Corp Home Equity Loan Trust Series 2006-OP1                       | CUSIP: 00442PAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6029306 | PA      | $5654218.39    | 0.04%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                 | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5007812.00    | 0.04%             | 2043-03-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-115                                                  | FANNIE MAE FNMA_12-115                                                           | CUSIP: 3136A9CM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     310600 | PA      | $243356.90     | 0.00%             | 2042-10-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4553000 | PA      | $4584266.94    | 0.03%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1050702 | PA      | $1036021.87    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4260000 | PA      | $4327258.23    | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                 | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      89000 | PA      | $92771.58      | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | AmeriCredit Automobile Receivables Trust 2023-2                                  | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4505000 | PA      | $4581316.05    | 0.03%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XLS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172697 | PA      | $150436.95     | 0.00%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169380000 | PA      | $169247671.88  | 1.29%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6240000 | PA      | $5767108.81    | 0.04%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2364000 | PA      | $2633109.48    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1                               | CUSIP: 38380UE82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4717657 | PA      | $3939785.16    | 0.03%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     284000 | PA      | $190299.84     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2802000 | PA      | $2524826.28    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EAE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     150123 | PA      | $149579.51     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXVIII Ltd                                                  | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17000000 | PA      | $17059500.00   | 0.13%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |      25000 | PA      | $24458.48      | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2790000 | PA      | $2836639.96    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2835658 | PA      | $2399707.98    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $6004671.69    | 0.05%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1826567.37    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                               | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1622151.24    | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4419                                                  | FREDDIE MAC FHLMC_4419                                                           | CUSIP: 3137BFNG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22112041 | PA      | $3024345.61    | 0.02%             | 2053-05-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4440                                                           | CUSIP: 3137BGFZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12662051 | PA      | $12405197.36   | 0.09%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                 | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1043392.78    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1299248.86    | 0.01%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1091960 | PA      | $1069201.01    | 0.01%             | 2034-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    4875000 | PA      | $4933275.75    | 0.04%             | 2042-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BRQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1804253 | PA      | $5506.04       | 0.00%             | 2026-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC_2981                                                              | FHLMC_2981                                                                       | CUSIP: 31395U5T4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      87747 | PA      | $87402.31      | 0.00%             | 2030-05-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                  | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     960000 | PA      | $960674.97     | 0.01%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1255000 | PA      | $517462.21     | 0.00%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3080268 | PA      | $2795264.36    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                             | Balboa Bay Loan Funding 2024-1 Ltd                                               | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $14032522.00   | 0.11%             | 2037-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1652115.84    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2073877.49    | 0.02%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                                           | DTP Commercial Mortgage Trust 2023-STE2                                          | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2062514.80    | 0.02%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                         | Venture 37 CLO Ltd                                                               | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    8471864 | PA      | $8474355.08    | 0.06%             | 2032-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                        | SBL Holdings Inc                                                                 | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2029772.80    | 0.02%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2830375.38    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND                                                             | HILLENBRAND                                                                      | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | LON              | CORP              | US        |     558871 | PA      | $558205.91     | 0.00%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2023-2                                         | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1215000 | PA      | $1220642.70    | 0.01%             | 2033-07-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_26-NQM1                                      | CROSS MORTGAGE TRUST CROSS_26-NQM1                                               | CUSIP: 22758EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1673068 | PA      | $1672487.97    | 0.01%             | 2061-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                 | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     510000 | PA      | $518510.22     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1161977 | PA      | $1170459.46    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                 | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     449000 | PA      | $451562.48     | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                              | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $2604348.55    | 0.02%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                            | DNB Bank ASA                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2748000 | PA      | $2822234.24    | 0.02%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |    1805000 | PA      | $1980801.77    | 0.02%             | 2050-11-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                        | Carlyle US CLO 2021-7 LTD                                                        | CUSIP: 14316WAL3<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |    9850000 | PA      | $9843262.60    | 0.07%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     475000 | PA      | $479369.95     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-4                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-4                         | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1469686 | PA      | $1565795.71    | 0.01%             | 2054-09-25      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1007417 | PA      | $995833.06     | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                 | Southwestern Electric Power Co                                                   | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6401015.10    | 0.05%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                                      | Ardagh Holdings SA                                                               | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |     132091 | NS      | $974171.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                          | Eli Lilly & Co                                                                   | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   12370000 | PA      | $12621244.24   | 0.10%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     609000 | PA      | $623149.89     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38377KNT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1270301 | PA      | $1267266.60    | 0.01%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8142029 | PA      | $8328971.22    | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1625976 | PA      | $1596825.54    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                   | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2955000 | PA      | $2967015.62    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3559000 | PA      | $3523331.36    | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3828245.14    | 0.03%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     460000 | PA      | $454839.12     | 0.00%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2126114.91    | 0.02%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1025098.48    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3025000 | PA      | $2961680.00    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                           | McKesson Corp                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1140338.69    | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2018-RPL9 Trust                                                             | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    3713196 | PA      | $3632980.62    | 0.03%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                 | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2006250.80    | 0.02%             | 2039-09-19      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ4                         | GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ4                                  | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1547476 | PA      | $1569963.05    | 0.01%             | 2054-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1137344.69    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4762172.47    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1570930.40    | 0.01%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                    | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     269090 | PA      | $272040.34     | 0.00%             | 2045-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                            | Veros Auto Receivables Trust 2026-1                                              | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     843703 | PA      | $843686.60     | 0.01%             | 2028-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4999                                                  | FREDDIE MAC FHLMC_4999                                                           | CUSIP: 3137FV4S8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     161144 | PA      | $30865.52      | 0.00%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                              | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2786831.33    | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    1412000 | PA      | $1448842.81    | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56595000 | PA      | $41119804.69   | 0.31%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KA99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1051978 | PA      | $10048.28      | 0.00%             | 2057-03-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    1915000 | PA      | $1915597.72    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                             | GSAMP Trust 2004-OPT                                                             | CUSIP: 36242DNU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     506618 | PA      | $496914.43     | 0.00%             | 2034-11-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAA0<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2008545.00    | 0.02%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3065                                                  | FREDDIE MAC FHLMC_3065                                                           | CUSIP: 31396EUD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     213404 | PA      | $237152.09     | 0.00%             | 2035-11-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                  | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3428315.20    | 0.03%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_17-2A                                       | BAIN CAPITAL CREDIT CLO BCC_17-2A                                                | CUSIP: 05683HBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7012929.00    | 0.05%             | 2037-07-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                   | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1958649.75    | 0.01%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     625000 | PA      | $638792.11     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      13000 | PA      | $8993.58       | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     837537 | PA      | $845159.11     | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | Oregon Tool Lux LP                                                               | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     570445 | PA      | $93977.39      | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                              | Kenvue Inc                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     907000 | PA      | $937730.84     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2024-HE2                                     | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-MBS          | CORP              | US        |    3050698 | PA      | $3060072.35    | 0.02%             | 2055-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GMRF MORTGAGE ACQUISTION CO LLC GFMT_18-2                               | GMRF MORTGAGE ACQUISTION CO LLC GFMT_18-2                                        | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     384940 | PA      | $380904.55     | 0.00%             | 2058-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                       | Johnson & Johnson                                                                | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     490000 | PA      | $514044.39     | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                       | NorthWestern Corp                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2413080.56    | 0.02%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1046815.42    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                     | Reach Abs Trust 2026-1                                                           | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1755520 | PA      | $1755371.95    | 0.01%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-39                                              | FANNIE MAE ACES FNMA_19-39                                                       | CUSIP: 3136B5XT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8337566 | PA      | $807615.04     | 0.01%             | 2049-08-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2061253.12    | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |    4755000 | PA      | $4755167.89    | 0.04%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                   | Becton Dickinson & Co                                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2909758.67    | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1164868.06    | 0.01%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                | President and Fellows of Harvard College                                         | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    3031000 | PA      | $2289156.04    | 0.02%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     989000 | PA      | $997777.35     | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28000000 | PA      | $20851250.00   | 0.16%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31418A3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     275390 | PA      | $278276.45     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                | Arch Capital Finance LLC                                                         | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     970000 | PA      | $917136.01     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                         | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5100000 | PA      | $5120160.30    | 0.04%             | 2038-04-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                              | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $4943169.68    | 0.04%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2041938.20    | 0.02%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16940000 | PA      | $15021015.63   | 0.11%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790000 | PA      | $5779154.75    | 0.04%             | 2041-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     680000 | PA      | $687761.73     | 0.01%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59681456 | PA      | $54083999.31   | 0.41%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137B6R37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4715435 | PA      | $448369.98     | 0.00%             | 2043-12-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     841000 | PA      | $837793.39     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     836000 | PA      | $672384.54     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2624403 | PA      | $2280946.37    | 0.02%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-3                              | PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-3                                       | CUSIP: 74388PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1222265 | PA      | $1233914.77    | 0.01%             | 2055-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                          | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     903507 | PA      | $910636.30     | 0.01%             | 2034-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-R5                                                     | CIM TRUST CIM_19-R5                                                              | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1048217.06    | 0.01%             | 2059-09-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                              | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4400018.13    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    1200000 | PA      | $1203382.74    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31398N5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2136508 | PA      | $310464.57     | 0.00%             | 2040-11-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1118231.04    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC        | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8690000 | PA      | $8910777.27    | 0.07%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   31212964 | PA      | $1334663.20    | 0.01%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                        | Plano HoldCo Inc Term Loan B                                                     | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     129025 | PA      | $109671.25     | 0.00%             | 2031-10-02      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     875000 | PA      | $897615.31     | 0.01%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MICHAELS STORES INC                                                     | MICHAELS STORES INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     616156 | PA      | $614874.05     | 0.00%             | 2028-04-09      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $5729764.20    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    4840000 | PA      | $4901393.21    | 0.04%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31371KRC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2295 | PA      | $2408.86       | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    1145000 | PA      | $1150130.57    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2556759.75    | 0.02%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1944439.23    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                    | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |     330000 | PA      | $345587.31     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2556257.58    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     592000 | PA      | $666859.69     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    3145000 | PA      | $3257111.33    | 0.02%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229156 | PA      | $242232.00     | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31397UPC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186145 | PA      | $188259.23     | 0.00%             | 2041-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2062736.59    | 