# EDGAR Filing Document

**Accession Number:** 0000816153
**File Stem:** 0001410368-25-029199
**Filing Date:** 2025-11
**Character Count:** 521808
**Document Hash:** 80a16df95bc5f9df55ff7f80158d0c12
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-029199.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-029199

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THORNBURG INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000816153

**ORGANIZATION NAME:**
- **EIN:** 061158764
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05201
- **FILM NUMBER:** 251510276

**BUSINESS ADDRESS:**
- **STREET 1:** 2300 NORTH RIDGETOP ROAD
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87506-8361
- **BUSINESS PHONE:** 5059840200

**MAIL ADDRESS:**
- **STREET 1:** 2300 NORTH RIDGETOP ROAD
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87506-8361

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** THORNBURG INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIMITED TERM TRUST
- **DATE OF NAME CHANGE:** 19870816

## Series and Classes Contracts Data

### Thornburg Strategic Income Fund (Series ID: S000020097)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000056389 | Thornburg Strategic Income Fund - Class A  | TSIAX           |
| C000056390 | Thornburg Strategic Income Fund - Class C  | TSICX           |
| C000056391 | Thornburg Strategic Income Fund - Class I  | TSIIX           |
| C000113850 | Thornburg Strategic Income Fund - Class R3 | TSIRX           |
| C000113851 | Thornburg Strategic Income Fund - Class R5 | TSRRX           |
| C000136850 | Thornburg Strategic Income Fund - Class R4 | TSRIX           |
| C000177481 | Thornburg Strategic Income Fund - Class R6 | TSRSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** THORNBURG INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-05201

- **c. CIK number of Registrant:** 0000816153

- **d. LEI of Registrant:** 5493001XM52H8S4WYY82

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

  - **Street Address 1:** 2300 NORTH RIDGETOP ROAD

  - **City:** SANTA FE

  - **State:** NM

  - **Foreign country:** US

  - **Zip / Postal Code:** 87506-8361

  - **Telephone number:** 505-984-0200

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

- **a. Name of Series:** Thornburg Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000020097

- **c. LEI of Series:** 549300DQDM30USQXD355

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10253319055.58

**Total Liabilities:** $110564889.82

**Net Assets:** $10142754165.76

**Delayed Delivery Securities:** $31882463.97

**Cash Not Reported:** $1026396.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17930.83000000 | **1-Year:** -240929.96000000 | **5-Year:** -683212.99000000 | **10-Year:** -472333.93000000 | **30-Year:** -86761.56000000