0.02%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                               | Santander Mortgage Asset Receivable Trust 2025-Ces1                              | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    3825178 | PA      | $3847215.03    | 0.03%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                             | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     220000 | PA      | $206246.95     | 0.00%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                       | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     980000 | PA      | $963780.47     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31396V6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     287524 | PA      | $301273.94     | 0.00%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $6985886.73    | 0.05%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     248500 | PA      | $259820.29     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    3363663 | PA      | $3419300.26    | 0.03%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | BENCHMARK MORTGAGE TRUST BMARK_20-B20                                            | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12748098 | PA      | $596919.49     | 0.00%             | 2053-10-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     815455 | PA      | $838043.70     | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                        | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4379682 | PA      | $4456238.11    | 0.03%             | 2034-12-10      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                        | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $820570.53     | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5525000 | PA      | $5705339.55    | 0.04%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B22X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2061927 | PA      | $1901610.63    | 0.01%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1111234.58    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAA3<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     619436 | PA      | $559836.28     | 0.00%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $2671175.43    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1302192.33    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4293379 | PA      | $4072130.55    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     914000 | PA      | $828258.01     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97                              | CUSIP: 38384PTK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   28864553 | PA      | $6565078.12    | 0.05%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1388416.10    | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $5472355.40    | 0.04%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                  | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4703059.23    | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5625000 | PA      | $5640927.61    | 0.04%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-66                                                   | FANNIE MAE FNMA_13-66                                                            | CUSIP: 3136AFWH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      38654 | PA      | $37578.08      | 0.00%             | 2043-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XDB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     273948 | PA      | $35040.67      | 0.00%             | 2046-12-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $239045.01     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1433147.47    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                     | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1722080.90    | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                               | GATX Corp                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1739474.39    | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                               | Jabil Inc                                                                        | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    2082000 | PA      | $2084995.50    | 0.02%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 30 Ltd                                                                       | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     669179 | PA      | $670623.36     | 0.01%             | 2031-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     893272 | PA      | $746197.67     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     373618 | PA      | $339787.48     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $74165.51      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1320295 | PA      | $1166447.19    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS MORTGAGE SECURITIES TRUST GSMS_19-GC39                                        | CUSIP: 36260JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $917130.00     | 0.01%             | 2052-05-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                     | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4124871.81    | 0.03%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     546000 | PA      | $507615.25     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_20-3                                        | SEQUOIA MORTGAGE TRUST SEMT_20-3                                                 | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900134 | PA      | $816932.89     | 0.01%             | 2050-04-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   10037000 | PA      | $10094255.66   | 0.08%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                     | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     415000 | PA      | $414355.79     | 0.00%             | 2026-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                        | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     745000 | PA      | $722180.58     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                    | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    2973000 | PA      | $3128879.25    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5201700.87    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                  | Cox Communications Inc                                                           | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $4601261.53    | 0.03%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1949000 | PA      | $1958203.88    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                  | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1791000 | PA      | $1857604.45    | 0.01%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                   | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380000 | PA      | $1383881.80    | 0.01%             | 2042-03-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                            | Evergy Metro Inc                                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     375000 | PA      | $349494.16     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9629000 | PA      | $9674036.22    | 0.07%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBM2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     164528 | PA      | $144452.58     | 0.00%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                           | Blackrock Inc                                                                    | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2952755.13    | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     526000 | PA      | $549363.14     | 0.00%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15120915 | PA      | $12548598.84   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                 | SCF Equipment Leasing 2024-1 LLC                                                 | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1695000 | PA      | $1726750.40    | 0.01%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTAE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23748735 | PA      | $10368.70      | 0.00%             | 2026-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     795000 | PA      | $812392.68     | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     889163 | PA      | $707999.56     | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                      | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    1126000 | PA      | $1165515.63    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                       | Great Canadian Gaming Corporation 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     372715 | PA      | $363166.22     | 0.00%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                               | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     670000 | PA      | $855850.39     | 0.01%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     375000 | PA      | $397507.16     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                             | Cargill Inc                                                                      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     542000 | PA      | $486027.23     | 0.00%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1537432.87    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                             | Equinor ASA                                                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2965000 | PA      | $2982459.53    | 0.02%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust 2018-C-GS                                          | CUSIP: 20267XAC7<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      73679 | PA      | $71267.37      | 0.00%             | 2046-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                 | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     765000 | PA      | $792516.44     | 0.01%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11562274 | PA      | $10106106.03   | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                     | Affirm Master Trust                                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2035000 | PA      | $2049408.00    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     531000 | PA      | $459352.71     | 0.00%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                         | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     614000 | PA      | $636726.11     | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     708557 | PA      | $656979.50     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | SWP: OIS 3.498600 24-FEB-2033 SOF                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   51000000 | OU      | $-454316.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5679651 | PA      | $5157735.07    | 0.04%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     542000 | PA      | $522138.28     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     529946 | PA      | $505203.81     | 0.00%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1177599 | PA      | $1162421.53    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     247000 | PA      | $280916.10     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34415000 | PA      | $24837950.78   | 0.19%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375UQW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     142391 | PA      | $9346.56       | 0.00%             | 2064-10-20      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1029075.54    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147                             | CUSIP: 38381AFV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3787529 | PA      | $3675564.75    | 0.03%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LSTR Trust                                                              | LSTR Trust 2026-HTL6                                                             | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2492183.25    | 0.02%             | 2040-12-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                             | Merchants Fleet Funding LLC                                                      | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    1269290 | PA      | $1272670.20    | 0.01%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $748252.05     | 0.01%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6266205.01    | 0.05%             | 2040-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $1903452.50    | 0.01%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375B3Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14749 | PA      | $14764.49      | 0.00%             | 2063-07-20      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                          | KFC Holding Co 2021 Term Loan B                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     356038 | PA      | $356593.67     | 0.00%             | 2028-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5977391 | PA      | $369716.57     | 0.00%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1958150.82    | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                            | AGL CLO 17 Ltd                                                                   | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    8400000 | PA      | $8401276.80    | 0.06%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2024-5C25                                                   | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3445000 | PA      | $3607162.01    | 0.03%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12787324 | PA      | $13055417.07   | 0.10%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2019-1                                     | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2898275.66    | 0.02%             | 2031-04-14      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1449052.02    | 0.01%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                       | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     358000 | PA      | $378325.39     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT HLM_24-21                                           | HPS LOAN MANAGEMENT HLM_24-21                                                    | CUSIP: 442913AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13000000 | PA      | $13042653.00   | 0.10%             | 2037-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                             | KAYNE CLO LTD KAYNE_21-10A                                                       | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1602172.80    | 0.01%             | 2034-04-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-21                                                   | FANNIE MAE FNMA_10-21                                                            | CUSIP: 31398MUC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3502392 | PA      | $264833.74     | 0.00%             | 2040-03-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                       | Toyota Motor Corp                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    1842000 | PA      | $1876891.75    | 0.01%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2318063.00    | 0.02%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6991000 | PA      | $6111838.49    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-4                                        | SEQUOIA MORTGAGE TRUST SEMT_24-4                                                 | CUSIP: 81743BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     795432 | PA      | $803013.61     | 0.01%             | 2054-05-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4001190 | PA      | $3336526.01    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd 2017-1                                | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   12050000 | PA      | $12034142.20   | 0.09%             | 2034-02-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4872000 | PA      | $4792791.51    | 0.04%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6ZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7234333 | PA      | $120318.54     | 0.00%             | 2032-02-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                              | Apidos CLO XVIII-R                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19000000 | PA      | $19068438.00   | 0.14%             | 2038-01-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2627364 | PA      | $2436113.21    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                              | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1019137.96    | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140FNHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37243 | PA      | $35767.23      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Ltd.                                        | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     767888 | PA      | $705401.19     | 0.01%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    4157000 | PA      | $4188278.91    | 0.03%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                    | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    1123000 | PA      | $1143981.63    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1661475.89    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                         | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     590000 | PA      | $610807.31     | 0.00%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     820000 | PA      | $851676.27     | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1590701.55    | 0.01%             | 2042-08-25      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                 | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9090000 | PA      | $9846417.93    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     527000 | PA      | $544599.10     | 0.00%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2700291 | PA      | $2362732.55    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     320000 | PA      | $268721.74     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                       | DXC Technology Co                                                                | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    4507000 | PA      | $4250537.19    | 0.03%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                      | Bank of America NA                                                               | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5606725.90    | 0.04%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EXAMWORKS BIDCO INC                                                     | EXAMWORKS BIDCO INC 2026 TERM LOAN B                                             | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650000 | PA      | $648648.00     | 0.00%             | 2033-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     265000 | PA      | $265000.00     | 0.00%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1722117 | PA      | $1560816.44    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376XNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66684 | PA      | $66748.74      | 0.00%             | 2060-03-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     875000 | PA      | $875275.29     | 0.01%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                  | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2792225.16    | 0.02%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     104000 | PA      | $112543.36     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                                | CUSIP: 3137ARM29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4444221 | PA      | $4291200.82    | 0.03%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1933089.58    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | Americredit Automobile Receivables Trust 2023-1                                  | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3130000 | PA      | $3152585.77    | 0.02%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                          | Idaho Power Co                                                                   | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    3406000 | PA      | $3409181.83    | 0.03%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7361000 | PA      | $7328399.86    | 0.06%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     387000 | PA      | $404335.93     | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     858000 | PA      | $887732.89     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2021-RPL11 Trust                                                            | CUSIP: 12659AAH9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    6425346 | PA      | $5470149.16    | 0.04%             | 2061-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9250000 | PA      | $9362298.64    | 0.07%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc US Acquisition Facility                                          | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     401646 | PA      | $94386.78      | 0.00%             | 2028-03-06      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31396YE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141081 | PA      | $194534.44     | 0.00%             | 2036-08-25      | Floating      | 14.09%                | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                                      | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    1841500 | PA      | $1755528.65    | 0.01%             | 2032-12-31      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     369690 | PA      | $225625.59     | 0.00%             | 2029-01-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-34                                                   | FANNIE MAE FNMA_13-34                                                            | CUSIP: 3136ADPZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8268616 | PA      | $1247917.78    | 0.01%             | 2043-04-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     560000 | PA      | $578506.89     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                  | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     495000 | PA      | $512582.07     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                                                       | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     704000 | PA      | $773906.19     | 0.01%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21911286 | PA      | $21742984.33   | 0.17%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPVP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3778142 | PA      | $135232.93     | 0.00%             | 2031-01-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     375000 | PA      | $334758.95     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16175850 | PA      | $14148849.23   | 0.11%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                    | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     282000 | PA      | $261095.66     | 0.00%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC FHLMC_4463                                                           | CUSIP: 3137BHHM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3593489 | PA      | $3523245.24    | 0.03%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     233000 | PA      | $242580.74     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | SWP: OIS 3.389000 04-FEB-2029 SOF                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  144000000 | OU      | $-1073876.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1471005.01    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     905000 | PA      | $954019.42     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $828785.33     | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                          | Structured Adjustable Rate Mortgage Loan Trust Series 2004-20                    | CUSIP: 863579GZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     223276 | PA      | $215699.58     | 0.00%             | 2035-01-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                 | GLAXOSMITHKLINE CAPITAL                                                          | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1222907.80    | 0.01%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                        | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     360000 | PA      | $389749.90     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE STRIP FNSTR_427                                              | FANNIE MAE STRIP FNSTR_427                                                       | CUSIP: 31423XPK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   37126738 | PA      | $1951039.79    | 0.01%             | 2032-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1766463.89    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     940000 | PA      | $991786.53     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KQF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4906805 | PA      | $91775.40      | 0.00%             | 2049-12-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                               | DLLMT 2023-1 LLC                                                                 | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1143482 | PA      | $1146447.57    | 0.01%             | 2027-03-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GFMT_19-1                                                               | GFMT_19-1                                                                        | CUSIP: 36418WBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     786501 | PA      | $776180.68     | 0.01%             | 2059-02-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_23-26                        | AMERICAN MONEY MANAGEMENT CORPORATION AMMC_23-26                                 | CUSIP: 00177RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2203000.80    | 0.02%             | 2036-04-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     950000 | PA      | $986406.71     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    7921755 | PA      | $7990810.00    | 0.06%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                        | COOPR Residential Mortgage Trust 2025-CES2                                       | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6190628 | PA      | $6291830.72    | 0.05%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $2264819.75    | 0.02%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1289098.70    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7682842 | PA      | $7692439.23    | 0.06%             | 2040-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140EY5B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1693595 | PA      | $1676967.06    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_3841                                                  | FREDDIE_MAC FHLMC_3841                                                           | CUSIP: 3137A8S41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     179844 | PA      | $185068.79     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4278000 | PA      | $3867516.82    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                            | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     700000 | PA      | $657966.20     | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                 | Loanpal Solar Loan 2020-2 Ltd                                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1078963 | PA      | $931389.03     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     885000 | PA      | $909845.98     | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_4258                                                    | FREDDIE MAC FHR_4258                                                             | CUSIP: 3137B5BZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2356692 | PA      | $402811.87     | 0.00%             | 2043-10-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1044472.90    | 0.01%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1505527.05    | 0.01%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                             | Polaris Inc                                                                      | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1918040.93    | 0.01%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                          | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |    3985000 | PA      | $4266558.03    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     324000 | PA      | $311048.82     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                    | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1020000 | PA      | $1017981.49    | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                        | Fugue Finance BV 2025 Repriced Term Loan                                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     700000 | PA      | $693875.00     | 0.01%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XH5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8424894 | PA      | $7689707.25    | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                       | Sysco Corp                                                                       | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2793000 | PA      | $2803081.01    | 0.02%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     479000 | PA      | $474606.07     | 0.00%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      82000 | PA      | $87244.52      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                              | Flagship Credit Auto Trust 2023-2                                                | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3240000 | PA      | $3251677.93    | 0.02%             | 2029-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1365275.65    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379KMF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     945753 | PA      | $10616.55      | 0.00%             | 2055-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     234000 | PA      | $207888.37     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                        | Farmers Insurance Exchange                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     405000 | PA      | $416701.22     | 0.00%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-38                                                   | FANNIE MAE FNMA_17-38                                                            | CUSIP: 3136AWJB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11840983 | PA      | $1558319.51    | 0.01%             | 2047-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $1399437.08    | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1661934.15    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |          1 | NC      | $10975.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137BEMT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1988026 | PA      | $1867561.09    | 0.01%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8897890 | PA      | $9019849.61    | 0.07%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $1117450.59    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                                    | Liberty Utilities Co                                                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1187214.52    | 0.01%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2471961.40    | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1263000 | PA      | $1317846.57    | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                                    | LC AHAB US BIDCO LLC                                                             | CUSIP: 000000000<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |      50000 | PA      | $49875.00      | 0.00%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                   | Reynolds American Inc                                                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     143000 | PA      | $148678.03     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2040316 | PA      | $2045598.97    | 0.02%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9740991 | PA      | $9313822.79    | 0.07%             | 2052-11-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4715                                                  | FREDDIE MAC FHLMC_4715                                                           | CUSIP: 3137F2X43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4163576 | PA      | $524596.01     | 0.00%             | 2047-08-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                         | Barings BDC Inc                                                                  | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    2584000 | PA      | $2556534.16    | 0.02%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1224194 | PA      | $1179210.85    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                   | Lincoln National Corp                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     930000 | PA      | $989852.89     | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4777767 | PA      | $4645837.31    | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-16                                                   | FANNIE MAE FNMA_13-16                                                            | CUSIP: 3136ACRZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2383016 | PA      | $187579.84     | 0.00%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                | Banco Nacional de Panama                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     600000 | PA      | $540875.28     | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                 | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1080045.27    | 0.01%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1659727 | PA      | $1440739.09    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3728000 | PA      | $3913942.78    | 0.03%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                | Toyota Lease Owner Trust 2025-B                                                  | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |    3090000 | PA      | $3105905.47    | 0.02%             | 2028-11-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     860000 | PA      | $875321.53     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                             | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2499862.20    | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1147437.48    | 0.01%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1039331.45    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2808688.42    | 0.02%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29243944 | PA      | $29521246.71   | 0.22%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385HNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      17990 | PA      | $18848.64      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2578000 | PA      | $2738804.54    | 0.02%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     885000 | PA      | $880924.94     | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137B5PL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8262456 | PA      | $850415.72     | 0.01%             | 2043-11-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     223000 | PA      | $229175.71     | 0.00%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $905286.40     | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GCAT_25-INV4                                                            | GCAT_25-INV4                                                                     | CUSIP: 367920CM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2811703 | PA      | $3075836.29    | 0.02%             | 2055-08-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     518000 | PA      | $541134.02     | 0.00%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FHLMC_4257                                                              | FHLMC_4257                                                                       | CUSIP: 3137B5AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2504972 | PA      | $398631.43     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                                    | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    1990000 | PA      | $1419242.86    | 0.01%             | 2036-02-26      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136601800 | PA      | $137578289.43  | 1.05%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38379XRX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1662442 | PA      | $290198.62     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $2476058.91    | 0.02%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     322067 | PA      | $306622.54     | 0.00%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                           | VTR Commercial Mortgage Trust 2025-STEM                                          | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5015023.50    | 0.04%             | 2039-10-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-76543.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31388KFX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        299 | PA      | $312.89        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     825000 | PA      | $849767.44     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                       | Golub Capital BDC Inc                                                            | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2158822.73    | 0.02%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 0 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   66270000 | NC      | $3472.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FNMA_19-9                                                                        | CUSIP: 3136B33F5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2590428 | PA      | $2498070.23    | 0.02%             | 2049-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_2060                                                              | FHLMC_2060                                                                       | CUSIP: 3133TDSX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      13660 | PA      | $13867.39      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      76000 | PA      | $71599.12      | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9085000 | PA      | $9148434.07    | 0.07%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    4140000 | PA      | $4232932.24    | 0.03%             | 2042-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | FSWP: OIS 3.135500 14-DEC-2054 SOF                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   33500000 | OU      | $724315.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $3862010.46    | 0.03%             | 2042-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2024-NQM2                                    | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |    6158570 | PA      | $6212291.96    | 0.05%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                       | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1669827.95    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    2050000 | PA      | $1786804.97    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     208000 | PA      | $197367.72     | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                       | Golub Capital BDC Inc                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1439288.15    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     469000 | PA      | $470811.26     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1028741.01    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                     | Southern California Edison Co                                                    | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3246000 | PA      | $3338781.36    | 0.03%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1226101.72    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                         | Mid-State Capital Corp 2006-1 Trust                                              | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300765 | PA      | $302746.70     | 0.00%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     304000 | PA      | $315050.60     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                              | Redexis SA                                                                       | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $1593990.25    | 0.01%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | AU        |          1 | NC      | $6108.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     790000 | PA      | $827585.00     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2075000 | PA      | $2104172.01    | 0.02%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSRG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5804917 | PA      | $4734.49       | 0.00%             | 2026-09-25      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                | Davide Campari-Milano NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1633996.83    | 0.01%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31417Y6Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83422 | PA      | $85906.42      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2026-HE1                                                             | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10732203 | PA      | $10816486.08   | 0.08%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | SWP: OIS 3.459220 25-FEB-2027 SOF                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  158500000 | OU      | $-46178.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                               | POTOMAC ENERGY CENTER LLC 2026 TERM LOAN B                                       | CUSIP: 73767TAE6<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     211347 | PA      | $211875.36     | 0.00%             | 2032-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $849082.53     | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $290110.69     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1134014.46    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     836917 | PA      | $800080.74     | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1422830.50    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7061434 | PA      | $7198949.08    | 0.05%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                 | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1108914.35    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4631461.95    | 0.04%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                              | CORNERSTONE GENERATION LLC                                                       | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     174545 | PA      | $174762.91     | 0.00%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13020000 | PA      | $12476984.57   | 0.09%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2024-P2                                           | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1362424 | PA      | $1373275.50    | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | OTC (GENERIC) 1 YEAR                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   71000000 | NC      | $106.