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

- **3-Month:** -18453.76000000 | **1-Year:** -171729.22000000 | **5-Year:** -333628.74000000 | **10-Year:** -151240.84000000 | **30-Year:** -53675.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113851 | 0.06%                | 1.07%                | 0.79%                |
| Class ID C000056390 | -0.03%               | 1.06%                | 0.61%                |
| Class ID C000136850 | 0.01%                | 1.10%                | 0.73%                |
| Class ID C000056391 | 0.06%                | 1.16%                | 0.79%                |
| Class ID C000056389 | 0.03%                | 1.12%                | 0.76%                |
| Class ID C000113850 | 0.01%                | 1.10%                | 0.65%                |
| Class ID C000177481 | 0.07%                | 1.16%                | 0.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1960962.52             | $-37275940.01                              |
| Month 2  | $-1970511.41             | $75699065.59                               |
| Month 3  | $7583087.27              | $26089660.76                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNOCO LP                                               | Sunoco LP                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1897000 | PA      | $1930804.54   | 0.02%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust 2019-1                                    | CUSIP: 16159WBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       663465 | PA      | $580383.77    | 0.01%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBM2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    149163298 | PA      | $1415604.44   | 0.01%             | 2051-12-30      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J2                                                           | CUSIP: 12568PBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94779912 | PA      | $1353466.62   | 0.01%             | 2051-01-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                   | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      6643000 | PA      | $6715873.71   | 0.07%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                     | El Paso Natural Gas Co LLC                                                  | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1989000 | PA      | $1833062.40   | 0.02%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                 | United Auto Credit Securitization Trust 2022-1                              | CUSIP: 90944DAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        37000 | PA      | $1288568.18   | 0.01%             | 2028-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RPL2 LLC                                                          | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8228720 | PA      | $8096029.29   | 0.08%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                   | Whistler Pipeline LLC                                                       | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5146650.00   | 0.05%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4861000 | PA      | $4149641.26   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                       | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     19170000 | PA      | $19939675.50  | 0.20%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2023-B                                             | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8221739 | PA      | $8128908.43   | 0.08%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                  | Skyworks Solutions Inc                                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |      2701000 | PA      | $2655812.27   | 0.03%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc 2023 Term Loan B                                          | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |      4974684 | PA      | $4973439.87   | 0.05%             | 2031-01-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2018-INV1                                                         | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       127174 | PA      | $118963.48    | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       842000 | PA      | $726641.12    | 0.01%             | 2059-09-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      8840000 | PA      | $9279701.60   | 0.09%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2021-FL3 Ltd                                            | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1105579 | PA      | $1104973.33   | 0.01%             | 2039-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust                      | Prosper Marketplace Issuance Trust Series 2024-1                            | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       253369 | PA      | $253502.42    | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2021-AFC1 Trust                                                       | CUSIP: 69357TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2729000 | PA      | $1917538.13   | 0.02%             | 2056-08-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2022-INV1                                     | CUSIP: 17290FBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178366634 | PA      | $2873129.74   | 0.03%             | 2051-11-27      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                  | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     11370000 | PA      | $11742140.10  | 0.12%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                                 | PowerPay Issuance Trust 2024-1                                              | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5160137 | PA      | $5283475.45   | 0.05%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                           | Radian Mortgage Capital Trust 2024-J2                                       | CUSIP: 75023WAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11182377 | PA      | $11235079.39  | 0.11%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                        | MercadoLibre Inc                                                            | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |      6460000 | PA      | $6405477.60   | 0.06%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                      | RGA Global Funding                                                          | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      9687000 | PA      | $9184632.18   | 0.09%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140QNL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23262891 | PA      | $19697418.57  | 0.19%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS                                 | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp           | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       725000 | PA      | $723695.00    | 0.01%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2023-3                                           | CUSIP: 46656RAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6364644 | PA      | $6402370.64   | 0.06%             | 2053-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                        | NetCredit Combined Receivables 2024 LLC                                     | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       419822 | PA      | $420977.80    | 0.00%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140GTAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4472102 | PA      | $4328134.94   | 0.04%             | 2047-04-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      7440000 | PA      | $7270368.00   | 0.07%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2014-A                                        | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       267727 | PA      | $261619.63    | 0.00%             | 2035-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                               | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     16591000 | PA      | $16560638.47  | 0.16%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust                  | National Collegiate Student Loan Trust 2006-4                               | CUSIP: 63543WAD3<br>LEI: 635400VHKJCABQGBTP36 | Long             | ABS-O            | CORP              | US        |      1148047 | PA      | $1141755.26   | 0.01%             | 2032-05-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                               | Qorvo Inc                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     26626000 | PA      | $24482074.48  | 0.24%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Mortgage Finance Corp                                                 | CUSIP: 16164AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1935525 | PA      | $1785826.67   | 0.02%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2021-A                                                   | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2433518 | PA      | $2248244.98   | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                    | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      3650000 | PA      | $3653066.00   | 0.04%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1370000 | PA      | $1381795.70   | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-1                                             | CUSIP: 03464BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4575000 | PA      | $3612526.69   | 0.04%             | 2066-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                 | Southern Co Gas Capital Corp                                                | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      6950000 | PA      | $7133202.00   | 0.07%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc       | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24136000 | PA      | $25393726.96  | 0.25%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2020-2                                 | CUSIP: 24380NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4825000 | PA      | $4876052.84   | 0.05%             | 2065-05-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10950000 | PA      | $11138230.50  | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc Term Loan B                                          | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      3473750 | PA      | $3473750.00   | 0.03%             | 2031-10-30      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                            | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     13175000 | PA      | $14004893.25  | 0.14%             | 2032-01-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                      | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3590000 | PA      | $3823170.50   | 0.04%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-3                                         | CUSIP: 91679LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4229249 | PA      | $4205765.82   | 0.04%             | 2031-07-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2669946.60   | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2021-5                                  | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12695174 | PA      | $10798840.87  | 0.11%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                      | CNA Financial Corp                                                          | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      6785000 | PA      | $6847557.70   | 0.07%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2019-2                                              | CUSIP: 33852BAQ8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      3338128 | PA      | $3025426.95   | 0.03%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Foresea Holding SA                                      | Foresea Holding SA                                                          | CUSIP: 262051105<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |         1927 | NS      | $61085.90     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Berry Global Inc                                        | Berry Global Inc                                                            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     12729000 | PA      | $12728363.55  | 0.13%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Foresea Holding SA                                      | Foresea Holdings SA                                                         | CUSIP: 262051204<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        17351 | NS      | $550026.70    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2025-CCM1                                          | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21469056 | PA      | $21699157.90  | 0.21%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                            | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      7001000 | PA      | $7466986.56   | 0.07%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                        | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      3540000 | PA      | $3752470.80   | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2021-B Trust                                 | CUSIP: 83405N106<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |        90000 | PA      | $2356142.13   | 0.02%             | 2047-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Bonds                                       | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59782843 | PA      | $35344270.57  | 0.35%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2021-INV1                               | CUSIP: 64829WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89920622 | PA      | $3259343.81   | 0.03%             | 2051-06-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     11254000 | PA      | $10715833.72  | 0.11%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                  | Constellation Software Inc/Canada                                           | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |      9218000 | PA      | $9411209.28   | 0.09%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ATLAS US ROYALTY PARTICIPATION                          | ATLAS US ROYALTY PARTICIPATION                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5450000 | PA      | $545.00       | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                      | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1955520.00   | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                         | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                 | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     14925000 | PA      | $14893956.00  | 0.15%             | 2032-02-13      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140K6DC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3435844 | PA      | $3406080.77   | 0.03%             | 2048-03-01      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                       | Entergy Texas Inc                                                           | CUSIP: 29365TAL8<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      5866000 | PA      | $5704919.64   | 0.06%             | 2026-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-4                                  | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       541415 | PA      | $519780.14    | 0.01%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                        | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     11067000 | PA      | $11060249.13  | 0.11%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2               | CUSIP: 35563PX46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13187016 | PA      | $11360336.24  | 0.11%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                      | Century Plaza Towers 2019-CPT                                               | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5080000 | PA      | $4667411.59   | 0.05%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                | Summit Midstream Holdings LLC                                               | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4974205.50   | 0.05%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                             | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     16000000 | PA      | $15546880.00  | 0.15%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2021-2                                             | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       839636 | PA      | $801388.38    | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC       | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13948000 | PA      | $13946884.16  | 0.14%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Acquisition Company, LLC           | Spruce Hill Mortgage Loan Trust 2020-SH2                                    | CUSIP: 85214RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2593966 | PA      | $2589524.41   | 0.03%             | 2055-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2021-NQM4                                      | CUSIP: 45276JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3413696 | PA      | $2959911.93   | 0.03%             | 2057-01-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                  | Crossroads Asset Trust 2022-A                                               | CUSIP: 22767DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       162122 | PA      | $162289.71    | 0.00%             | 2031-04-21      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                             | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      4150000 | PA      | $3974787.00   | 0.04%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J1                                                           | CUSIP: 12559YBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       161529 | PA      | $103548.13    | 0.00%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC       | EDvestinU Private Education Loan Issue No 3 LLC                             | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13346393 | PA      | $12313634.35  | 0.12%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000000 | PA      | $15401718.00  | 0.15%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1181348 | PA      | $1033151.54   | 0.01%             | 2050-10-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                   | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      5414000 | PA      | $4914396.08   | 0.05%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                  | Edgewell Personal Care Co                                                   | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      9892000 | PA      | $9862126.16   | 0.10%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2021-1                                               | CUSIP: 57110N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         9520 | PA      | $129416.85    | 0.00%             | 2031-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                | Brex Commercial Charge Card Master Trust                                    | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11173000 | PA      | $11242206.57  | 0.11%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                     | Shift4 Payments LLC 2025 Term Loan                                          | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |       250000 | PA      | $251770.00    | 0.00%             | 2032-06-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-NQM5 Trust                                                        | CUSIP: 12663DAE4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      3123692 | PA      | $3110831.51   | 0.03%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-1 LLC                                                             | CUSIP: 69382GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21240087 | PA      | $21236327.84  | 0.21%             | 2030-04-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                          | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163850790 | PA      | $146393055.33 | 1.44%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                            | Veros Auto Receivables Trust 2025-1                                         | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13969661 | PA      | $13979405.40  | 0.14%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4323650.00   | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J2                                                           | CUSIP: 12568PCK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       164000 | PA      | $77315.38     | 0.00%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                         | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      3670000 | PA      | $3711801.30   | 0.04%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAD9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  92000000000 | PA      | $7742224.45   | 0.08%             | 2028-02-25      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2020-A                                                   | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2378026 | PA      | $2323364.04   | 0.02%             | 2046-07-17      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| MALAMUTE ENERGY, INC.                                   | MALAMUTE ENERGY, INC.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          847 | NS      | $847.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2020-2                                        | CUSIP: 81882JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       783475 | PA      | $730538.49    | 0.01%             | 2065-05-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2021-B Trust                                 | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     13298549 | PA      | $11660695.41  | 0.11%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                              | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     17803038 | PA      | $17810514.78  | 0.18%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                        | Enstar Group Ltd                                                            | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     12701000 | PA      | $11353169.88  | 0.11%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                               | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13223000 | PA      | $13097645.96  | 0.13%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                              | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9034000 | PA      | $9270961.82   | 0.09%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-NQM1 Trust                                                        | CUSIP: 36167TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6112000 | PA      | $4529657.78   | 0.04%             | 2066-01-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| CALAMOS STRATEGIC TOTAL RETURN                          | CALAMOS STRATEGIC TOTAL RETURN                                              | CUSIP: 000000000<br>LEI: 54930048NQ2YBS3TXW78 | Long             | EP               | CORP              | US        |       510000 | NS      | $12877500.00  | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J1                                                           | CUSIP: 12559YAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12270702 | PA      | $259013.67    | 0.00%             | 2049-10-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                              | ATLX 2024-RPL1 Trust                                                        | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11186501 | PA      | $10843764.09  | 0.11%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                     | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4750000 | PA      | $4815502.50   | 0.05%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      2950000 | PA      | $3032246.00   | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                | First American Financial Corp                                               | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      1457000 | PA      | $1409195.83   | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                           | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2382806.26   | 0.02%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                     | Homeward Opportunities Fund I Trust 2020-2                                  | CUSIP: 43789XAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21906281 | PA      | $21522001.02  | 0.21%             | 2065-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                             | CHNGE Mortgage Trust 2022-1                                                 | CUSIP: 17030JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4700000 | PA      | $3926264.38   | 0.04%             | 2067-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2019-1                                                | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       445150 | PA      | $433754.60    | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      4945000 | PA      | $4865138.25   | 0.05%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2023-3                                               | CUSIP: 816943BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6563816 | PA      | $6664375.80   | 0.07%             | 2053-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                              | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                  | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      1193319 | PA      | $1193700.99   | 0.01%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      6386000 | PA      | $5881442.14   | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2020-2                   | CUSIP: 35564CGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4755632 | PA      | $4386956.18   | 0.04%             | 2030-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5198300.00   | 0.05%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      9750000 | PA      | $9747465.00   | 0.10%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                            | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2232000 | PA      | $2214434.16   | 0.02%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1859783 | PA      | $57288.77     | 0.00%             | 2050-10-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                                          | AMCR ABS TRUST 2024-A                                                       | CUSIP: 00178EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       739101 | PA      | $741475.89    | 0.01%             | 2031-08-18      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                          | Becle SAB de CV                                                             | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     34064000 | PA      | $29378837.44  | 0.29%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                       | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    166406848 | PA      | $167206381.32 | 1.65%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  1 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2025-B LLC                                                     | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      7850000 | PA      | $7883434.09   | 0.08%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      4408000 | PA      | $4559150.32   | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                        | First Investors Auto Owner Trust 2022-1                                     | CUSIP: 32057KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $5005298.25   | 0.05%             | 2029-06-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2017-5                                             | CUSIP: 46590YAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3073715 | PA      | $2375570.43   | 0.02%             | 2048-10-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| SKY1 Trust                                              | SKY Trust 2025-LINE                                                         | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19547018 | PA      | $19499941.16  | 0.19%             | 2042-04-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                                | Nufarm Australia Ltd / Nufarm Americas Inc                                  | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     12383000 | PA      | $11338865.44  | 0.11%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                           | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      3395000 | PA      | $3389194.55   | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2021-P4                                      | CUSIP: 14687KAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         8250 | PA      | $1008029.42   | 0.01%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  45000000000 | PA      | $2866903.69   | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM                                        | Summit Midstream Corp                                                       | CUSIP: 86614G200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        21140 | NS      | $3402597.