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                                      | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3270000 | PA      | $3278390.82    | 0.02%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     593000 | PA      | $521645.82     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                        | GOVERNMENT NATIONAL MORTGAGE ASS                                                 | CUSIP: 38377TCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3056359 | PA      | $326386.75     | 0.00%             | 2041-01-16      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                             | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     617000 | PA      | $590228.26     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2288135.47    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1081000.87    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     990000 | PA      | $979186.90     | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAY8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    1863524 | PA      | $1805021.48    | 0.01%             | 2049-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                             | Magnite Inc 2025 Repriced Term Loan B                                            | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |     497577 | PA      | $492601.41     | 0.00%             | 2031-02-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    6621063 | PA      | $6678130.00    | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2025-P2                                           | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4625000 | PA      | $4712682.14    | 0.04%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     102506 | PA      | $98021.78      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379K3G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5021311 | PA      | $77637.50      | 0.00%             | 2055-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                               | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1360000 | PA      | $1366802.72    | 0.01%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1431000 | PA      | $1448797.22    | 0.01%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4821600.95    | 0.04%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1418048.28    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | AMERICAN MONEY MANAGEMENT CORPORATION AMMC_25-31                                 | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3270000 | PA      | $3282802.05    | 0.02%             | 2038-02-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                                       | Robert Bosch GmbH                                                                | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1071725.30    | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_21-5                                        | SEQUOIA MORTGAGE TRUST SEMT_21-5                                                 | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     561119 | PA      | $477082.09     | 0.00%             | 2051-07-25      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7                               | CUSIP: 38382M4B2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   34873716 | PA      | $4205662.07    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2023-5                                    | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3885000 | PA      | $3930789.78    | 0.03%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL I                                                       | KeyCorp Capital I                                                                | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1084225.95    | 0.01%             | 2028-07-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4659000 | PA      | $4149133.68    | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1102928.76    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                  | Aviation Capital Group LLC                                                       | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1097157.08    | 0.01%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1075669.85    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     808000 | PA      | $938726.81     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378X5P2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4913558 | PA      | $83277.94      | 0.00%             | 2049-02-16      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10294783 | PA      | $9822296.26    | 0.07%             | 2064-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     755000 | PA      | $507702.97     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     406000 | PA      | $420651.77     | 0.00%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                                          | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    2124670 | PA      | $1274781.04    | 0.01%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5237                                                  | FREDDIE MAC FHLMC_5237                                                           | CUSIP: 3137H7ZU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1687018 | PA      | $1670389.79    | 0.01%             | 2046-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48175000 | PA      | $42505171.04   | 0.32%             | 2056-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $877791.78     | 0.01%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1437742.94    | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3962000 | PA      | $4092779.02    | 0.03%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147231 | PA      | $154000.95     | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1762224 | PA      | $1698633.57    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BGS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4638 | PA      | $4631.18       | 0.00%             | 2058-08-20      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2021-REV2                                           | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2259773.69    | 0.02%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4530000 | PA      | $4565522.90    | 0.03%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |          1 | NC      | $4688.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                                          | DRAFTKINGS INC                                                                   | CUSIP: 000000000<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |     412686 | PA      | $410944.46     | 0.00%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-24128.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2203000 | PA      | $2198396.38    | 0.02%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    8050000 | PA      | $8058339.80    | 0.06%             | 2037-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAK8<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19784978.00   | 0.15%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31374TY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      24687 | PA      | $25865.55      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4910                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4910                                | CUSIP: 3137FNHW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12812516 | PA      | $1878405.80    | 0.01%             | 2049-09-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-1167.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     775000 | PA      | $745047.55     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380MDM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19225728 | PA      | $560458.80     | 0.00%             | 2059-11-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                              | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3155000 | PA      | $3160989.77    | 0.02%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38379RHR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2969990 | PA      | $77185.58      | 0.00%             | 2056-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    2767078 | PA      | $2796882.54    | 0.02%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                             | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2568000 | PA      | $1757358.42    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3350000 | PA      | $3621813.53    | 0.03%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2025-3 LLC                                            | CUSIP: 29375UAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    3960000 | PA      | $4018472.96    | 0.03%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2910000 | PA      | $2915470.81    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     555000 | PA      | $507298.39     | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1257000 | PA      | $1044321.19    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2774413.83    | 0.02%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2186937.90    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                             | Ally Auto Receivables Trust 2025-1                                               | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1620000 | PA      | $1625169.10    | 0.01%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                              | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6060000 | PA      | $6067583.48    | 0.05%             | 2042-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1232934 | PA      | $1080746.03    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_278                                              | FREDDIEMAC STRIP FHSTR_278                                                       | CUSIP: 31325TVM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5481064 | PA      | $597857.47     | 0.00%             | 2042-09-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                          | Long Beach Mortgage Loan Trust 2006-10                                           | CUSIP: 54251YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2966013 | PA      | $2128140.40    | 0.02%             | 2036-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36297611 | PA      | $37004469.16   | 0.28%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                 | SCF Equipment Leasing 2025-2 LLC                                                 | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4150000 | PA      | $4199953.55    | 0.03%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                                 | Nuvei Technologies Corp 2025 Repriced Term Loan B                                | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |     248128 | PA      | $241381.51     | 0.00%             | 2031-11-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     365000 | PA      | $286702.98     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-DELC                                                               | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1635000 | PA      | $1639087.01    | 0.01%             | 2042-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                  | Indiana Michigan Power Co                                                        | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2904751.81    | 0.02%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                             | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     768000 | PA      | $795998.40     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3136500 | PA      | $3138459.97    | 0.02%             | 2039-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     279000 | PA      | $280648.70     | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                  | Export-Import Bank of India                                                      | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1025000 | PA      | $1021255.19    | 0.01%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     280000 | PA      | $133237.62     | 0.00%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XJY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7686728 | PA      | $7600884.25    | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                              | Goal Capital Funding Trust 2006-1                                                | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-O            | CORP              | US        |     273149 | PA      | $265394.07     | 0.00%             | 2042-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2024-HE1                                     | CUSIP: 36270AAA2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    4551672 | PA      | $4573679.45    | 0.03%             | 2054-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                                          | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2503123.25    | 0.02%             | 2041-08-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-87                                                   | FANNIE MAE FNMA_11-87                                                            | CUSIP: 3136A03G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6751281 | PA      | $6848174.23    | 0.05%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                           | JGWPT XXX LLC                                                                    | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1112122 | PA      | $1083250.65    | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3241697 | PA      | $481439.97     | 0.00%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2067172.20    | 0.02%             | 2042-02-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3532000 | PA      | $3578065.31    | 0.03%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     927000 | PA      | $849758.59     | 0.01%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23142979 | PA      | $1660506.41    | 0.01%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                 | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3481404.58    | 0.03%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     710000 | PA      | $727647.50     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     957000 | PA      | $963743.46     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1925000 | PA      | $1924398.44    | 0.01%             | 2036-10-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1394405.11    | 0.01%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                      | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     456000 | PA      | $471242.27     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJYG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2236573 | PA      | $2147790.76    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385XNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        984 | PA      | $991.33        | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3782581 | PA      | $3787305.97    | 0.03%             | 2040-06-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31390GZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32662 | PA      | $34221.22      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4927                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4927                                | CUSIP: 3137FPJT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7167643 | PA      | $1551585.41    | 0.01%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                             | Cencora Inc                                                                      | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2044110.40    | 0.02%             | 2056-02-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7114000 | PA      | $6473739.59    | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QEDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1458572 | PA      | $1288275.21    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     330000 | PA      | $328724.43     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53550000 | PA      | $52918277.61   | 0.40%             | 2056-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                   | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2282663.68    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1020000 | PA      | $1084250.92    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                          | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     270000 | PA      | $270849.27     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $3151968.75    | 0.02%             | 2037-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2177226 | PA      | $4588.07       | 0.00%             | 2026-08-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1383035.72    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020638<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23825000 | PA      | $19732670.76   | 0.15%             | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                        | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3990876.86    | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     190000 | PA      | $197458.90     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1829901.24    | 0.01%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     244000 | PA      | $228065.71     | 0.00%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                  | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1032013.19    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137AE3P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6071052 | PA      | $714160.26     | 0.01%             | 2039-06-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                          | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1920000 | PA      | $1988289.43    | 0.02%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                   | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1378291.57    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    3905000 | PA      | $2731652.25    | 0.02%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-8                                     | JP MORGAN MORTGAGE TRUST JPMMT_20-8                                              | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1689223 | PA      | $1535578.35    | 0.01%             | 2051-03-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3230869.04    | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                   | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1523255.96    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1182907.92    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2130000 | PA      | $2338760.92    | 0.02%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25835000 | PA      | $26295185.94   | 0.20%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2655084 | PA      | $2584094.79    | 0.02%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                               | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2535000 | PA      | $2538168.75    | 0.02%             | 2039-12-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104                             | CUSIP: 38376JJZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     984514 | PA      | $1020093.16    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31398FR78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2200651 | PA      | $213479.47     | 0.00%             | 2039-11-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                | Jackson National Life Global Funding                                             | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1221832.47    | 0.01%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     120000 | PA      | $107112.77     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     170447 | PA      | $165588.41     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1353000 | PA      | $1394961.39    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                           | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $477562.16     | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2715500 | PA      | $2455373.53    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REV                                               | ILLINOIS ST SALES TAX REV                                                        | CUSIP: 452227GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2470242.50    | 0.02%             | 2028-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE JUN 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2945 | NC      | $1532811.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID USA                                                       | National Grid USA                                                                | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     670000 | PA      | $768992.33     | 0.01%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2017019.79    | 0.02%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3132JAPW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3186804 | PA      | $3081568.53    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                            | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1187181.75    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1474000 | PA      | $1538768.91    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                   | Reynolds American Inc                                                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6881918.17    | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     331000 | PA      | $332290.00     | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    5818000 | PA      | $5916812.07    | 0.04%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12726654 | PA      | $427152.33     | 0.00%             | 2031-07-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     217370 | PA      | $197514.84     | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35805000 | PA      | $35914093.36   | 0.27%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     384000 | PA      | $410501.54     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-3                                    | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1842480 | PA      | $1847173.92    | 0.01%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2024-2                                                | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1008567 | PA      | $1012914.24    | 0.01%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     825000 | PA      | $892210.62     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2430347.84    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3882855.16    | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                          | CQS US CLO 2023-3 Ltd                                                            | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   20000000 | PA      | $20041280.00   | 0.15%             | 2037-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        100 | PA      | $100.58        | 0.00%             | 2061-05-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_22-2                    | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_22-2                             | CUSIP: 07336NCJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1362789 | PA      | $1180014.75    | 0.01%             | 2051-12-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                                   | ELFI Graduate Loan Program 2023-A LLC                                            | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3167539 | PA      | $3333087.32    | 0.03%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII, LTD                                                        | MP CLO VIII Ltd                                                                  | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | KY        |   16100000 | PA      | $16117516.80   | 0.12%             | 2034-04-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     517000 | PA      | $534059.63     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2590044.15    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     920000 | PA      | $1090005.95    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                 | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4524051.02    | 0.03%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | EFMT 2025-INV3                                                                   | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |    3799291 | PA      | $3845770.74    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4024474.50    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                                | CUSIP: 3137ARM52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4801887 | PA      | $4654699.19    | 0.04%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     435000 | PA      | $431158.49     | 0.00%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                     | Southern California Edison Co                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3826725.48    | 0.03%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3000000 | PA      | $3228178.21    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1349000 | PA      | $1420841.31    | 0.01%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    3270000 | PA      | $3359741.98    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1047706.01    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    2150000 | PA      | $2351134.45    | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group PLC                                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     968000 | PA      | $1029060.90    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2016-1 Ltd                                                              | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |      54997 | PA      | $55010.17      | 0.00%             | 2031-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP                                                        | FREDDIE MAC FHLMC_300-S1                                                         | CUSIP: 31325TZH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6157582 | PA      | $729111.73     | 0.01%             | 2043-01-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $622275.42     | 0.00%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAG9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1285124.25    | 0.01%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1342374 | PA      | $1120658.92    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1588695.32    | 0.01%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                                                | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |     673000 | PA      | $668903.37     | 0.01%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF2                         | CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF2                                  | CUSIP: 12528YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35043938 | PA      | $1129532.69    | 0.01%             | 2052-11-15      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8020000 | PA      | $8101553.78    | 0.06%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                          | PECO Energy Co                                                                   | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2171889.17    | 0.02%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4839                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4839                                | CUSIP: 3137FJGT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2139171 | PA      | $2094229.53    | 0.02%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4242594.03    | 0.03%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     962000 | PA      | $954739.33     | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1829000 | PA      | $1687662.92    | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust                                                          | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2665000 | PA      | $2670673.79    | 0.02%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust Series 2024-6                                  | CUSIP: 161931AK6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     918842 | PA      | $927599.39     | 0.01%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                      | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     919725 | PA      | $910089.73     | 0.01%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4640566 | PA      | $86057.44      | 0.00%             | 2032-05-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $4063878.98    | 0.03%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376GL32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     675718 | PA      | $4572.38       | 0.00%             | 2053-04-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                  | Province of Manitoba Canada                                                      | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $298454.14     | 0.00%             | 2026-06-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     126000 | PA      | $94766.98      | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   63100913 | PA      | $55015977.54   | 0.42%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                 | GA Global Funding Trust                                                          | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2355016.17    | 0.02%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1089535.89    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                 | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     973000 | PA      | $1024693.91    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                                   | PK Alift Loan Funding 7 LP                                                       | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     917553 | PA      | $923396.63     | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 3.719000 16-DEC-2054 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   22610000 | OU      | $702847.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                           | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     650000 | PA      | $645547.92     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | SWP: OIS 3.607400 25-FEB-2036 SOF                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    8100000 | OU      | $-48879.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XP6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29876866 | PA      | $24804426.04   | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                          | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1722002.44    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3047484.00    | 0.02%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1312654.65    | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XJY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3233683 | PA      | $418157.90     | 0.00%             | 2046-12-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | FREDDIE MAC FHLMC_299                                                            | CUSIP: 31325TYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2399319 | PA      | $304854.62     | 0.00%             | 2043-01-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                      | Vertiv Holdings Co                                                               | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1265912.92    | 0.01%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14195975 | PA      | $12511978.88   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3028                                                  | FREDDIE MAC FHLMC_3028                                                           | CUSIP: 31396AGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     174753 | PA      | $178744.29     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                | Principal Life Global Funding II                                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2468169.46    | 0.02%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities, Inc.                                      | Citicorp Mortgage Securities Trust Series 2007-8                                 | CUSIP: 17312DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124999 | PA      | $130036.37     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                | Blue Owl Technology Finance Corp II                                              | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2993694.28    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp 2025 Fixed Term Loan                                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     221156 | PA      | $231882.18     | 0.00%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3965864 | PA      | $3976749.39    | 0.03%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2016-ETC Mortgage Trust                                                    | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770000 | PA      | $747088.03     | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3272985.35    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2319783 | PA      | $2140230.94    | 0.02%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AT4E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6117322 | PA      | $5394909.58    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4396911.84    | 0.03%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                  | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     564000 | PA      | $510848.79     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4795000 | PA      | $4822505.08    | 0.04%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                          | ARCHIMEDES DEBT MERGER SUB LLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     324716 | PA      | $322079.24     | 0.00%             | 2032-05-27      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $1070111.52    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     533000 | PA      | $527103.33     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     811000 | PA      | $783767.24     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-43                                                   | FANNIE MAE FNMA_18-43                                                            | CUSIP: 3136B12F0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2756045 | PA      | $294275.87     | 0.00%             | 2038-09-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1059499.34    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     517000 | PA      | $519765.57     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                   | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     635000 | PA      | $620927.49     | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1208834.24    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    2082792 | PA      | $2089519.36    | 0.02%             | 2030-11-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $2296286.78    | 0.02%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5400000 | PA      | $5733435.96    | 0.04%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     814000 | PA      | $743669.40     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |          1 | NC      | $-12790.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                      | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4752662.63    | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                                      | The Action Environmental Group Inc 2023 Term Loan B                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     248454 | PA      | $248143.31     | 0.00%             | 2030-10-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                             | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $2976916.07    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     930000 | PA      | $974178.91     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                 | CUSIP: 3132GEB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185775 | PA      | $190831.53     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7149176 | PA      | $7085059.29    | 0.05%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                | Main Street Capital Corp                                                         | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     256000 | PA      | $253925.60     | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                            | NNN REIT Inc                                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    1166000 | PA      | $1181272.87    | 0.01%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM8 Trust                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |    6892502 | PA      | $6968484.46    | 0.05%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6410000 | PA      | $6774821.30    | 0.05%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1027147.15    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Prairie Provident Resources Inc                                         | Prairie Provident Resources Inc                                                  | CUSIP: 73965Q888<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         58 | NS      | $17.63         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hayfin US XV, Ltd.                                                      | Hayfin US XV Ltd                                                                 | CUSIP: 420916AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24750000 | PA      | $24788981.25   | 0.19%             | 2037-04-28      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1535236.23    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1513670.46    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                    | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2508595.75    | 0.02%             | 2044-01-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage Backed Securities Trust 2025 CES1                                    | CUSIP: 36271RAA4<br>LEI: 254900R6PO5A0PCKSU63 | Long             | ABS-MBS          | CORP              | US        |    5334584 | PA      | $5393636.25    | 0.04%             | 2055-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1046769.83    | 0.01%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     835000 | PA      | $841153.74     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CART                                                                    | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1499596.95    | 0.01%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     142000 | PA      | $141895.51     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B3WS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     557784 | PA      | $523050.47     | 0.00%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                      | Roche Holdings Inc                                                               | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1622358.75    | 0.01%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5113                                                  | FREDDIE MAC FHLMC_5113                                                           | CUSIP: 3137H0J74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15323034 | PA      | $2926909.45    | 0.02%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8315772 | PA      | $7534767.30    | 0.06%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38375BVQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11945 | PA      | $11960.42      | 0.00%             | 2062-09-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     492966 | PA      | $474574.35     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2333000 | PA      | $2230329.34    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2205495.93    | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     350000 | PA      | $357954.77     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     533000 | PA      | $531226.64     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                 | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1368000 | PA      | $1504853.92    | 0.01%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                   | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     243000 | PA      | $226334.06     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2478485.05    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2366356 | PA      | $2195270.42    | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $6974322.76    | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                               | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8180000 | PA      | $8372816.51    | 0.06%             | 2041-03-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                                     | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2345000 | PA      | $1499785.55    | 0.01%             | 2053-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                  | UNIV OF MICHIGAN MI                                                              | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4020000 | PA      | $3295553.79    | 0.03%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                  | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      17820 | PA      | $117.61        | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                 | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3957023.36    | 0.03%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                   | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $673263.72     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $1300913.02    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     357000 | PA      | $336741.46     | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                                | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1058905.74    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                              | GC FERRY ACQUISITION I INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      83802 | PA      | $81727.62      | 0.00%             | 2032-06-06      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11994819 | PA      | $10029905.69   | 0.08%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1072666.71    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     465407 | PA      | $461662.89     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     330000 | PA      | $264433.42     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1800000 | PA      | $1313117.94    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                           | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8184000 | PA      | $8487383.75    | 0.06%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     755000 | PA      | $725629.46     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $2190225.03    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAD7<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    3345000 | PA      | $3206588.25    | 0.02%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000025.74    | 0.02%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11975000 | PA      | $12127818.00   | 0.09%             | 2056-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                          | Carrington Mortgage Loan Trust Series 2006-NC3                                   | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     751083 | PA      | $733855.93     | 0.01%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                      | UBS AG/Stamford CT                                                               | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     289000 | PA      | $285577.78     | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                    | Southern Natural Gas Co LLC                                                      | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3266550.85    | 0.02%             | 2031-02-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2567332.80    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $12398750.00   | 0.09%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                                      | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3100000 | PA      | $3290694.33    | 0.02%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                              | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5528618 | PA      | $5629535.08    | 0.04%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133USKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8796727 | PA      | $7649389.54    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    4695000 | PA      | $5096024.49    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                          | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    4012000 | PA      | $4161647.19    | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    2825000 | PA      | $2880247.26    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $0.06          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     470000 | PA      | $465172.04     | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     480000 | PA      | $481548.15     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     149219 | PA      | $54795.16      | 0.00%             | 2064-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA T-BOND JUN 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2027 | NC      | $3582324.