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                  | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     17229000 | PA      | $17119251.27  | 0.17%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                    | CUSIP: 38381QG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24713903 | PA      | $24749787.33  | 0.24%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2023-BRK2                                                         | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4250000 | PA      | $4469694.53   | 0.04%             | 2038-10-05      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc                                                            | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8650000 | PA      | $8724995.50   | 0.09%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM4                                      | CUSIP: 45276NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3221530 | PA      | $3207770.73   | 0.03%             | 2067-06-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     36873000 | PA      | $22455736.76  | 0.22%             | 2033-11-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2932477 | PA      | $2010550.03   | 0.02%             | 2050-10-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      6184000 | PA      | $6414539.52   | 0.06%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HAMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7257000 | PA      | $7589882.87   | 0.07%             | 2031-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2017-7                                               | CUSIP: 81746GCD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1171255 | PA      | $1048284.74   | 0.01%             | 2047-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     14260707 | PA      | $14259994.37  | 0.14%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2008-2                                               | CUSIP: 784442AC9<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |        27999 | PA      | $27967.02     | 0.00%             | 2023-04-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                             | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |     16980000 | PA      | $17089678.91  | 0.17%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                | Horace Mann Educators Corp                                                  | CUSIP: 440327AK0<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |      3402000 | PA      | $3399550.56   | 0.03%             | 2025-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                     | NOVA Chemicals Corp                                                         | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     17905000 | PA      | $17957103.55  | 0.18%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                | Brookfield Asset Management Ltd                                             | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      8500000 | PA      | $8891510.00   | 0.09%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                  | Reliance Standard Life Global Funding II                                    | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22908000 | PA      | $22944881.88  | 0.23%             | 2026-02-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2565072.00   | 0.03%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                      | Southwest Gas Corp                                                          | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      3026000 | PA      | $2906351.96   | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                    | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     23462000 | PA      | $23985202.60  | 0.24%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                           | First Republic Mortgage Trust 2020-1                                        | CUSIP: 33616LAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       755000 | PA      | $515262.96    | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                     | Oportun Issuance Trust 2021-C                                               | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7288174 | PA      | $7172549.08   | 0.07%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      2625000 | PA      | $2720838.75   | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51551000 | PA      | $52034290.63  | 0.51%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                         | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      4441000 | PA      | $4542210.39   | 0.04%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                 | Public Service Co of Oklahoma                                               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6129780.00   | 0.06%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                 | Lendingpoint 2021-B Asset Securitization Trust                              | CUSIP: 52607HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $1197559.50   | 0.01%             | 2029-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                     | Homeward Opportunities Fund Trust 2022-1                                    | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4449323 | PA      | $4432508.52   | 0.04%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5            | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2624136 | PA      | $2624091.36   | 0.03%             | 2040-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                | Genpact Luxembourg SARL/Genpact USA Inc                                     | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1626000 | PA      | $1602260.40   | 0.02%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J2                                                           | CUSIP: 12568PCL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       654523 | PA      | $262216.51    | 0.00%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2021-J2                                       | CUSIP: 17329MDU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2281541 | PA      | $1081622.97   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                    | Hercules Capital Inc                                                        | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     12212000 | PA      | $11996702.44  | 0.12%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                  | Protective Life Global Funding                                              | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      4850000 | PA      | $5028771.00   | 0.05%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                | LKQ Corp                                                                    | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     10840000 | PA      | $11567472.40  | 0.11%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GABELLI DVD & INC TR                                    | Gabelli Dividend & Income Trust/The                                         | CUSIP: 36242H872<br>LEI: 549300082N1MHBT8NI60 | Long             | EP               | CORP              | US        |          864 | NS      | $20978784.00  | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $6770375.00   | 0.07%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     18400000 | PA      | $19493512.00  | 0.19%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                               | Avnet Inc                                                                   | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     14700000 | PA      | $15289470.00  | 0.15%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                      | CUSIP: 95003KAX0<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     79384020 | PA      | $2271518.17   | 0.02%             | 2051-08-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     10588000 | PA      | $11474427.36  | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                      | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      4800000 | PA      | $4796304.00   | 0.05%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                      | CUSIP: 95003KBL5<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      1574579 | PA      | $1291501.86   | 0.01%             | 2051-08-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-7                                             | CUSIP: 46591XCM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       581120 | PA      | $282877.31    | 0.00%             | 2051-01-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                     | Avery Dennison Corp                                                         | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     16449000 | PA      | $17375243.19  | 0.17%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBV2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     12331699 | PA      | $132248.84    | 0.00%             | 2051-12-30      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                      | RGA Global Funding                                                          | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4151320.00   | 0.04%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1016160.00   | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                           | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       900000 | PA      | $908082.00    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                         | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      7233000 | PA      | $6989464.89   | 0.07%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                   | One Bryant Park Trust 2019-OBP                                              | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26914348 | PA      | $24766706.30  | 0.24%             | 2054-09-15      | Fixed         | 2.52%                 | 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        |     18140000 | PA      | $18921471.20  | 0.19%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2021-INV2                                 | CUSIP: 58549XBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89212322 | PA      | $375012.91    | 0.00%             | 2051-08-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                 | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      6500000 | PA      | $6378840.00   | 0.06%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3750000 | PA      | $3794238.30   | 0.04%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2015-4                                             | CUSIP: 46644VBT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       830166 | PA      | $609590.37    | 0.01%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                              | Upstart Pass-Through Trust Series 2020-ST5                                  | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        70650 | PA      | $70448.96     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2022-1                                        | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2357078 | PA      | $2354030.36   | 0.02%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBE0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      2459497 | PA      | $2024767.34   | 0.02%             | 2051-12-30      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KBG0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     21775391 | PA      | $718222.08    | 0.01%             | 2050-08-25      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2021-J2                                       | CUSIP: 17329MCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10550858 | PA      | $9449521.79   | 0.09%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2021-RN3 LLC                                                           | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8009366 | PA      | $8012300.63   | 0.08%             | 2051-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2019-55HY Mortgage Trust                                       | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5870000 | PA      | $5497240.03   | 0.05%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140XPTP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26185590 | PA      | $22097906.42  | 0.22%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ECAF LTD                                                | ECAF I Ltd                                                                  | CUSIP: 26827EAE5<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |      4600060 | PA      | $2116027.61   | 0.02%             | 2040-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                            | SAFCO Auto Receivables Trust 2024-1                                         | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       649577 | PA      | $650016.01    | 0.01%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      2902000 | PA      | $2915117.04   | 0.03%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                         | Cogent Ipv4 LLC                                                             | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4370000 | PA      | $4537399.71   | 0.04%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                    | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7698922.00   | 0.08%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                         | TMS Issuer Sarl                                                             | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |     10700000 | PA      | $11207608.00  | 0.11%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                            | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6607424.00   | 0.07%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                          | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      7973000 | PA      | $7815214.33   | 0.08%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM4                                      | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10635749 | PA      | $10593197.53  | 0.10%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                     | Block Financial LLC                                                         | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3605000 | PA      | $3419054.10   | 0.03%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2021-INV3                                 | CUSIP: 585491BZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1855078 | PA      | $1039483.25   | 0.01%             | 2051-10-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                             | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      8460000 | PA      | $8416346.40   | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                   | CUSIP: 31342WA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2976867 | PA      | $2906874.33   | 0.03%             | 2047-10-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                     | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1980217 | PA      | $1945886.40   | 0.02%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9391000 | PA      | $9560601.46   | 0.09%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9939778 | PA      | $554343.42    | 0.01%             | 2059-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59640000 | PA      | $61671487.50  | 0.61%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Trust 2023-5                                                 | CUSIP: 69546PAC4<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      3416820 | PA      | $3429571.46   | 0.03%             | 2031-04-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34551964 | PA      | $29253554.26  | 0.29%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $7395122.05   | 0.07%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                         | Stack Infrastructure Issuer LLC                                             | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |      7500000 | PA      | $7392986.10   | 0.07%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust                  | National Collegiate Student Loan Trust 2006-1                               | CUSIP: 63543PCD6<br>LEI: 635400ZLDAQQL4PJBJ98 | Long             | ABS-O            | CORP              | US        |      7769364 | PA      | $7687295.00   | 0.08%             | 2033-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                    | Prologis Targeted US Logistics Fund LP                                      | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |      5530000 | PA      | $5703310.20   | 0.06%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                      | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8903818 | PA      | $9101158.01   | 0.09%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                   | TRK 2022-INV2 Trust                                                         | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8876941 | PA      | $8857663.13   | 0.09%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                     | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      8690000 | PA      | $8901427.70   | 0.09%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     16822511 | PA      | $15289475.94  | 0.15%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                           | First Republic Mortgage Trust 2020-1                                        | CUSIP: 33616LAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1325000 | PA      | $1182584.50   | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                         | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       521000 | PA      | $531274.12    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10238765 | PA      | $102.39       | 0.00%             | 2059-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                     | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      9223000 | PA      | $9247533.18   | 0.09%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                             | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     17665000 | PA      | $17118091.60  | 0.17%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                               | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      5106000 | PA      | $5249580.72   | 0.05%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                   | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2083000 | PA      | $2157050.65   | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                          | Globe Life Inc                                                              | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |      7582000 | PA      | $7958143.02   | 0.08%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      4875000 | PA      | $4821570.00   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                      | nVent Finance Sarl                                                          | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3011970.00   | 0.03%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2024-RPL1                    | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20420322 | PA      | $19979327.87  | 0.20%             | 2064-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                  | Sable International Finance Ltd                                             | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      1500000 | PA      | $1521135.00   | 0.01%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                             | CHNGE Mortgage Trust 2022-1                                                 | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17125861 | PA      | $16528696.90  | 0.16%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2022-J1                                       | CUSIP: 17330CCU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       700598 | PA      | $371484.91    | 0.00%             | 2052-02-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| POSCO                                                   | POSCO                                                                       | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      2350000 | PA      | $2358131.00   | 0.02%             | 2026-01-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                    | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      9835000 | PA      | $10167423.00  | 0.10%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                             | Visio 2022-1 Trust                                                          | CUSIP: 92838CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $9964817.90   | 0.10%             | 2057-08-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      5202000 | PA      | $4918595.04   | 0.05%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                   | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       656000 | PA      | $595208.48    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                | Tucson Electric Power Co                                                    | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      8325000 | PA      | $8480760.75   | 0.08%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                            | WB Commercial Mortgage Trust 2024-HQ                                        | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4050000 | PA      | $4056559.54   | 0.04%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      3044000 | PA      | $3158150.00   | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                  | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4                  | CUSIP: 59020ULT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |        29292 | PA      | $27739.54     | 0.00%             | 2034-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-2                                             | CUSIP: 46655DCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1806360 | PA      | $747239.73    | 0.01%             | 2052-08-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                            | METLIFE SECURITIZATION TRUST 2019-1                                         | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       215062 | PA      | $213358.29    | 0.00%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     17215000 | PA      | $17211212.70  | 0.17%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                  | Service Experts Issuer 2021-1 LLC                                           | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6059859 | PA      | $5945705.93   | 0.06%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-3                            | CUSIP: 382371AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3977630 | PA      | $2275846.54   | 0.02%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       800614 | PA      | $122008.25    | 0.00%             | 2050-10-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST                                  | Towd Point Asset Trust 2021-SL1                                             | CUSIP: 89179XAL9<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |       900740 | PA      | $899793.77    | 0.01%             | 2061-11-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KBH8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      3731719 | PA      | $100816.85    | 0.00%             | 2050-08-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                          | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6360960.00   | 0.06%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                              | Sodexo Inc                                                                  | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6138600.00   | 0.06%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORPORATION                           | Champ Acquisition Corporation 2024 Term Loan B                              | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6943553 | PA      | $6982645.67   | 0.07%             | 2031-11-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6770724 | PA      | $6936488.09   | 0.07%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL   | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     24655000 | PA      | $24346319.40  | 0.24%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2022-A                                             | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3355901 | PA      | $3267459.22   | 0.03%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                           | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      5181000 | PA      | $5321197.86   | 0.05%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                    | Protective Life Corp                                                        | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      4902000 | PA      | $4692586.56   | 0.05%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2025-R1                                           | CUSIP: 89183DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17735518 | PA      | $15790669.29  | 0.16%             | 2057-11-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2020-EXP1                                     | CUSIP: 17328JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17035357 | PA      | $548368.13    | 0.01%             | 2060-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5053850.00   | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                              | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      5961000 | PA      | $6045526.98   | 0.06%             | 2034-08-15      | Fixed         | 5.05%                 | 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        |      1697592 | PA      | $1297506.66   | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-RPL1 Trust                                                         | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12228485 | PA      | $11896049.70  | 0.12%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     16224000 | PA      | $16804819.20  | 0.17%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                 | PPL Capital Funding Inc                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4090880.00   | 0.04%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                              | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      4673000 | PA      | $4689262.04   | 0.05%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust            | Arivo Acceptance Auto Loan Receivables Trust 2024-1                         | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1394493 | PA      | $1400470.54   | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132E0T85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39401132 | PA      | $33362171.83  | 0.33%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                  | Cascade MH Asset Trust 2021-MH1                                             | CUSIP: 14731QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1936119 | PA      | $1772044.73   | 0.02%             | 2046-02-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1930000.00   | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                               | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     16900000 | PA      | $15959684.00  | 0.16%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-BPNY                                                              | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     12573585 | PA      | $11968847.04  | 0.12%             | 2026-08-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC               | Corpay Technologies Operating Company LLC Term Loan B5                      | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      9925000 | PA      | $9906440.25   | 0.10%             | 2028-04-28      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                               | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4857139 | PA      | $4873290.00   | 0.05%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                  | Gulfstream Natural Gas System LLC                                           | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3584000 | PA      | $3585720.32   | 0.04%             | 2025-11-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      2680000 | PA      | $2714598.80   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                         | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      5000000 | PA      | $5220600.00   | 0.05%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                     | NuStar Logistics LP                                                         | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4010920.00   | 0.04%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBN0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     11278691 | PA      | $335987.70    | 0.00%             | 2051-12-30      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-2                                             | CUSIP: 46655DCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1646811 | PA      | $1078023.57   | 0.01%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QQG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4358276 | PA      | $4138855.76   | 0.04%             | 2051-11-01      | Floating      | 1.90%                 | 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        |       895914 | PA      | $892002.20    | 0.01%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                 | Verdant Receivables 2023-1 LLC                                              | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5203092 | PA      | $5293152.56   | 0.05%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2019-A                                         | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       436603 | PA      | $432933.89    | 0.00%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2023-I2                                                           | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9826071 | PA      | $9907240.29   | 0.10%             | 2067-12-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                    | Mercury General Corp                                                        | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |      9408000 | PA      | $9367921.92   | 0.09%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE                                 | Mid-Atlantic Interstate Transmission LLC                                    | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       945000 | PA      | $943951.05    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                    | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     11803000 | PA      | $11731473.82  | 0.12%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6440000 | PA      | $6629851.20   | 0.07%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust             | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust                       | CUSIP: 38149XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        41500 | PA      | $1756373.38   | 0.02%             | 2051-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000000 | PA      | $17397452.40  | 0.17%             | 2042-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                 | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     12684000 | PA      | $13278372.24  | 0.13%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                               | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      9739000 | PA      | $9976631.60   | 0.10%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                     | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      9175000 | PA      | $9241977.50   | 0.09%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                | Horace Mann Educators Corp                                                  | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6437580.00   | 0.06%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                           | TIAA Bank Mortgage Loan Trust 2018-2                                        | CUSIP: 886312CD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2219933 | PA      | $2028726.53   | 0.02%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                         | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      6480000 | PA      | $6305817.60   | 0.06%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1895744.00   | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                              | ATLX 2024-RPL2 Trust                                                        | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10796869 | PA      | $10386082.31  | 0.10%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust                                  | Towd Point Asset Trust 2021-SL1                                             | CUSIP: 89179XAD7<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |     11986000 | PA      | $11791826.80  | 0.12%             | 2061-11-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000000 | PA      | $39603312.00  | 0.39%             | 2040-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| American Tower Trust I                                  | American Tower Trust #1                                                     | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |     14250000 | PA      | $14007601.80  | 0.14%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                             | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     16087000 | PA      | $15647664.03  | 0.15%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     12321000 | PA      | $12220337.43  | 0.12%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                         | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      4230769 | PA      | $4965249.90   | 0.05%             | 2025-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                        | LEX 2024-BBG Mortgage Trust                                                 | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5400000 | PA      | $5435649.94   | 0.05%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     98800000 | PA      | $17529267.06  | 0.17%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                     | Xerox Holdings Corp 2023 Term Loan B                                        | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |      9177273 | PA      | $8500448.87   | 0.08%             | 2029-11-19      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                         | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2044640.00   | 0.02%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FCF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1054996 | PA      | $533632.87    | 0.01%             | 2050-11-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                               | BXP Trust 2021-601L                                                         | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6760000 | PA      | $5856882.52   | 0.06%             | 2044-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                            | CUSIP: 66981PAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9343000 | PA      | $9393974.38   | 0.09%             | 2032-12-15      | Fixed         | 9.42%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                                    | Videotron Ltd                                                               | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      7150000 | PA      | $7153360.50   | 0.07%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1591000 | PA      | $1589743.11   | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                  | MPOWER Education Trust 2024-A                                               | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8209504 | PA      | $8583628.79   | 0.08%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2020-2                                              | CUSIP: 61946PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1549937 | PA      | $310526.74    | 0.00%             | 2046-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1998860.00   | 0.02%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                 | Loanpal Solar Loan 2021-2 Ltd                                               | CUSIP: 53948QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2856442 | PA      | $1667392.34   | 0.02%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust            | Arivo Acceptance Auto Loan Receivables Trust 2022-2                         | CUSIP: 04047JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1760000 | PA      | $1795415.16   | 0.02%             | 2029-02-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                  | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1418472.00   | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5            | CUSIP: 46649WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8240000 | PA      | $8225823.74   | 0.08%             | 2040-03-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                | FirstEnergy Pennsylvania Electric Co                                        | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |      5230000 | PA      | $5248880.30   | 0.05%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                   | Brooklyn Union Gas Co/The                                                   | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |      8931000 | PA      | $8897330.13   | 0.09%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                     | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     12074000 | PA      | $12238085.66  | 0.12%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-6                                  | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280916 | PA      | $274933.81    | 0.00%             | 2057-08-27      | Variable      | 4.00%                 | 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        |      1139538 | PA      | $1147755.22   | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                | New York Life Global Funding                                                | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4390408.00   | 0.04%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     19481000 | PA      | $19051833.57  | 0.19%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                    | American National Global Funding                                            | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8340000 | PA      | $8503297.20   | 0.08%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                            | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3390267.00   | 0.03%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                         | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      6687000 | PA      | $6705322.38   | 0.07%             | 2027-02-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust                                  | Sofi Alternative Trust 2019-C                                               | CUSIP: 83406JAA2<br>LEI: 549300FHYBLULHPK5D74 | Long             | ABS-O            | CORP              | US        |     14752601 | PA      | $14631790.35  | 0.14%             | 2045-01-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2023-D                                           | CUSIP: 12598VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5619937 | PA      | $5632304.46   | 0.06%             | 2028-03-15      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                         | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      4917000 | PA      | $4661463.51   | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2023-CCM1                               | CUSIP: 362918AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8549430 | PA      | $8563376.53   | 0.08%             | 2053-08-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                 | New York State Electric & Gas Corp                                          | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15607200.00  | 0.15%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                    | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      3886000 | PA      | $4016491.88   | 0.04%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                         | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1667000 | PA      | $1735296.99   | 0.02%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                           | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |       726000 | PA      | $714529.20    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                   | Theorem Funding Trust 2022-3                                                | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1809224 | PA      | $1834938.72   | 0.02%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                 | Sun Communities Operating LP                                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |      9377000 | PA      | $8481965.35   | 0.08%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      6610000 | PA      | $7263993.40   | 0.07%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      4800000 | PA      | $4824192.00   | 0.05%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                   | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5802804.10   | 0.06%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                        | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4970266.00   | 0.05%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Trust 2025-5                                   | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19579000 | PA      | $19583939.98  | 0.19%             | 2034-06-26      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                        | Black Hills Corp                                                            | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      4371000 | PA      | $4373928.57   | 0.04%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-A LLC                                        | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1891386 | PA      | $1899537.55   | 0.02%             | 2051-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| PERIMETER MASTER NT                                     | PERIMETER MASTER NT                                                         | CUSIP: 71384PAU5<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10121124.00  | 0.10%             | 2029-09-17      | Fixed         | 8.55%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2023-3                                               | CUSIP: 57109RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1037739 | PA      | $1044134.57   | 0.01%             | 2033-09-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1350000 | PA      | $1320732.00   | 0.01%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2024-NQM1 Trust                                                       | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |      7935160 | PA      | $8009890.57   | 0.08%             | 2069-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2671000 | PA      | $1836472.76   | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust             | Goldman Home Improvement Trust 2022-GRN1 Issuer Trust                       | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       986889 | PA      | $986791.36    | 0.01%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                             | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2387000 | PA      | $2459922.85   | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                 | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      2089000 | PA      | $2048703.19   | 0.02%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM6                                      | CUSIP: 45276RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11421006 | PA      | $11380828.34  | 0.11%             | 2067-10-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                     | Rate Mortgage Trust 2022-J1                                                 | CUSIP: 75410RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11101355 | PA      | $9882875.59   | 0.10%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      5520000 | PA      | $5524416.00   | 0.05%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                              | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     26068000 | PA      | $25489290.40  | 0.25%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                    | Pentair Finance Sarl                                                        | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |      9193000 | PA      | $9752669.84   | 0.10%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                            | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      5846800 | PA      | $5433548.18   | 0.05%             | 2036-09-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-5                            | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12558751 | PA      | $10656291.95  | 0.11%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1                    | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12069164 | PA      | $12170330.74  | 0.12%             | 2068-12-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                           | JPMorgan Chase Bank NA - JPMWM                                              | CUSIP: 46591HBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3617360 | PA      | $3584036.80   | 0.04%             | 2051-03-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Trust 2024-1                                   | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4719370 | PA      | $4744526.23   | 0.05%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM1                                      | CUSIP: 452766AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13059488 | PA      | $11874330.62  | 0.12%             | 2067-02-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                     | DataBank Issuer                                                             | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16375000 | PA      | $16379109.14  | 0.16%             | 2054-01-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                       | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5237300.00   | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                         | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       979736 | PA      | $982191.83    | 0.01%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1184144 | PA      | $1045425.08   | 0.01%             | 2050-10-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140LBNF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15746794 | PA      | $10853076.17  | 0.11%             | 2051-03-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                           | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     21000000 | PA      | $21844200.00  | 0.22%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                                        | ENN Clean Energy International Investment Ltd                               | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |      9524000 | PA      | $9446665.12   | 0.09%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                     | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4826195.00   | 0.05%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                 | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1998020.00   | 0.02%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      6085000 | PA      | $5863201.75   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      5775000 | PA      | $5601114.75   | 0.06%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                   | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       970000 | PA      | $996878.70    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                | Genpact Luxembourg SARL/Genpact USA Inc                                     | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4424000 | PA      | $4609454.08   | 0.05%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2021-2                                               | CUSIP: 57108T107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        16347 | PA      | $236795.28    | 0.00%             | 2031-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                | Stewart Information Services Corp                                           | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     16620000 | PA      | $14880052.20  | 0.15%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                   | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     12927000 | PA      | $12975088.44  | 0.13%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2021-INV2                                 | CUSIP: 58549XBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1460776 | PA      | $798253.15    | 0.01%             | 2051-08-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                                 | Peachtree Corners Funding Trust II                                          | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7292000 | PA      | $7654193.64   | 0.08%             | 2035-05-15      | Fixed         | 6.01%                 | 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        |      4495875 | PA      | $4645392.87   | 0.05%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140QMRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36028987 | PA      | $31661978.08  | 0.31%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8373000 | PA      | $8035149.45   | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2024-R1                                                           | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13917237 | PA      | $13864034.42  | 0.14%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                               | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     12301000 | PA      | $12302722.14  | 0.12%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                          | Shellpoint Co-Originator Trust 2016-1                                       | CUSIP: 82281ECA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2144978 | PA      | $1673371.32   | 0.02%             | 2046-11-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      3288928 | PA      | $3206770.75   | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CROSS Mortgage Trust                                    | Cross 2023-H1 Mortgage Trust                                                | CUSIP: 22758CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5453824 | PA      | $5497139.15   | 0.05%             | 2068-03-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     13800000 | PA      | $13609974.00  | 0.13%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                            | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35346000 | PA      | $35023291.02  | 0.35%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2023-C                                             | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8784526 | PA      | $8561435.83   | 0.08%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-2                                  | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4067051 | PA      | $4067371.59   | 0.04%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2023-1 Receivables Funding LLC                             | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1164299 | PA      | $1203485.51   | 0.01%             | 2040-01-20      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7950000 | PA      | $8159721.00   | 0.08%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2021-2                                             | CUSIP: 35042PAD2<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |      3004383 | PA      | $3005697.37   | 0.03%             | 2042-01-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust                   | Harvest Commercial Capital Loan Trust 2024-1                                | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18202192 | PA      | $18651674.76  | 0.18%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                    | CHNGE Mortgage Trust 2023-1                                                 | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5932599 | PA      | $5946345.76   | 0.06%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-NQM4 Trust                                                        | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3120414 | PA      | $2586616.70   | 0.03%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2023-2                                        | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1601646 | PA      | $1622172.98   | 0.02%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Bonds                                       | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57421910 | PA      | $31842243.53  | 0.31%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| AIRBNB INC                                              | Airbnb Inc                                                                  | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1174524.00   | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      3183000 | PA      | $3296442.12   | 0.03%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                           | CUSIP: 36258WAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2051010 | PA      | $264194.28    | 0.00%             | 2050-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST4                              | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5023228 | PA      | $5025685.55   | 0.05%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                               | Knock Issuer Trust 2025-1                                                   | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11200000 | PA      | $11318995.52  | 0.11%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2023-PJ2                                | CUSIP: 362938AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5996961 | PA      | $6017897.22   | 0.06%             | 2053-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                            | VT Topco Inc                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     11362000 | PA      | $11605033.18  | 0.11%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2021-INV2                                 | CUSIP: 58549XBY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       301567 | PA      | $239738.36    | 0.00%             | 2051-08-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | LL ABS Trust 2022-1                                                         | CUSIP: 50203YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1307769 | PA      | $1307769.00   | 0.01%             | 2029-11-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      9605000 | PA      | $9771742.80   | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                       | GREEN INFRASTRUCTURE PARTN INC TERM LOAN B                                  | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      9930000 | PA      | $9930000.00   | 0.10%             | 2032-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                        | Black Hills Corp                                                            | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      6135000 | PA      | $6550584.90   | 0.06%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                       | Ma'aden Sukuk Ltd                                                           | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     26000000 | PA      | $26853580.00  | 0.26%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2021-J3                                       | CUSIP: 17330BDR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       573357 | PA      | $230917.98    | 0.00%             | 2051-09-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                           | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      7985000 | PA      | $8221994.80   | 0.08%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      7818000 | PA      | $7245487.86   | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2021-INV1                               | CUSIP: 64829WBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1125392 | PA      | $913479.24    | 0.01%             | 2051-06-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3950000 | PA      | $3395380.50   | 0.03%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KCA2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       582437 | PA      | $505254.13    | 0.00%             | 2050-08-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                    | Hercules Capital Inc                                                        | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     13651000 | PA      | $13397773.95  | 0.13%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2025-2                                         | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7300000 | PA      | $7343806.42   | 0.07%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                             | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     22174000 | PA      | $22093286.64  | 0.22%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                       | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    139313736 | PA      | $143792455.44 | 1.42%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  1 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                   | Rentokil Terminix Funding LLC                                               | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |     13680000 | PA      | $13947717.60  | 0.14%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                   | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1023550.00   | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                 | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      4056000 | PA      | $4165633.68   | 0.04%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                           | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     29063000 | PA      | $29591655.97  | 0.29%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                           | Commonbond Student Loan Trust 2020-1                                        | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       985429 | PA      | $906445.24    | 0.01%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000000 | PA      | $20825894.50  | 0.21%             | 2043-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust 2020-2                                     | CUSIP: 92838TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       605461 | PA      | $585201.39    | 0.01%             | 2065-04-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1978000 | PA      | $1834214.24   | 0.02%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $27010.