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4600000 | PA      | $4599934.94    | 0.03%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    2002502 | PA      | $2194984.16    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XJZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1811784 | PA      | $275013.17     | 0.00%             | 2046-12-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  129467200 | PA      | $129436856.12  | 0.98%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP                                                | Trustage Financial Group Inc                                                     | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2096313.67    | 0.02%             | 2032-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3784000 | PA      | $3867854.65    | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    3639371 | PA      | $3271645.71    | 0.02%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     195000 | PA      | $196123.37     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138M57K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     454802 | PA      | $442393.37     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13139801 | PA      | $13211842.35   | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                | Ajax Mortgage Loan Trust 2019-F                                                  | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2349835 | PA      | $2311432.58    | 0.02%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                          | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $2139149.00    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_18-45                                                            | CUSIP: 3136B2ET5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8598145 | PA      | $1149479.19    | 0.01%             | 2048-06-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2022-4 Ltd                                               | CUSIP: 05685BAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3250000 | PA      | $3255248.75    | 0.02%             | 2037-10-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20188094 | PA      | $19697096.23   | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2507815.25    | 0.02%             | 2039-12-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                   | DuPont de Nemours Inc                                                            | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2382091.05    | 0.02%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2300000 | PA      | $2379251.97    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                        | GWT 2024-WLF2                                                                    | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4957000 | PA      | $4961654.62    | 0.04%             | 2041-05-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     434051 | PA      | $379250.03     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1622146.77    | 0.01%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD VENTR_17-2                                        | VENTURE XXVII CLO LTD VENTR_17-2                                                 | CUSIP: 92331LBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4100000 | PA      | $4117630.00    | 0.03%             | 2030-07-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_21-14                                    | JP MORGAN MORTGAGE TRUST JPMMT_21-14                                             | CUSIP: 46653QCD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1350361 | PA      | $1180277.94    | 0.01%             | 2052-05-25      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                                  | Fresenius Medical Care US Finance III Inc                                        | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2772526.29    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-6                                     | JP MORGAN MORTGAGE TRUST JPMMT_18-6                                              | CUSIP: 46650JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     105450 | PA      | $97558.29      | 0.00%             | 2048-12-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-3                                                    | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1205919.46    | 0.01%             | 2083-04-26      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                     | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     980000 | PA      | $1015091.00    | 0.01%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                            | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310056.73     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-4771                                               | FREDDIE MAC FHLMC_18-4771                                                        | CUSIP: 3137FELR9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10403976 | PA      | $9815824.27    | 0.07%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                              | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     229000 | PA      | $214956.85     | 0.00%             | 2038-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1023000 | PA      | $1042765.98    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                          | CAMB Commercial Mortgage Trust 2021-CX2                                          | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $6312558.96    | 0.05%             | 2046-11-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHSTR_390                                             | FREDDIE MAC STRIP FHSTR_390                                                      | CUSIP: 31325YXQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6626405 | PA      | $1512816.14    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAA8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   12870000 | PA      | $13552368.69   | 0.10%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                               | CUSIP: 3137FYQ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11943032 | PA      | $827446.71     | 0.01%             | 2048-12-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10839000 | PA      | $10832256.98   | 0.08%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1472663.21    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                    | Entergy Arkansas LLC                                                             | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2079650.63    | 0.02%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     261594 | PA      | $189971.68     | 0.00%             | 2064-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                 | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     364000 | PA      | $376971.29     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     761000 | PA      | $728530.69     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-150                                                  | FANNIE MAE FNMA_10-150                                                           | CUSIP: 31397QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      70519 | PA      | $70541.39      | 0.00%             | 2040-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2032330.65    | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     263000 | PA      | $245079.59     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9456708 | PA      | $9420057.36    | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM15 Trust                                                             | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    3381687 | PA      | $3405591.71    | 0.03%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     775000 | PA      | $788902.19     | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2023-6                                                | CUSIP: 465989AA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     785762 | PA      | $797914.57     | 0.01%             | 2053-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                  | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     274840 | PA      | $215112.20     | 0.00%             | 2047-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                  | Anglo American Capital PLC                                                       | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     431000 | PA      | $451036.38     | 0.00%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                 | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    5235000 | PA      | $5295854.47    | 0.04%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_21-PJ3                              | GS MORTGAGE_BACKED SECURITIES GSMBS_21-PJ3                                       | CUSIP: 36262AAT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     609921 | PA      | $502886.04     | 0.00%             | 2051-08-25      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     840000 | PA      | $564888.29     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                       | XEROX CORPORATION                                                                | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    1114334 | PA      | $713173.88     | 0.01%             | 2029-11-19      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                        | FEDERAL HOME LOAN MORTGAGE CORPO                                                 | CUSIP: 3137B8V53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2814591 | PA      | $271901.34     | 0.00%             | 2039-04-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                    | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    1685000 | PA      | $1688777.29    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                           | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1472448.16    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                    | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16003000 | PA      | $16994574.03   | 0.13%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                                | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    4595000 | PA      | $4761270.11    | 0.04%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     835000 | PA      | $856720.38     | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | SEQUOIA MORTGAGE TRUST SEMT_24-3                                                 | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2127301 | PA      | $2147576.39    | 0.02%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380JDW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14090777 | PA      | $496711.16     | 0.00%             | 2059-12-16      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XJ27<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     547080 | PA      | $95446.80      | 0.00%             | 2046-12-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     322863 | PA      | $324176.50     | 0.00%             | 2034-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | FREDDIE MAC - SCRT SCRT_17-3                                                     | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14778696 | PA      | $13601068.48   | 0.10%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                             | SVC ABS LLC                                                                      | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $4416771.04    | 0.03%             | 2056-03-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2873880 | PA      | $2632605.59    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6300000 | PA      | $5457639.73    | 0.04%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2040000 | PA      | $2067173.97    | 0.02%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2103000 | PA      | $2159419.64    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WWCK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     855547 | PA      | $827701.61     | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1116489.48    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                    | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11429755 | PA      | $11638704.65   | 0.09%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     900000 | PA      | $926041.17     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     710000 | PA      | $724900.81     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     130000 | PA      | $150557.87     | 0.00%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51145000 | PA      | $48435913.28   | 0.37%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $656665.87     | 0.00%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                           | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5012009.00    | 0.04%             | 2035-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2880145 | PA      | $2510237.88    | 0.02%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                 | SEVERN TRENT UTILITIES FINANCE PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    1015000 | PA      | $1194705.69    | 0.01%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                          | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    3580000 | PA      | $3781161.40    | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $8544557.00    | 0.06%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5574200 | PA      | $4633512.47    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1047754.55    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $930114.94     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_13-41                                                            | CUSIP: 3136ADT66<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2837784 | PA      | $130389.93     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                          | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                                   | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     490540 | PA      | $384394.55     | 0.00%             | 2064-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                    | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5010687.00    | 0.04%             | 2042-08-19      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3357130 | PA      | $3358180.95    | 0.03%             | 2041-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134                             | CUSIP: 38382JFM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7941123 | PA      | $1327014.79    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    3023000 | PA      | $2976298.28    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_23-3                                        | SEQUOIA MORTGAGE TRUST SEMT_23-3                                                 | CUSIP: 816943BC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1349320 | PA      | $1388467.91    | 0.01%             | 2053-09-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                | CUSIP: 31397UDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2900042 | PA      | $287245.44     | 0.00%             | 2041-06-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FHLMC_4186                                                                       | CUSIP: 3137B0RX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2685569 | PA      | $175365.77     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1720577.14    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                               | ADMI Corp 2021 Term Loan B2                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     180129 | PA      | $170672.42     | 0.00%             | 2027-12-23      | Floating      | 7.16%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1775487 | PA      | $1650198.12    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1175000 | PA      | $1195430.22    | 0.01%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     336000 | PA      | $349393.81     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1437846 | PA      | $1381035.19    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5559568 | PA      | $5141250.15    | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2024-1                                                   | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1861467 | PA      | $1831117.05    | 0.01%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1764000 | PA      | $1817133.69    | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                              | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     750000 | PA      | $746236.86     | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                | Icon Investments Six DAC                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    1474000 | PA      | $1509212.01    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                           | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1940880.78    | 0.01%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1663000 | PA      | $1707668.64    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     744000 | PA      | $778908.49     | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                                                      | Elmwood CLO 40 Ltd                                                               | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20039920.00   | 0.15%             | 2038-03-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $961835.43     | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                            | Ares XXVII CLO Ltd                                                               | CUSIP: 00190YBP9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   12110000 | PA      | $12110000.00   | 0.09%             | 2034-10-28      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16963354 | PA      | $14209191.43   | 0.11%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                                | CUSIP: 36241LJF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     182444 | PA      | $188468.19     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41432.96      | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138ERTC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3967509 | PA      | $3820558.64    | 0.03%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     156000 | PA      | $94876.79      | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94490.18      | 0.00%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 312935C72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124831 | PA      | $129751.82     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                            | Drive Auto Receivables Trust 2024-2                                              | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3755000 | PA      | $3769027.18    | 0.03%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |          1 | NC      | $-24998.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1079670.19    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15495000 | PA      | $14088791.56   | 0.11%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                | Constellation Energy Generation LLC                                              | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1999662.37    | 0.02%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                      | Cenovus Energy Inc                                                               | CUSIP: 15135UAX7<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    3380000 | PA      | $2450047.18    | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                 | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    2438000 | PA      | $2457068.61    | 0.02%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                   | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7309000 | PA      | $7291425.97    | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1348928.60    | 0.01%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     180000 | PA      | $191350.82     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    6392595 | PA      | $6460468.54    | 0.05%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38378U8B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     876450 | PA      | $43978.51      | 0.00%             | 2064-05-20      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                             | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     733000 | PA      | $676976.10     | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                       | BCPE North Star US HoldCo 2 Inc Term Loan                                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     478542 | PA      | $476049.11     | 0.00%             | 2028-06-09      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12585000 | PA      | $11555569.81   | 0.09%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2025-1                                         | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3145000 | PA      | $3187685.51    | 0.02%             | 2035-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                                    | Quartz Acquireco LLC 2025 Term Loan B                                            | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     456393 | PA      | $405048.89     | 0.00%             | 2030-06-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                   | Canadian National Railway Co                                                     | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2228000 | PA      | $2242486.05    | 0.02%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1145568.75    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     296576 | PA      | $292832.19     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                        | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     869000 | PA      | $916927.32     | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13920440 | PA      | $11581894.71   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XJR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15545360 | PA      | $13520201.66   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6003528.00    | 0.05%             | 2038-04-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     627000 | PA      | $650082.83     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4085000 | PA      | $4150556.52    | 0.03%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-7                                                    | CUSIP: 78447KAC6<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |    1335560 | PA      | $1300719.97    | 0.01%             | 2026-05-26      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2567000 | PA      | $2653764.70    | 0.02%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43881000 | PA      | $43771297.50   | 0.33%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2361110.43    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |          1 | NC      | $36504.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     173180 | PA      | $163629.22     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                  | MEXICAN PESO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | MX        |          1 | NC      | $4915.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1673345 | PA      | $1691878.91    | 0.01%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1913874.92    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1901273.09    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22979483 | PA      | $19169661.27   | 0.15%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1098000 | PA      | $1154558.27    | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                               | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $977070.47     | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2282132 | PA      | $2271255.87    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380JLX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6809985 | PA      | $289999.12     | 0.00%             | 2059-12-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-B                                            | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1615000 | PA      | $1632446.85    | 0.01%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82695000 | PA      | $82840362.30   | 0.63%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2492000 | PA      | $1900029.41    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                      | Santos Finance Ltd                                                               | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1340000 | PA      | $1487944.59    | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP LLC                                                  | RESEARCH NOW GROUP LLC                                                           | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |      92705 | PA      | $91314.16      | 0.00%             | 2029-07-16      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1617435 | PA      | $1545878.23    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1498000 | PA      | $1503530.90    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_19-2                                       | FLAGSTAR MORTGAGE TRUST FSMT_19-2                                                | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     790664 | PA      | $742350.53     | 0.01%             | 2049-12-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3297089 | PA      | $3170655.51    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-111                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-111                             | CUSIP: 38384CJJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3251920 | PA      | $3362553.41    | 0.03%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     380000 | PA      | $388806.70     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3372000 | PA      | $3511070.50    | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                               | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3045000 | PA      | $3026309.49    | 0.02%             | 2038-12-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-125                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-125                             | CUSIP: 38383TVZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7647523 | PA      | $1212466.56    | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                             | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1116547.19    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1716199.60    | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     780000 | PA      | $818202.67     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                                                  | CONTRA GCB144A MODIVCA                                                           | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    3187800 | PA      | $4144.14       | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25590663 | PA      | $24888754.55   | 0.19%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                     | FS KKR Capital Corp                                                              | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1098801.12    | 0.01%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                        | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     580000 | PA      | $513063.87     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1219447.28    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     575000 | PA      | $549231.02     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2019-6                                                  | CUSIP: 46651BAY6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     816076 | PA      | $783685.14     | 0.01%             | 2049-12-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                          | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4064356.95    | 0.03%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     403000 | PA      | $420768.36     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1684758.48    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2025-H5 Mortgage Trust                                                     | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3020290 | PA      | $3056029.11    | 0.02%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1513011 | PA      | $1514457.23    | 0.01%             | 2037-06-19      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                  | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1465703.71    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $928761.82     | 0.01%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6873573 | PA      | $6067837.53    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-ATH2                                                                   | CUSIP: 12665WAC4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    4671340 | PA      | $4650945.86    | 0.04%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     697000 | PA      | $718584.00     | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                    | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     925000 | PA      | $1252623.21    | 0.01%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     645000 | PA      | $657676.48     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                              | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     826000 | PA      | $861890.83     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     775000 | PA      | $734854.60     | 0.01%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4100401 | PA      | $3474337.86    | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                      | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     150000 | PA      | $150231.48     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1530285.11    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                                    | Liberty Utilities Co                                                             | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     996000 | PA      | $1028377.24    | 0.01%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                         | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5700000 | PA      | $5891400.30    | 0.04%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1036939.68    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     811256 | PA      | $780995.26     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                   | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     548000 | PA      | $562441.94     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24920000 | PA      | $22864100.00   | 0.17%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1775627.10    | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA_14-3                                                               | GNMA_14-3                                                                        | CUSIP: 38378YYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3083921 | PA      | $3002578.08    | 0.02%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1534417.40    | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                   | Indonesia Government International Bond                                          | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1240664.39    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                    | Republic of Italy Government International Bond                                  | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1200000 | PA      | $915067.91     | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4217000 | PA      | $4184192.77    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10399000 | PA      | $10707027.46   | 0.08%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     950000 | PA      | $1014415.73    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19973998 | PA      | $1092805.42    | 0.01%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                  | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3165994 | PA      | $2788611.22    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13616777 | PA      | $13750075.43   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAB2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    4510574 | PA      | $4292429.08    | 0.03%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                                                  | DARKTRACE FINCO US LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     379560 | PA      | $359633.43     | 0.00%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $3800988.91    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-134                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-134                             | CUSIP: 38384VCE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6943935 | PA      | $597633.23     | 0.00%             | 2054-08-20      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                     | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     770000 | PA      | $821975.00     | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2020-1                                                  | CUSIP: 46651XBH4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     333698 | PA      | $307149.54     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1430818.22    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAE0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1511742.90    | 0.01%             | 2044-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     106266 | PA      | $97368.73      | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13002791 | PA      | $10808438.05   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2021-R3                                                                | CUSIP: 12566LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3252154 | PA      | $3009223.33    | 0.02%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2939000 | PA      | $2949132.03    | 0.02%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                 | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     475000 | PA      | $494875.03     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                      | FREDDIE MAC FHLMC_4627                                                           | CUSIP: 3137BSBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     615872 | PA      | $8501.74       | 0.00%             | 2044-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                          | Merck & Co Inc                                                                   | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2645042.45    | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     683000 | PA      | $691504.56     | 0.01%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4297366.12    | 0.03%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6310000 | PA      | $6310000.63    | 0.05%             | 2035-06-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                     | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1432000 | PA      | $1455804.57    | 0.01%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $1924939.93    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2675000 | PA      | $2739960.10    | 0.02%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                   | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     877902 | PA      | $849053.86     | 0.01%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-100                                                  | FANNIE MAE FNMA_09-100                                                           | CUSIP: 31398GCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1668308 | PA      | $197993.29     | 0.00%             | 2039-12-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1925000 | PA      | $2042766.74    | 0.02%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                           | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     732000 | PA      | $739454.88     | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1683546.21    | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                       | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     788000 | PA      | $821996.90     | 0.01%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1054510.44    | 0.01%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $390182.25     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2025-VIS2                                               | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    5675139 | PA      | $5740332.00    | 0.04%             | 2055-12-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GNMA_19-6                                                               | GNMA_19-6                                                                        | CUSIP: 38381BH98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5974177 | PA      | $737276.13     | 0.01%             | 2049-01-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                   | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    1300000 | PA      | $1421285.66    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                             | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1473624.23    | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3222906 | PA      | $3205472.93    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2701014.64    | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                 | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1508848.65    | 0.01%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                           | BHG Securitization Trust 2025-2CON                                               | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1935955 | PA      | $1967917.92    | 0.01%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6435000 | PA      | $5931433.95    | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14101006 | PA      | $13085134.24   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_05-3032                                                 | FREDDIE MAC FHR_05-3032                                                          | CUSIP: 31396AHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     423625 | PA      | $448893.44     | 0.00%             | 2035-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    2800000 | PA      | $2817530.12    | 0.02%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     728000 | PA      | $698134.39     | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     703000 | PA      | $673927.71     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                              | FREDDIEMAC STRIP FHLMC_364                                                       | CUSIP: 31325XDN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     264073 | PA      | $38480.05      | 0.00%             | 2046-12-15      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6675000 | PA      | $6808897.56    | 0.05%             | 2056-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA_10-135                                                             | GNMA_10-135                                                                      | CUSIP: 38377KY38<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3006712 | PA      | $3016886.30    | 0.02%             | 2040-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                                  | FREDDIE MAC FHLMC_3740                                                           | CUSIP: 3137GAPL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     893042 | PA      | $882534.48     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                                      | Tikehau US CLO III Ltd                                                           | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   15000000 | PA      | $15031650.00   | 0.11%             | 2036-01-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13965.09      | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MCB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2700000 | PA      | $2825720.64    | 0.02%             | 2042-06-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                      | Vertiv Holdings Co                                                               | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2552853.70    | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                              | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1479516.60    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FHLMC_2310                                                              | FHLMC_2310                                                                       | CUSIP: 3133TSQF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      17344 | PA      | $17854.96      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                   | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1040090.78    | 0.01%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1118884.05    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAH0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1279548.88    | 0.01%             | 2058-07-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99787.84      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $790168.49     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | FREDDIE MAC - SCRT SCRT 17-4                                                     | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1841657 | PA      | $1827887.88    | 0.01%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-17                                                   | FANNIE MAE FNMA_12-17                                                            | CUSIP: 3136A4D48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      28320 | PA      | $145.69        | 0.00%             | 2027-03-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     459000 | PA      | $405087.80     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                          | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1629071.82    | 0.01%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                        | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2715000 | PA      | $2768357.22    | 0.02%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.750000 11-MAY-2026 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   60000000 | OU      | $386296.