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5465000 | PA      | $5501014.35   | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                      | CNO Global Funding                                                          | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $6998624.00   | 0.07%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF URSA VI Funding Trust I                                                 | CUSIP: 05603LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2634596 | PA      | $2650942.45   | 0.03%             | 2031-10-27      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                 | Crown Castle Towers LLC                                                     | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       455000 | PA      | $449683.96    | 0.00%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                   | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      4980000 | PA      | $4946185.80   | 0.05%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2019-NQM3 Trust                                                        | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       382696 | PA      | $374244.45    | 0.00%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM3                                                              | CUSIP: 12660LAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1927245 | PA      | $1655984.78   | 0.02%             | 2066-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8935000 | PA      | $9192506.70   | 0.09%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     13166000 | PA      | $12152349.66  | 0.12%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      4651000 | PA      | $4877643.23   | 0.05%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18083000 | PA      | $17978661.09  | 0.18%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thornburg Capital Management Fund                       | Thornburg Capital Management Fund                                           | CUSIP: 885216739<br>LEI: 549300GLR0WG6ALV5277 | Long             | EC               | RF                | US        |     47353576 | NS      | $473535759.11 | 4.67%             |  |  |  | No            |                  1 | On Loan: No      |
| WHISTLER PIPELINE LLC                                   | Whistler Pipeline LLC                                                       | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      6560000 | PA      | $6818136.00   | 0.07%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                    | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2849490.00   | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust             | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust                       | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1469523 | PA      | $1434983.86   | 0.01%             | 2051-06-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      5400000 | PA      | $5501142.00   | 0.05%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14599065 | PA      | $14764160.30  | 0.15%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM11 Trust                                                        | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |     10141058 | PA      | $10222079.50  | 0.10%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                                  | EverBright Solar Trust 2024-A                                               | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10333504 | PA      | $10178953.29  | 0.10%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                           | DailyPay Securitization Trust 2025-1                                        | CUSIP: 233824AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6015000 | PA      | $6075786.39   | 0.06%             | 2028-06-26      | Fixed         | 8.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust Inc                                           | CUSIP: 17328PCE1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       372000 | PA      | $192091.87    | 0.00%             | 2050-08-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                   | CUSIP: 3128Q2LB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1868722 | PA      | $1921238.62   | 0.02%             | 2048-02-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                            | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      6876000 | PA      | $6714620.28   | 0.07%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-C                                             | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3492023 | PA      | $3491253.13   | 0.03%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2024-1 Mortgage Trust                                                  | CUSIP: 30335JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8827219 | PA      | $8574053.18   | 0.08%             | 2053-10-01      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust Inc                                           | CUSIP: 17328PCD3<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       153000 | PA      | $91267.21     | 0.00%             | 2050-08-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| PEGASUS HAVA TASIMACILIG                                | Pegasus Hava Tasimaciligi AS                                                | CUSIP: 705567AB1<br>LEI: 789000B1MW5PQ58A8T03 | Long             | DBT              | CORP              | TR        |     24600000 | PA      | $25387938.00  | 0.25%             | 2031-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      5579000 | PA      | $5586364.28   | 0.06%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                         | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     13774000 | PA      | $13904439.78  | 0.14%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                         | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     10596000 | PA      | $10522463.76  | 0.10%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2021-1                                             | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |       851503 | PA      | $803071.75    | 0.01%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $2030379.00   | 0.02%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2021-GRN1 Issuer Trust                                                 | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        93609 | PA      | $92625.79     | 0.00%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J1                                                           | CUSIP: 12559YBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       319529 | PA      | $273256.56    | 0.00%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-1745                             | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3682871.52   | 0.04%             | 2036-06-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132DNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4643263 | PA      | $4655111.50   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Trust 2023-6                                                 | CUSIP: 69547UAC2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      2045701 | PA      | $2048753.92   | 0.02%             | 2031-06-16      | Fixed         | 8.49%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2023-3                                         | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       736244 | PA      | $739340.95    | 0.01%             | 2033-10-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5158000.00   | 0.05%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic International Bond                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    315500000 | PA      | $5083507.98   | 0.05%             | 2026-06-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2021-2                                              | CUSIP: 61946RAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9930000 | PA      | $826179.08    | 0.01%             | 2047-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC       | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4725000 | PA      | $4807451.25   | 0.05%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3133N3X25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11379089 | PA      | $9013632.73   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                       | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      4906000 | PA      | $5332331.40   | 0.05%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                 | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      9540000 | PA      | $8881263.00   | 0.09%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2008-5                                               | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |       286542 | PA      | $282546.60    | 0.00%             | 2023-07-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                    | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      4671000 | PA      | $4717056.06   | 0.05%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     14571000 | PA      | $14659300.26  | 0.14%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26208807 | PA      | $22191817.10  | 0.22%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2015-2                                            | CUSIP: 64033QAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1140406 | PA      | $1113500.62   | 0.01%             | 2042-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-LTV2                                        | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11499528 | PA      | $9485032.82   | 0.09%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Upstart Structured Pass-Through Trust                   | Upstart Structured Pass-Through Trust Series 2022-2A                        | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3663004 | PA      | $3649115.62   | 0.04%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      1750000 | PA      | $1776442.50   | 0.02%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                     | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       610000 | PA      | $604894.30    | 0.01%             | 2026-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      9815000 | PA      | $9489043.85   | 0.09%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      3749000 | PA      | $3717658.36   | 0.04%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                   | Fidelis Insurance Holdings Ltd                                              | CUSIP: 31575FAA4<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |      4409000 | PA      | $4413629.45   | 0.04%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPS Servicer Advance Receivables Trust                  | SPS Servicer Advance Receivables Trust                                      | CUSIP: 78472JAE3<br>LEI: 549300W6RZ3B25O0SH56 | Long             | ABS-O            | CORP              | US        |     13355000 | PA      | $13322379.08  | 0.13%             | 2055-11-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      4400000 | PA      | $4361324.00   | 0.04%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48134325 | PA      | $40753112.16  | 0.40%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J1                                                           | CUSIP: 12559YAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10944385 | PA      | $292822.50    | 0.00%             | 2049-10-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                         | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      1401000 | PA      | $1382338.68   | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834AT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $13906066.50  | 0.14%             | 2038-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Proper Pass-Thru Trust II                               | Prosper Pass-Thru Trust II Series 2019-St2                                  | CUSIP: 74361EAB3<br>LEI: 549300DCN6PLVC4QVK93 | Long             | ABS-O            | CORP              | US        |      6385267 | PA      | $0.06         | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                           | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2007200.00   | 0.02%             | 2028-11-19      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2022-1                                        | CUSIP: 78433QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4204000 | PA      | $3005658.21   | 0.03%             | 2062-03-27      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-3                                  | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       631492 | PA      | $610517.83    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | 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        |      4666432 | PA      | $4654019.45   | 0.05%             | 2028-12-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2021-J3                                       | CUSIP: 17330BDP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1032000 | PA      | $564887.18    | 0.01%             | 2051-09-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2021-1                                 | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       418838 | PA      | $398710.87    | 0.00%             | 2065-05-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| LP LMS 2021-2 Asset Securitization Trust                | LP LMS 2021-2 Asset Securitization Trust                                    | CUSIP: 50214JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2947000 | PA      | $1547984.54   | 0.02%             | 2029-01-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-LTV1                                          | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14856246 | PA      | $13165330.21  | 0.13%             | 2052-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                       | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     13300000 | PA      | $10800132.00  | 0.11%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                | NEW YORK TRANSPRTN DEV CORP LEASE REVENUE                                   | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1805000 | PA      | $1769688.79   | 0.02%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-RPL11 Trust                                                       | CUSIP: 12659AAC0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     13004686 | PA      | $10942530.18  | 0.11%             | 2061-10-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      4000000 | PA      | $4077040.00   | 0.04%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                  | Allegion US Holding Co Inc                                                  | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      4659000 | PA      | $4864368.72   | 0.05%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-CHM1 Trust                                                         | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6424112 | PA      | $6377371.35   | 0.06%             | 2056-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                         | Ascot Group Ltd                                                             | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |      6889000 | PA      | $6277050.13   | 0.06%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2021-P3                                      | CUSIP: 14687JAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         9000 | PA      | $895132.34    | 0.01%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                          | ACHV ABS TRUST 2023-4CP                                                     | CUSIP: 00092CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4850000 | PA      | $4948346.36   | 0.05%             | 2030-11-25      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                | Citigroup Global Markets Holdings Inc/United States                         | CUSIP: 17327TJ23<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      4108000 | PA      | $3682706.98   | 0.04%             | 2035-01-29      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J2                                                           | CUSIP: 12568PCM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101345022 | PA      | $1233470.27   | 0.01%             | 2051-01-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                  | Arizona Public Service Co                                                   | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      6776000 | PA      | $7102196.64   | 0.07%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                              | Upstart Pass-Through Trust Series 2021-ST8                                  | CUSIP: 91683LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5400000 | PA      | $796116.60    | 0.01%             | 2029-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10363000.00  | 0.10%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM3                                                              | CUSIP: 12660LAF6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      2650000 | PA      | $2021379.72   | 0.02%             | 2066-04-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                        | Under Armour Inc                                                            | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     17454000 | PA      | $17256071.64  | 0.17%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-3                                             | CUSIP: 46592ABL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7755298 | PA      | $43428.12     | 0.00%             | 2050-08-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-RPL1 Trust                                                        | CUSIP: 693989AA3<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |      4635292 | PA      | $4484135.78   | 0.04%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                   | Toorak Mortgage Trust 2024-RRTL1                                            | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11200000 | PA      | $11260536.00  | 0.11%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust 2020-1                                     | CUSIP: 92838WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2801123 | PA      | $2788085.03   | 0.03%             | 2065-03-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                 | Belron Finance 2019 LLC 2025 Repriced Term Loan B                           | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20628676 | PA      | $20719029.70  | 0.20%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                 | CD&R Smokey Buyer Inc / Radio Systems Corp                                  | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11475000 | PA      | $9040923.00   | 0.09%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                             | Polaris Inc                                                                 | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      9875000 | PA      | $10486361.25  | 0.10%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6966736 | PA      | $160723.29    | 0.00%             | 2050-11-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2016-3                                               | CUSIP: 81746NCD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2012815 | PA      | $1522713.65   | 0.02%             | 2046-11-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| EMPRESA GEN ELEC HAINA                                  | Empresa Generadora de Electricidad Haina SA                                 | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |     10800000 | PA      | $10592640.00  | 0.10%             | 2028-11-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                     | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |      5630000 | PA      | $5782854.50   | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      9800000 | PA      | $12191320.95  | 0.12%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                    | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     25825000 | PA      | $26857741.75  | 0.26%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-4                                         | CUSIP: 91682NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         4706 | PA      | $481321.61    | 0.00%             | 2031-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2023-N4                                      | CUSIP: 14688LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       610374 | PA      | $612057.32    | 0.01%             | 2028-01-10      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                       | CUSIP: 17329EBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       503782 | PA      | $181845.62    | 0.00%             | 2051-04-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2023-2                                         | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3118951 | PA      | $3146330.72   | 0.03%             | 2033-06-20      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                   | Flowserve Corp                                                              | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      3431000 | PA      | $3270086.10   | 0.03%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132DSW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31727341 | PA      | $26864533.34  | 0.26%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      6500000 | PA      | $6129175.00   | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                               | Nelnet Student Loan Trust 2021-C                                            | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1854427 | PA      | $1848568.20   | 0.02%             | 2062-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                           | DailyPay Securitization Trust 2025-1                                        | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10075000 | PA      | $10148937.91  | 0.10%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL3 LLC                                                          | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |     24915187 | PA      | $25140253.08  | 0.25%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2019-3                                           | CUSIP: 33846A106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        31000 | PA      | $1732853.60   | 0.02%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                 | Fidelity National Financial Inc                                             | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      5137000 | PA      | $4551792.96   | 0.04%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3314000 | PA      | $3284273.42   | 0.03%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2022-NQM1 Trust                                                        | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7272131 | PA      | $7247450.50   | 0.07%             | 2067-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                           | Commonbond Student Loan Trust 2021-B-GS                                     | CUSIP: 20268AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3384116 | PA      | $3149609.70   | 0.03%             | 2051-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust               | Santander Consumer Auto Receivables Trust 2021-A                            | CUSIP: 80282Y205<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        28500 | PA      | $1918648.39   | 0.02%             | 2028-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                     | DT Auto Owner Trust 2021-3                                                  | CUSIP: 23344QAD1<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |      1922383 | PA      | $1902852.73   | 0.02%             | 2027-05-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                            | Highmark Inc                                                                | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     18630000 | PA      | $18269695.80  | 0.18%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 216734000000 | PA      | $13662110.23  | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                       | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37666500 | PA      | $35962679.60  | 0.35%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2020-P1                                      | CUSIP: 14687AAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $1406106.84   | 0.01%             | 2027-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       800000 | PA      | $829744.00    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8121889 | PA      | $8199169.49   | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                     | Silgan Holdings Inc                                                         | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     20762000 | PA      | $20400118.34  | 0.20%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                            | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      9890000 | PA      | $8704584.60   | 0.09%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9586151 | PA      | $1252180.48   | 0.01%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-LIFE                                                          | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23150000 | PA      | $23839018.77  | 0.24%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-LTV1                                          | CUSIP: 46591NBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2561279 | PA      | $2243592.36   | 0.02%             | 2050-06-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                         | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5364550.00   | 0.05%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                         | DC Office Trust 2019-MTC                                                    | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10082000 | PA      | $9231244.85   | 0.09%             | 2045-09-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                | Greystar Real Estate Partners LLC                                           | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      2490000 | PA      | $2629041.60   | 0.03%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      8860000 | PA      | $8544672.60   | 0.08%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTURY DE BUYER LLC                                    | Century De Buyer LLC 2025 Term Loan B                                       | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      3465088 | PA      | $3466161.68   | 0.03%             | 2030-10-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J2                                                           | CUSIP: 12568PCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       491000 | PA      | $236402.49    | 0.00%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      4927000 | PA      | $5096932.23   | 0.05%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                      | Southwest Gas Corp                                                          | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      7880000 | PA      | $7158901.20   | 0.07%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                            | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     33455000 | PA      | $32720997.30  | 0.32%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-RPL1                               | CUSIP: 64832AAA5<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |     13566336 | PA      | $12902830.39  | 0.13%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                          | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20812302 | PA      | $18619523.22  | 0.18%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                           | TPC Group Inc 2024 Term Loan B                                              | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |     12935000 | PA      | $12433768.75  | 0.12%             | 2031-12-16      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust                                                | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1282807 | PA      | $1286578.21   | 0.01%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      7280000 | PA      | $7029495.20   | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                           | First Republic Mortgage Trust 2020-1                                        | CUSIP: 33616LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1384542 | PA      | $1256472.41   | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                            | Barclays Mortgage Trust 2021-NPL1                                           | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5004288 | PA      | $5002720.21   | 0.05%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                | FHF Trust 2022-2                                                            | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       813935 | PA      | $816374.06    | 0.01%             | 2027-12-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                 | Loanpal Solar Loan 2021-1 Ltd                                               | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11865076 | PA      | $9974954.55   | 0.10%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                               | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      6155000 | PA      | $6119608.75   | 0.06%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2021-1                                             | CUSIP: 35041LAD2<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      1287331 | PA      | $1263151.19   | 0.01%             | 2041-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19305128 | PA      | $16277244.91  | 0.16%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                             | Hologic Inc                                                                 | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      6677000 | PA      | $6630995.47   | 0.07%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-D                                            | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2160218 | PA      | $2151144.07   | 0.02%             | 2062-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2019-8                                             | CUSIP: 46591KBW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3107803 | PA      | $2866641.66   | 0.03%             | 2050-03-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                  | Mueller Water Products Inc                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     20714000 | PA      | $19957317.58  | 0.20%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                      | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      9210000 | PA      | $9326690.70   | 0.09%             | 2034-09-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                          | CUSIP: 3137HFQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18998413 | PA      | $18715556.68  | 0.18%             | 2054-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      8715000 | PA      | $9570566.96   | 0.09%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                | RenaissanceRe Holdings Ltd                                                  | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      9395000 | PA      | $9864843.95   | 0.10%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                            | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     16177000 | PA      | $14589227.45  | 0.14%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140JBVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6407368 | PA      | $6114582.08   | 0.06%             | 2051-07-01      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                   | Universal Health Services Inc                                               | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      6179000 | PA      | $6033793.50   | 0.06%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2021-NQM4                                      | CUSIP: 45276JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $1824271.00   | 0.02%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-11                                            | CUSIP: 46654KCH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2521504 | PA      | $1272046.58   | 0.01%             | 2052-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                | Fortitude Group Holdings LLC                                                | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     10057000 | PA      | $10442082.53  | 0.10%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2023-3                             | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6557832 | PA      | $6566282.94   | 0.06%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                | Jackson National Life Global Funding                                        | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      5350000 | PA      | $5467218.50   | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                      | NLG Global Funding                                                          | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |      9834000 | PA      | $9740773.68   | 0.10%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMCAST HOLDINGS CORP                                   | Comcast Holdings Corp                                                       | CUSIP: 200300507<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26001000 | PA      | $15606840.24  | 0.15%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-3                                             | CUSIP: 46654UCW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2538660 | PA      | $1990494.95   | 0.02%             | 2052-08-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                   | Universal Health Services Inc                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     14035000 | PA      | $14019842.20  | 0.14%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                     | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      6916000 | PA      | $7055564.88   | 0.07%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                              | RCKT Trust 2025-PL1                                                         | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4182101 | PA      | $4205505.42   | 0.04%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                   | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  15500000000 | PA      | $1326350.13   | 0.01%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-RTL1                               | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $10075478.00  | 0.10%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      7000000 | PA      | $6205570.00   | 0.06%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                   | DirecTV Financing LLC Term Loan                                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       408415 | PA      | $408472.63    | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                         | Spruce Hill Mortgage Loan Trust 2022-SH1                                    | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4849530 | PA      | $4907661.56   | 0.05%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                  | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |      3415000 | PA      | $3572124.15   | 0.04%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2021-N4                                      | CUSIP: 14687HAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        11650 | PA      | $432167.69    | 0.00%             | 2028-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                            | SAFCO Auto Receivables Trust 2025-1                                         | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18259640 | PA      | $18238743.12  | 0.18%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                        | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     12081000 | PA      | $11711804.64  | 0.12%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                               | Knock Issuer Trust 2025-1                                                   | CUSIP: 49917PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1010345.40   | 0.01%             | 2030-02-25      | Fixed         | 9.05%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                     | Amcor Group Finance PLC                                                     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $4547004.00   | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2021-J3                                       | CUSIP: 17330BDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       173000 | PA      | $80478.15     | 0.00%             | 2051-09-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                | Snam SpA                                                                    | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      4200000 | PA      | $4261194.00   | 0.04%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                                 | Imagefirst Holdings LLC 2025 Term Loan B                                    | CUSIP: 45249TAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19900000 | PA      | $19900000.00  | 0.20%             | 2032-03-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     18395000 | PA      | $19143860.45  | 0.19%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                             | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      6725000 | PA      | $6682296.25   | 0.07%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM7                                      | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7151775 | PA      | $7172314.52   | 0.07%             | 2067-11-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                 | Aeropuertos Dominicanos Siglo XXI SA                                        | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      5000000 | PA      | $5256200.00   | 0.05%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-3                                             | CUSIP: 46654UCX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1615176 | PA      | $780941.33    | 0.01%             | 2052-08-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Panama Bonos del Tesoro                                 | Panama Bonos del Tesoro                                                     | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     12610000 | PA      | $11250768.10  | 0.11%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                          | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10520000 | PA      | $10717986.40  | 0.11%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                | Equitable America Global Funding                                            | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      6049000 | PA      | $6170342.94   | 0.06%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2021-INV1 Trust                                                         | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1452728 | PA      | $1383886.66   | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2018-7                                               | CUSIP: 81747WEL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1802000 | PA      | $1458474.07   | 0.01%             | 2048-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                       | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4562415.00   | 0.04%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2022-INV1                                     | CUSIP: 17290FDZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3199407 | PA      | $1550171.40   | 0.02%             | 2051-11-27      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      4690000 | PA      | $4829246.10   | 0.05%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                 | System Energy Resources Inc                                                 | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2212000 | PA      | $2300878.16   | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc 2024 Term Loan                                             | CUSIP: 87256FAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4362861 | PA      | $4364693.82   | 0.04%             | 2028-05-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF VII AL Funding Trust I                                                  | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4242330 | PA      | $4306526.62   | 0.04%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    580450000 | PA      | $12128796.92  | 0.12%             | 2027-06-04      | Fixed         | 23.87%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2020-EXP1                                     | CUSIP: 17328JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       770600 | PA      | $630398.27    | 0.01%             | 2060-05-25      | Variable      | 4.47%                 | 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        |     19365000 | PA      | $16153252.78  | 0.16%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      2222728 | PA      | $1800965.36   | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                 | Piedmont Natural Gas Co Inc                                                 | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      4945000 | PA      | $5138003.35   | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                    | Celsius Holdings Inc Term Loan                                              | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21303333 | PA      | $21323358.13  | 0.21%             | 2032-04-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                            | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $1777518.00   | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                           | First Republic Mortgage Trust 2020-1                                        | CUSIP: 33616LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107080568 | PA      | $3114181.32   | 0.03%             | 2050-04-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140XPM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26953965 | PA      | $22822765.85  | 0.23%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140GTA26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8430580 | PA      | $8191644.85   | 0.08%             | 2046-06-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     15218000 | PA      | $20504543.47  | 0.20%             | 2029-07-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-F                                             | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2595360 | PA      | $2593434.11   | 0.03%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                      | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9893307 | PA      | $9893303.02   | 0.10%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| METALLOINVEST FINANCE                                   | Metalloinvest Finance DAC                                                   | CUSIP: 59126LAB4<br>LEI: 635400ZS3HCCUYTNHA25 | Long             | DBT              | CORP              | IE        |      7500000 | PA      | $3786600.00   | 0.04%             | 2028-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                       | CUSIP: 17329EBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       425000 | PA      | $196398.37    | 0.00%             | 2051-04-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                     | Oportun Funding 2022-1 LLC                                                  | CUSIP: 68377X109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        11000 | PA      | $258533.80    | 0.00%             | 2029-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      2000000 | PA      | $1969200.00   | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                  | Daimler Truck Finance North America LLC                                     | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     14700000 | PA      | $14761740.00  | 0.15%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                      | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19150000 | PA      | $18365926.23  | 0.18%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                   | CUSIP: 13033LLT2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |       450000 | PA      | $451311.75    | 0.00%             | 2026-02-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                        | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3636340.16   | 0.04%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                | Dext ABS 2023-2 LLC                                                         | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1277681 | PA      | $1286853.85   | 0.01%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                          | CUSIP: 3137HLKD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23350951 | PA      | $23470560.39  | 0.23%             | 2054-09-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      3507000 | PA      | $3515627.22   | 0.03%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                     | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     33305000 | PA      | $33010250.75  | 0.33%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-HG1                                     | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        29295 | PA      | $29248.45     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                     | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6455280.00   | 0.06%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2018-1                                  | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       529647 | PA      | $516082.25    | 0.01%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                           | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      4950000 | PA      | $5019993.00   | 0.05%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                       | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     10000000 | PA      | $8603000.00   | 0.08%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST5                              | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8014292 | PA      | $8034250.83   | 0.08%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2022-1                                           | CUSIP: 33845VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6120000 | PA      | $5019317.39   | 0.05%             | 2029-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                 | Midwest Connector Capital Co LLC                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5487000 | PA      | $5512843.77   | 0.05%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                 | Lendingpoint 2021-A Asset Securitization Trust                              | CUSIP: 52607FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3551813 | PA      | $2532459.46   | 0.02%             | 2028-12-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11400000 | PA      | $11741548.22  | 0.12%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                    | American National Global Funding                                            | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12303000 | PA      | $12679348.77  | 0.13%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2015-4                                               | CUSIP: 81746MCE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1686000 | PA      | $1587195.71   | 0.02%             | 2030-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                    | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     12614000 | PA      | $13143535.72  | 0.13%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2024-RPL4                               | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4991425 | PA      | $4869482.13   | 0.05%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                           | Lineage OP LP                                                               | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |      6094000 | PA      | $6174928.32   | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      7268000 | PA      | $7132815.20   | 0.07%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                          | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     18500000 | PA      | $19662725.00  | 0.19%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                           | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      9754000 | PA      | $11494404.97  | 0.11%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                 | Farm Credit Bank of Texas                                                   | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |      9500000 | PA      | $9948875.00   | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                     | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      2790000 | PA      | $2800099.80   | 0.03%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                   | KeySpan Gas East Corp                                                       | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     10857000 | PA      | $11500494.39  | 0.11%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                  | Federal Home Loan Banks                                                     | CUSIP: 3130AQT86<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     22380000 | PA      | $18485656.20  | 0.18%             | 2037-02-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1               | CUSIP: 35563PR43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9473694 | PA      | $7882976.20   | 0.08%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RPL4 LLC                                                          | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17323903 | PA      | $16393324.93  | 0.16%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                              | OSAT 2021-RPL1 Trust                                                        | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18042583 | PA      | $18049626.33  | 0.18%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-6                                             | CUSIP: 03465VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3676016 | PA      | $3667766.11   | 0.04%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-NQM4                                   | CUSIP: 10568NAA0<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |     24764688 | PA      | $24413416.36  | 0.24%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                             | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     20850000 | PA      | $21719236.50  | 0.21%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13478785 | PA      | $205873.62    | 0.00%             | 2050-10-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                     | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      4800000 | PA      | $4677072.00   | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2021-P2                                      | CUSIP: 14687TAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         7500 | PA      | $1036690.82   | 0.01%             | 2028-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                         | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     18000000 | PA      | $18373500.00  | 0.18%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                               | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5874420.00   | 0.06%             | 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        |      6533000 | PA      | $6708019.07   | 0.07%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NetCredit Combined Receivables 2023 LLC                 | NetCredit Combined Receivables 2023 LLC                                     | CUSIP: 64110XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       814633 | PA      | $815547.78    | 0.01%             | 2027-12-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132XFUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8425000 | PA      | $8522195.52   | 0.08%             | 2030-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                           | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      1742000 | PA      | $1632097.22   | 0.02%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2024-BPR2                                    | CUSIP: 61776EAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     14702586 | PA      | $15505149.03  | 0.15%             | 2029-05-05      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                             | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |      2420000 | PA      | $2401641.15   | 0.02%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-AFC1 Trust                                                        | CUSIP: 12657LAG9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       146228 | PA      | $102741.37    | 0.00%             | 2056-03-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2021-1R                                               | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1945287 | PA      | $1674906.70   | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                        | UL Solutions Inc                                                            | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |     16950000 | PA      | $17824789.50  | 0.18%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                             | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12530000 | PA      | $12546289.00  | 0.12%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      8536000 | PA      | $8660967.04   | 0.09%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53436363 | PA      | $380536.37    | 0.00%             | 2050-10-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                       | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      4300000 | PA      | $3868753.00   | 0.04%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-D                                     | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1473204 | PA      | $1459765.50   | 0.01%             | 2053-03-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                | RFT 2025-RR1 Trust                                                          | CUSIP: 749433AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14617441 | PA      | $14642046.16  | 0.14%             | 2028-06-27      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                     | CUSIP: 78448YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         2742 | PA      | $4595815.65   | 0.05%             | 2053-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2021-1                                              | CUSIP: 61947DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8600000 | PA      | $1249777.80   | 0.01%             | 2046-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                       | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4700000 | PA      | $4741308.68   | 0.05%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2021-2                                        | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5451155 | PA      | $4673218.13   | 0.05%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5179650.00   | 0.05%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      6630000 | PA      | $5841560.40   | 0.06%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4760000 | PA      | $4655422.80   | 0.05%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2022-P1                                      | CUSIP: 14688DAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        24000 | PA      | $5060098.03   | 0.05%             | 2029-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8988930.00   | 0.09%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KBZ8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       195036 | PA      | $169431.40    | 0.00%             | 2050-08-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC               | Retained Vantage Data Centers Issuer LLC                                    | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     12100000 | PA      | $12101125.30  | 0.12%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                            | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      8255000 | PA      | $7899539.70   | 0.08%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-WEST Trust                                                        | CUSIP: 12655QAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     22257500 | PA      | $18866012.99  | 0.19%             | 2035-02-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                      | CUSIP: 95003KBN1<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       962895 | PA      | $468402.17    | 0.00%             | 2051-08-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                          | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      4503000 | PA      | $4583468.61   | 0.05%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                | Public Service Enterprise Group Inc                                         | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      9543000 | PA      | $9846371.97   | 0.10%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2023-3                                               | CUSIP: 57109RAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6187997.52   | 0.06%             | 2033-09-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                            | VeriSign Inc                                                                | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      6508000 | PA      | $6684562.04   | 0.07%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2021-INV2 Trust                                                         | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6883168 | PA      | $6154788.47   | 0.06%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                      | CNO Global Funding                                                          | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      4350000 | PA      | $4357482.00   | 0.04%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2019-A                                                   | CUSIP: 038370AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8348791 | PA      | $8162946.19   | 0.08%             | 2040-07-16      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                              | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      3249000 | PA      | $3379902.21   | 0.03%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer, LLC                           | Sunnova Hestia II Issuer LLC                                                | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5304064 | PA      | $5486573.11   | 0.05%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                  | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5051550.00   | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                                | Momnt Technologies Trust 2023-1                                             | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1542402 | PA      | $1574050.67   | 0.02%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                     | Rate Mortgage Trust 2024-J4                                                 | CUSIP: 75408TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25344589 | PA      | $25440899.65  | 0.25%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                       | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     14200000 | PA      | $14103014.00  | 0.14%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                        | CUSIP: 185899AM3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5000000.00   | 0.05%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      5582875 | PA      | $5582595.49   | 0.06%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                        | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      3050000 | PA      | $2844491.00   | 0.03%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2               | CUSIP: 35563PQP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2250265 | PA      | $2046687.67   | 0.02%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2023-1                                           | CUSIP: 465978AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5676121 | PA      | $5696020.17   | 0.06%             | 2053-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                          | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92472920 | PA      | $82687148.81  | 0.82%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                            | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2988000 | PA      | $2956924.80   | 0.03%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2023-1                                             | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11451421 | PA      | $11393910.26  | 0.11%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| IMC Financing LLC                                       | IMC Financing LLC Term Loan B                                               | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |       997500 | PA      | $1003734.38   | 0.01%             | 2032-06-18      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2022-INV1                                     | CUSIP: 17290FDX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1269095 | PA      | $1048474.92   | 0.01%             | 2051-11-27      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                            | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     27846000 | PA      | $27769980.42  | 0.27%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2023-1                                         | CUSIP: 91679AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9209984 | PA      | $9368278.44   | 0.09%             | 2033-02-20      | Fixed         | 11.10%                | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2020-2                                              | CUSIP: 61946PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       478613 | PA      | $463531.54    | 0.00%             | 2046-08-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                   | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      4740000 | PA      | $4794604.80   | 0.05%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                         | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2061300.00   | 0.02%             | 2030-01-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132E0T93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105337444 | PA      | $92835424.02  | 0.92%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                 | Lendingpoint 2022-A Asset Securitization Trust                              | CUSIP: 52605AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $60.00        | 0.00%             | 2029-06-15      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                        | Wipro IT Services LLC                                                       | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |      3953000 | PA      | $3871765.85   | 0.04%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                               | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      6140000 | PA      | $5779643.40   | 0.06%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13094986 | PA      | $13406030.29  | 0.13%             | 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        |      3000000 | PA      | $3181050.00   | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                 | PRA Health Sciences Inc                                                     | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |      5402000 | PA      | $5315892.12   | 0.05%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FBT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1643074 | PA      | $41649.79     | 0.00%             | 2050-11-25      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                          | SNF Group SACA                                                              | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      8405000 | PA      | $8200254.20   | 0.08%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                | South Bow USA Infrastructure Holdings LLC                                   | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      4460000 | PA      | $4511914.40   | 0.04%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-NQM2 Trust                                                         | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24939722 | PA      | $25258980.30  | 0.25%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                              | NetApp Inc                                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      9933000 | PA      | $10326644.79  | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                         | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000000 | PA      | $63687500.00  | 0.63%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                             | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4147240.00   | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      4100000 | PA      | $4157400.00   | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF URSA VI Funding Trust I                                                 | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2231589 | PA      | $2247025.10   | 0.02%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2020-A                                                   | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1147358 | PA      | $1070719.55   | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2021-J2                                       | CUSIP: 17329MDW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1247350 | PA      | $491553.57    | 0.00%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2023-I1                                                           | CUSIP: 12570DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10705000 | PA      | $10740517.16  | 0.11%             | 2058-04-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11280000 | PA      | $11750827.20  | 0.12%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                           | CUSIP: 3136BRTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13342218 | PA      | $13660943.13  | 0.13%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                 | Kinder Morgan Energy Partners LP                                            | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4658749.50   | 0.05%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                      | CUSIP: 95003KBM3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      1263517 | PA      | $1019626.53   | 0.01%             | 2051-08-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                          | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      4097000 | PA      | $3658866.82   | 0.04%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                          | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1196808.00   | 0.01%             | 2066-11-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1217471 | PA      | $1062652.27   | 0.01%             | 2050-11-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust                               | Upgrade Receivables Trust 2024-1                                            | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1928412 | PA      | $1931605.84   | 0.02%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                              | CoBank ACB                                                                  | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |      8064000 | PA      | $8087869.44   | 0.08%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                          | Manhattan West 2020-1MW Mortgage Trust                                      | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3698000 | PA      | $3523792.88   | 0.03%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4994150.00   | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                | FHF Trust 2023-1                                                            | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1114668 | PA      | $1119438.38   | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     19650000 | PA      | $19354660.50  | 0.19%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                      | FORESEA Holding SA                                                          | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |       198293 | PA      | $193585.52    | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2022-NQM3                               | CUSIP: 64831QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15332040 | PA      | $14522582.79  | 0.14%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5238000 | PA      | $5016956.40   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                           | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10410000 | PA      | $10568336.10  | 0.10%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBG5<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      3907947 | PA      | $2487556.45   | 0.02%             | 2051-12-30      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                       | Vornado Realty LP                                                           | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      9336500 | PA      | $9173017.89   | 0.09%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                         | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      6500000 | PA      | $7631252.99   | 0.08%             | 2026-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                      | NLG Global Funding                                                          | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     11985000 | PA      | $12425688.45  | 0.12%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                  | CenterPoint Energy Resources Corp                                           | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      6427000 | PA      | $6635299.07   | 0.07%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                            | Evergy Metro Inc                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      4663000 | PA      | $4734343.90   | 0.05%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-3                                         | CUSIP: 91679L102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         7165 | PA      | $565742.67    | 0.01%             | 2031-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                             | MMP Capital 2025-A LLC                                                      | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5885129 | PA      | $5922336.59   | 0.06%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2022-J1                                       | CUSIP: 17330CCW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1404735 | PA      | $552260.75    | 0.01%             | 2052-02-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1536780 | PA      | $50258.08     | 0.00%             | 2050-11-25      | Floating      | 0.81%                 | 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        |      2905452 | PA      | $2366369.79   | 0.02%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-CM1 Trust                                                         | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1990515 | PA      | $1903089.24   | 0.02%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                        | NetCredit Combined Receivables A LLC                                        | CUSIP: 64112RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8981893 | PA      | $9158426.15   | 0.09%             | 2031-10-20      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                 | Darling Ingredients Inc                                                     | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3691194.00   | 0.04%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2019-AFC1 Trust                                                        | CUSIP: 12596XAF9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      2366448 | PA      | $2241915.80   | 0.02%             | 2049-07-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                           | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3611860.00   | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2021-AFC1 Trust                                                       | CUSIP: 69357TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3702170 | PA      | $3113856.62   | 0.03%             | 2056-08-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner Trust                    | Kinetic Advantage Master Owner Trust                                        | CUSIP: 49462DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000000 | PA      | $25037367.50  | 0.25%             | 2027-11-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2085360.00   | 0.02%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2011-2                                               | CUSIP: 78446JAB2<br>LEI: 549300GQO6PBOYVGSS10 | Long             | ABS-O            | CORP              | US        |      1756241 | PA      | $1767844.51   | 0.02%             | 2034-10-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2017-1                                              | CUSIP: 33850BAT4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       136261 | PA      | $126792.60    | 0.00%             | 2047-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                             | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |     13500000 | PA      | $13105833.75  | 0.13%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      4453000 | PA      | $4392172.02   | 0.04%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                | Medco Maple Tree Pte Ltd                                                    | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     13000000 | PA      | $13575510.00  | 0.13%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140N1T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4489260 | PA      | $4466288.14   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     10370000 | PA      | $10150467.10  | 0.10%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2022-3                                               | CUSIP: 57109NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12178250 | PA      | $12376667.79  | 0.12%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912833Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000000 | PA      | $30582874.00  | 0.30%             | 2036-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      6962000 | PA      | $6221173.58   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     14550000 | PA      | $15478290.00  | 0.15%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2019-D                            | CUSIP: 63941CAC7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      1983993 | PA      | $1983403.13   | 0.02%             | 2059-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Glebe Funding Trust                                     | Glebe Funding Trust 2024-1/The                                              | CUSIP: 37735RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26417065 | PA      | $26712185.53  | 0.26%             | 2028-11-29      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-NQM2 Trust                                                         | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5017062 | PA      | $4153141.86   | 0.04%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                                       | Kentucky Power Co                                                           | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |     17064000 | PA      | $18671428.80  | 0.18%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                             | CHNGE Mortgage Trust 2022-2                                                 | CUSIP: 12546YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7015000 | PA      | $5288340.53   | 0.05%             | 2067-03-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                   | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      9460000 | PA      | $10735228.33  | 0.11%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2022-INV1 Trust                                                        | CUSIP: 69377EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7394042 | PA      | $7286247.57   | 0.07%             | 2067-04-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                | Jackson National Life Global Funding                                        | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $17044880.00  | 0.17%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2480000 | PA      | $2498600.00   | 0.02%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                            | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      4232000 | PA      | $4193573.44   | 0.04%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-A                                     | CUSIP: 78450FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2477707 | PA      | $2395684.23   | 0.02%             | 2054-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                         | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6112000 | PA      | $6174220.16   | 0.06%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC       | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1024040.00   | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2679000 | PA      | $2615266.59   | 0.03%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      8312000 | PA      | $8051086.32   | 0.08%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-NQM4 Trust                                                         | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13149768 | PA      | $11134644.27  | 0.11%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                        | Under Armour Inc                                                            | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3006120.00   | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LendingPoint Pass-Through Trust                         | LendingPoint Pass-Through Trust Series 2022-ST3                             | CUSIP: 52607TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50756 | PA      | $50731.69     | 0.00%             | 2028-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                           | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3020460.00   | 0.03%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HAD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10518000 | PA      | $10812826.59  | 0.11%             | 2031-10-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AES ESPANA BV                                           | AES Espana BV                                                               | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | NL        |     20027000 | PA      | $19542346.60  | 0.19%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-HOME1 Trust                                                      | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5097588 | PA      | $5176563.29   | 0.05%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2021-NQM3                                      | CUSIP: 452762AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5408000 | PA      | $4056686.28   | 0.04%             | 2056-11-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J1                                                           | CUSIP: 12559YBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15252535 | PA      | $161798.89    | 0.00%             | 2049-10-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                          | ACHV ABS TRUST 2023-3PL                                                     | CUSIP: 000876AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1221659 | PA      | $1236028.82   | 0.01%             | 2030-08-19      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25732611 | PA      | $64624.88     | 0.00%             | 2050-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      8247000 | PA      | $8228691.66   | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust               | Santander Consumer Auto Receivables Trust 2021-A                            | CUSIP: 80282YAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $3025545.30   | 0.03%             | 2028-08-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2022-1                            | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15078521 | PA      | $13576310.40  | 0.13%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                   | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7893000 | PA      | $8288912.88   | 0.08%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                               | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     17735000 | PA      | $17951189.65  | 0.18%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     11165000 | PA      | $11390979.60  | 0.11%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7462642 | PA      | $6558505.67   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                    | BNSF Funding Trust I                                                        | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11990000 | PA      | $11995395.50  | 0.12%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                          | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      9070000 | PA      | $9109908.00   | 0.09%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                         | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      6000000 | PA      | $5305200.00   | 0.05%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $13125502.50  | 0.13%             | 2039-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                           | CUSIP: 3136BTAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20642792 | PA      | $20424219.05  | 0.20%             | 2054-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3071880.00   | 0.03%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                         | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1896000 | PA      | $1874954.40   | 0.02%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2023-S1                              | CUSIP: 80286QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8146821 | PA      | $8153978.32   | 0.08%             | 2028-04-18      | Fixed         | 8.14%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                           | SFO Commercial Mortgage Trust 2021-555                                      | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14442000 | PA      | $14319281.13  | 0.14%             | 2038-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     19319000 | PA      | $18932040.43  | 0.19%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6548000 | PA      | $6032606.92   | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                 | Freddie Mac Whole Loan Securities Trust                                     | CUSIP: 3137G1BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       156154 | PA      | $153951.29    | 0.00%             | 2046-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2021-3                                               | CUSIP: 57108Q103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        53946 | PA      | $817130.69    | 0.01%             | 2031-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                      | RGA Global Funding                                                          | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      5458000 | PA      | $5696951.24   | 0.06%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                 | CNO Financial Group Inc                                                     | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     11385000 | PA      | $12088365.30  | 0.12%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                              | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      5626000 | PA      | $5471678.82   | 0.05%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                         | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    164700000 | PA      | $103786734.38 | 1.02%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3687000 | PA      | $3695996.28   | 0.04%             | 2027-09-10      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2024-H4 Mortgage Trust                                                | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9157985 | PA      | $9279033.88   | 0.09%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3               | CUSIP: 35563PSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26737787 | PA      | $21767030.66  | 0.21%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14847321 | PA      | $13458504.87  | 0.13%             | 2052-07-01      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                       | Entergy Texas Inc                                                           | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2951790.00   | 0.03%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                         | Goodgreen 2021-1 Trust                                                      | CUSIP: 38217UAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |     15774813 | PA      | $13003207.04  | 0.13%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QQP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5559690 | PA      | $5208109.75   | 0.05%             | 2052-02-01      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-C LLC                                        | CUSIP: 19424W107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        38750 | PA      | $9729224.02   | 0.10%             | 2055-07-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                | Horace Mann Educators Corp                                                  | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |      7908000 | PA      | $7830897.00   | 0.08%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-11                                            | CUSIP: 46654KCG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2217159 | PA      | $1743235.08   | 0.02%             | 2052-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                 | LendingPoint 2020-REV1 Asset Securitization Trust                           | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1325286 | PA      | $1332780.14   | 0.01%             | 2028-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                 | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     13060000 | PA      | $13796192.20  | 0.14%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                    | CUSIP: 38382NKQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8975341 | PA      | $6971480.17   | 0.07%             | 2051-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                              | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5392000 | PA      | $5655291.36   | 0.06%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                  | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1477845.00   | 0.01%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2023-4                             | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8157664 | PA      | $8192598.47   | 0.08%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                           | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      8975000 | PA      | $9505422.50   | 0.09%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBF7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       448366 | PA      | $340619.99    | 0.00%             | 2051-12-30      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-NPL1 Trust                                                         | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16426684 | PA      | $16446673.99  | 0.16%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                       | DXC Technology Co                                                           | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     11657000 | PA      | $10981127.14  | 0.11%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2019-3                                                | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       962506 | PA      | $920733.40    | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                      | AOA 2021-1177 Mortgage Trust                                                | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12740000 | PA      | $12489230.55  | 0.12%             | 2038-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                          | Ascent Education Funding Trust 2024-A                                       | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10023115 | PA      | $10276147.47  | 0.10%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                                             | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     20710000 | PA      | $20719940.80  | 0.20%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2020-EXP1                                     | CUSIP: 17328JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1180900 | PA      | $976938.68    | 0.01%             | 2060-05-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF URSA VI Funding Trust I                                                 | CUSIP: 05603KAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1012380 | PA      | $1019027.55   | 0.01%             | 2031-10-27      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                   | Finance Department Government of Sharjah                                    | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     14450000 | PA      | $17381353.96  | 0.17%             | 2031-01-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2019-4                                           | CUSIP: 33845F106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        26000 | PA      | $1575621.58   | 0.02%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137BP7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31227938 | PA      | $52936.66     | 0.00%             | 2026-03-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | Froneri Lux FinCo SARL                                                      | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2369586.45   | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                      | CUSIP: 39571MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4630189 | PA      | $4817692.59   | 0.05%             | 2059-06-25      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-2                                             | CUSIP: 46655DCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3096152 | PA      | $2449406.84   | 0.02%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                      | Diamond Issuer LLC                                                          | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10983000 | PA      | $10449840.15  | 0.10%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                        | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $1015450.00   | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | 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        |       500000 | PA      | $525060.00    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                                          | Repay Holdings Corp                                                         | CUSIP: 76029LAA8<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |     22785000 | PA      | $22222894.05  | 0.22%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-4                                  | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1676626 | PA      | $1690098.42   | 0.02%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2021-A                                             | CUSIP: 08861YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200000 | PA      | $2089960.18   | 0.02%             | 2033-11-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                            | Barclays Mortgage Loan Trust 2022-INV1                                      | CUSIP: 06744YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12019838 | PA      | $11641763.75  | 0.11%             | 2062-02-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2021-9                                               | CUSIP: 81748CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12041853 | PA      | $10000166.50  | 0.10%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     14860000 | PA      | $15199996.80  | 0.15%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIGICEL HOLDINGS LIMITED                                | DIGICEL HOLDINGS LIMITED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24516 | NS      | $22234.79     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                        | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     19018000 | PA      | $21138901.14  | 0.21%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                       | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1009000000 | PA      | $17533386.93  | 0.17%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2021-INV3                                 | CUSIP: 585491BQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108101590 | PA      | $708757.26    | 0.01%             | 2051-10-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6927532.00   | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III                                 | Five Corners Funding Trust III                                              | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7260000 | PA      | $7668883.20   | 0.08%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                  | Morgan Stanley Bank NA                                                      | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      5610000 | PA      | $5712158.10   | 0.06%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                        | SLG Office Trust 2021-OVA                                                   | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18658000 | PA      | $16573444.65  | 0.16%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                             | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              |  | US        |      3400000 | PA      | $3247442.34   | 0.03%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                      | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1350255 | PA      | $1360148.31   | 0.01%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                     | Homeward Opportunities Fund Trust 2024-RTL1                                 | CUSIP: 43789FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22320000 | PA      | $22403958.91  | 0.22%             | 2029-07-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2024-RPL2                               | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5646865 | PA      | $5504476.69   | 0.05%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2021-J2                                       | CUSIP: 17329MDV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       623000 | PA      | $287410.74    | 0.00%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                     | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5438124.00   | 0.05%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2022-1                                   | CUSIP: 31573CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6901000 | PA      | $4857471.74   | 0.05%             | 2067-01-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                     | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1920640.00   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14411473 | PA      | $12699366.21  | 0.13%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                                   | Gazprom PJSC via Gaz Finance PLC                                            | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     16000000 | PA      | $10302240.00  | 0.10%             | 2031-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                                | Matthews International Corp                                                 | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |      7730000 | PA      | $7997844.50   | 0.08%             | 2027-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-C LLC                                        | CUSIP: 19424WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4022914 | PA      | $4010013.44   | 0.04%             | 2055-07-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                            | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      6812000 | PA      | $7017790.52   | 0.07%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2021-INV3                                 | CUSIP: 585491BY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       416366 | PA      | $325697.90    | 0.00%             | 2051-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                  | Reliance Standard Life Global Funding II                                    | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3893560.00   | 0.04%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                        | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |       150000 | PA      | $216925.56    | 0.00%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2012-1                                               | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1027355 | PA      | $1022437.16   | 0.01%             | 2028-09-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       711913 | PA      | $116487.67    | 0.00%             | 2050-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                                  | DaVinciRe Holdings Ltd                                                      | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      6475000 | PA      | $6667825.50   | 0.07%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                           | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     13817000 | PA      | $14275586.23  | 0.14%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                           | Commonbond Student Loan Trust 2018-C-GS                                     | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |       278487 | PA      | $270444.03    | 0.00%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2013-6                                               | CUSIP: 78448CAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1208988 | PA      | $1206066.74   | 0.01%             | 2028-06-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                          | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22921625 | PA      | $22819523.70  | 0.22%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RPL3 LLC                                                          | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13882161 | PA      | $13488028.16  | 0.13%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                         | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 48128U2S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1150955 | PA      | $1152106.74   | 0.01%             | 2028-12-26      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                      | Southwest Gas Corp                                                          | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      4610000 | PA      | $4754754.00   | 0.05%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                 | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      5184000 | PA      | $4988200.32   | 0.05%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2023-2                                             | CUSIP: 03465GAA4<br>LEI: 254900IWOX9Q54UE4072 | Long             | ABS-MBS          | CORP              | US        |      5588901 | PA      | $5560265.60   | 0.05%             | 2067-10-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                | Windsor Holdings III LLC                                                    | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      8470000 | PA      | $8951943.00   | 0.09%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2021-4                                    | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12661752 | PA      | $12524347.29  | 0.12%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                          | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      2800000 | PA      | $2667504.00   | 0.03%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      3069481 | PA      | $1001295.40   | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                       | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2735000 | PA      | $2806410.85   | 0.03%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2020-4                                           | CUSIP: 33845XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5858000 | PA      | $5799843.30   | 0.06%             | 2028-07-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust                  | National Collegiate Student Loan Trust 2007-2                               | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |     22310224 | PA      | $21932040.74  | 0.22%             | 2033-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                | First American Financial Corp                                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      2261000 | PA      | $1970009.30   | 0.02%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                               | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |      7115000 | PA      | $7320196.60   | 0.07%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                   | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1932520.00   | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | 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        |      9800000 | PA      | $9875367.10   | 0.10%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140JBUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9944436 | PA      | $8197208.34   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                     | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      4620000 | PA      | $4392973.20   | 0.04%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                           | CUSIP: 3136BXNP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29200000 | PA      | $28278032.78  | 0.28%             | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust 2019-1                                    | CUSIP: 16159WCB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       521093 | PA      | $336892.34    | 0.00%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9540000 | PA      | $9590681.25   | 0.09%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2025-1                                         | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5864201 | PA      | $5890045.56   | 0.06%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                               | Emera Inc                                                                   | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     13999000 | PA      | $14084813.87  | 0.14%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18483000 | PA      | $19168788.61  | 0.19%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19441000 | PA      | $19345155.87  | 0.19%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                      | Tricolor Auto Securitization Trust 2024-3                                   | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2202828 | PA      | $2030245.20   | 0.02%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                       | FREED ABS Trust 2022-3FP                                                    | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2256950 | PA      | $2259556.81   | 0.02%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132DNYX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6579612 | PA      | $6602195.88   | 0.07%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     17550000 | PA      | $9883722.70   | 0.10%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                        | ACCO Brands Corp                                                            | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     16611000 | PA      | $15013187.91  | 0.15%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                           | 321 Henderson Receivables I LLC                                             | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       340338 | PA      | $338936.39    | 0.00%             | 2041-09-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10409597 | PA      | $147799.63    | 0.00%             | 2059-09-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140XMZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116185719 | PA      | $102423168.22 | 1.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LKQ EURO HOLDINGS BV                                    | LKQ European Holdings BV                                                    | CUSIP: 000000000<br>LEI: 549300J0BGI20W62GB49 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $7768028.72   | 0.08%             | 2028-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                | ATS Corp                                                                    | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |      9620000 | PA      | $9226061.00   | 0.09%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                   | Universal Health Services Inc                                               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      4646000 | PA      | $4194037.12   | 0.04%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                            | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11515000 | PA      | $10126060.70  | 0.10%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                            | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      8613000 | PA      | $8775785.70   | 0.09%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                       | CUSIP: 17329EBY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       666000 | PA      | $274421.24    | 0.00%             | 2051-04-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140NXMK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29454000 | PA      | $30326998.30  | 0.30%             | 2030-02-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                            | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     11334000 | PA      | $11259082.26  | 0.11%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140QPJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2407129 | PA      | $2416575.14   | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2018-3                                              | CUSIP: 33851JAV1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      4727763 | PA      | $4368889.30   | 0.04%             | 2048-05-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                       | Crown Castle Inc                                                            | CUSIP: 22823PXM0<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |     13883000 | PA      | $13847598.35  | 0.14%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM2                                      | CUSIP: 45276PAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15600000 | PA      | $11766543.36  | 0.12%             | 2067-03-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                | Jackson National Life Global Funding                                        | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      4897000 | PA      | $4999543.18   | 0.05%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                     | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1930000 | PA      | $1896340.80   | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-7                                             | CUSIP: 46591XCL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       403603 | PA      | $246586.25    | 0.00%             | 2051-01-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     16310000 | PA      | $15483572.30  | 0.15%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                          | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      5377000 | PA      | $5580519.45   | 0.06%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                        | Arcos Dorados BV                                                            | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     13740000 | PA      | $14504493.60  | 0.14%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41711000 | PA      | $42193283.44  | 0.42%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| Springcastle SPV                                        | SpringCastle America Funding LLC                                            | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1896292 | PA      | $1804824.24   | 0.02%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                 | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     22500000 | PA      | $23340600.00  | 0.23%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                 | Freddie Mac Whole Loan Securities Trust 2017-SC02                           | CUSIP: 3137G1BY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        14149 | PA      | $14068.86     | 0.00%             | 2047-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1011520.00   | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                         | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11960000 | PA      | $12653560.40  | 0.12%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140JBUK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6328021 | PA      | $5930964.35   | 0.06%             | 2051-12-01      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                              | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     10000000 | PA      | $10500700.00  | 0.10%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2024 Term Loan B8                                      | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     11227781 | PA      | $11239457.52  | 0.11%             | 2030-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2023-NQM4 Trust                                                        | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16142963 | PA      | $15185249.41  | 0.15%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                  | British Airways 2020-1 Class A Pass Through Trust                           | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       815669 | PA      | $794013.28    | 0.01%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  95500000000 | PA      | $8273639.43   | 0.08%             | 2027-05-29      | Fixed         | 16.63%                | No            |                  2 | On Loan: No      |
| Instar Leasing III, LLC                                 | InStar Leasing III LLC                                                