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 39 Ltd/Jersey                                                                | CUSIP: 50204NBA5<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |    8500000 | PA      | $8499957.50    | 0.06%             | 2034-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1368961.91    | 0.01%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2585000 | PA      | $2586902.98    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3493268 | PA      | $3602673.78    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | ONSLOW BAY FINANCIAL LLC OBX_19-INV2                                             | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      63465 | PA      | $59874.76      | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    3138000 | PA      | $2879035.76    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     317193 | PA      | $267251.31     | 0.00%             | 2037-03-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4455040 | PA      | $4397605.07    | 0.03%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                           | AEP Texas Inc                                                                    | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1542671.20    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6050804 | PA      | $6186509.58    | 0.05%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4710000 | PA      | $2274735.36    | 0.02%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                         | SEB Funding LLC                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2070000 | PA      | $2127141.32    | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      25000 | PA      | $25867.85      | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                       | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34700000 | PA      | $32457626.32   | 0.25%             | 2056-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $1848531.08    | 0.01%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380QGX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     703488 | PA      | $702185.05     | 0.01%             | 2070-08-20      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                           | Westlake Corp                                                                    | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3836885.53    | 0.03%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11230619 | PA      | $9309081.85    | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3275704.12    | 0.02%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4446014 | PA      | $4451578.82    | 0.03%             | 2042-11-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H8BN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11969566 | PA      | $267637.10     | 0.00%             | 2032-06-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                       | Tractor Supply Co                                                                | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3478591.17    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                         | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     678165 | PA      | $693386.20     | 0.01%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                  | Export-Import Bank of India                                                      | CUSIP: 30216JAA3<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     860000 | PA      | $857355.83     | 0.01%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44069700 | PA      | $44210860.76   | 0.34%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                        | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                             | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    1620000 | PA      | $1782338.09    | 0.01%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $2434234.52    | 0.02%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | CCUBS_17-C1                                                                      | CUSIP: 12508GAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1505000 | PA      | $1446961.48    | 0.01%             | 2050-11-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     770000 | PA      | $800943.24     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5642113 | PA      | $4482733.17    | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75000000 | PA      | $75058593.75   | 0.57%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1265526.99    | 0.01%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2015-GC31                                    | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     329838 | PA      | $323590.62     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                     | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5395750 | PA      | $5199646.32    | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     635000 | PA      | $636440.84     | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2023-2 LLC                                            | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     597977 | PA      | $600516.23     | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     423000 | PA      | $409317.27     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                    | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1126521.31    | 0.01%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA INC                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |     637325 | PA      | $637057.58     | 0.00%             | 2031-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19860.67      | 0.00%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1769608 | PA      | $1471248.71    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5400000 | PA      | $2535261.91    | 0.02%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22835000 | PA      | $23509346.09   | 0.18%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                          | PSEG Power LLC                                                                   | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1408432.72    | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1711000 | PA      | $1428111.34    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     875000 | PA      | $901752.06     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1827246.09    | 0.01%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2275000 | PA      | $952563.84     | 0.01%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3620000 | PA      | $3762028.31    | 0.03%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-1                                                    | FANNIE MAE FNMA_12-1                                                             | CUSIP: 3136A3TY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     538459 | PA      | $536187.88     | 0.00%             | 2042-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                    | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1736752 | PA      | $1504278.85    | 0.01%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28265000 | PA      | $21494649.22   | 0.16%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2186518.67    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                              | FREDDIEMAC STRIP FHSTR_303                                                       | CUSIP: 31325UEK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7438271 | PA      | $1125145.32    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2025-2                                                | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1440000 | PA      | $1449084.10    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9065932 | PA      | $8243162.31    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                            | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1765199.46    | 0.01%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     363000 | PA      | $324576.02     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2025-2                                 | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4580000 | PA      | $4615164.32    | 0.04%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     512000 | PA      | $489092.81     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                             | ONE Gas Inc                                                                      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     423000 | PA      | $437125.99     | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                  | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1501875.00    | 0.01%             | 2042-02-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2018-C2                                                     | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56050234 | PA      | $872870.30     | 0.01%             | 2051-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3446356.98    | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     900000 | PA      | $942887.39     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1075708.90    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                    | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    3014000 | PA      | $3008924.30    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                   | BANK5 BANK5_24-5YR10                                                             | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1516495.95    | 0.01%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38380VPL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     535125 | PA      | $533803.51     | 0.00%             | 2068-03-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                        | CHARTER COMMUNICATIONS OPERATING                                                 | CUSIP: 000000000<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     657967 | PA      | $657308.94     | 0.00%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                  | Connect Holding II LLC                                                           | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6046188.82    | 0.05%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391LXQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       9363 | PA      | $9809.81       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32165000 | PA      | $25525942.97   | 0.19%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                 | GA Global Funding Trust                                                          | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    2817000 | PA      | $2856631.64    | 0.02%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55                              | CUSIP: 38374VMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1200701 | PA      | $1207221.06    | 0.01%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                        | Delivery Hero SE 2024 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |     927486 | PA      | $924239.58     | 0.01%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QEN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4527696 | PA      | $4000089.04    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GYK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54214 | PA      | $52296.70      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                | eBay Inc                                                                         | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3277625.87    | 0.02%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13858827 | PA      | $11517816.43   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_25-45                                           | MAGNETITE CLO LTD MAGNE_25-45                                                    | CUSIP: 55956CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3910000 | PA      | $3924568.66    | 0.03%             | 2038-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     348000 | PA      | $340629.33     | 0.00%             | 2070-02-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13283893.37   | 0.10%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                                   | OnDeck Asset Securitization IV LLC                                               | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2150000 | PA      | $2161896.60    | 0.02%             | 2032-11-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5093                                                  | FREDDIE MAC FHLMC_5093                                                           | CUSIP: 3137FYJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7261139 | PA      | $1669902.94    | 0.01%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     401000 | PA      | $388064.78     | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                          | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2468843.08    | 0.02%             | 2042-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury STRIPS Coupon                                                      | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1775000 | PA      | $668737.52     | 0.01%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                               | Invitation Homes Operating Partnership LP 2024 Term Loan                         | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    3206777 | PA      | $3198759.98    | 0.02%             | 2028-09-09      | Floating      | 4.51%                 | No            |                  3 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                  | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2958392.31    | 0.02%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                     | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5144276.67    | 0.04%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18950000 | PA      | $17134364.31   | 0.13%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $373348.46     | 0.00%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                               | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3339308.70    | 0.03%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                   | SBNA Auto Lease Trust 2024-A                                                     | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19872 | PA      | $19893.51      | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     382372 | PA      | $386349.88     | 0.00%             | 2045-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     595911 | PA      | $550327.39     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-74                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-74                                 | CUSIP: 3136BJL52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18459371 | PA      | $3880689.48    | 0.03%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                      | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    2015000 | PA      | $2060812.84    | 0.02%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1356818.93    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | SWP: OIS 4.004000 20-DEC-2044 SOF                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |   37895000 | OU      | $731436.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                             | Legacy Mortgage Asset Trust 2025-PR1                                             | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9018440 | PA      | $9056667.64    | 0.07%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_98-17                                                            | CUSIP: 31359TCU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       1419 | PA      | $1422.96       | 0.00%             | 2028-04-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                    | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5228000 | PA      | $5257511.41    | 0.04%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    1777000 | PA      | $1752828.82    | 0.01%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                 | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     500000 | PA      | $351306.92     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                                | RENAISSANCE HOLDING CORP                                                         | CUSIP: 000000000<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     975824 | PA      | $728940.58     | 0.01%             | 2030-04-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A2                                           | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    1111954 | PA      | $1098054.13    | 0.01%             | 2027-02-22      | Floating      | 4.51%                 | No            |                  3 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                                  | NLMT TRUST NLT_25-INV1                                                           | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     631000 | PA      | $640066.14     | 0.00%             | 2070-02-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38376RGS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     626558 | PA      | $30337.89      | 0.00%             | 2065-09-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | FANNIE MAE FNMA_13-35                                                            | CUSIP: 3136ADRN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3020452 | PA      | $216714.08     | 0.00%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     241909 | PA      | $242747.76     | 0.00%             | 2054-05-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31371F3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        229 | PA      | $230.68        | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                     | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     356000 | PA      | $161494.32     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                          | ICG US CLO 2016-1 Ltd                                                            | CUSIP: 44931NBE0<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3252509.00    | 0.02%             | 2034-04-29      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     523000 | PA      | $538309.30     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                | RLI Corp                                                                         | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |     820000 | PA      | $818432.46     | 0.01%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  122930000 | PA      | $121559353.86  | 0.92%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                | Octane Receivables Trust 2025-1                                                  | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4210000 | PA      | $4213643.76    | 0.03%             | 2031-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                               | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |    6434618 | PA      | $6471785.49    | 0.05%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6630494 | PA      | $6586053.75    | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2004450.00    | 0.02%             | 2037-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2893031.01    | 0.02%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31720000 | PA      | $17406350.00   | 0.13%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381D2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10349327 | PA      | $584775.25     | 0.00%             | 2064-03-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     594000 | PA      | $649028.36     | 0.00%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                         | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    1105000 | PA      | $1014434.64    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3132GFTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75087 | PA      | $76173.44      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                         | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     145954 | PA      | $141106.57     | 0.00%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2584329.55    | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                       | NSTAR Electric Co                                                                | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     279000 | PA      | $291928.86     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                             | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     939000 | PA      | $969200.31     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    6438000 | PA      | $6641532.12    | 0.05%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13230000 | PA      | $13854040.58   | 0.11%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2026-1                                                  | CUSIP: 034947AF8<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |    1467220 | PA      | $1468364.57    | 0.01%             | 2071-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1794050.29    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                            | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     225000 | PA      | $235919.13     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5584835 | PA      | $5769531.93    | 0.04%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                         | CAST & CREW LLC                                                                  | CUSIP: 000000000<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     176905 | PA      | $75626.97      | 0.00%             | 2028-12-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                              | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     480000 | PA      | $440849.88     | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                  | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                    | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6910000 | PA      | $6956561.65    | 0.05%             | 2029-04-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5977441 | PA      | $5250025.81    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                            | ING Groep NV                                                                     | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1237081.99    | 0.01%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1774 | NC      | $1393784.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                                              | MFA 2025-NQM2 Trust                                                              | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |    5231681 | PA      | $5302110.75    | 0.04%             | 2070-05-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                               | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2003199.20    | 0.02%             | 2033-07-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                   | CUSIP: 64971XQZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2449940.10    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                         | CUSIP: 38381DMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8851047 | PA      | $584841.77     | 0.00%             | 2063-04-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** COLUMBIA FUNDS SERIES TRUST I

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager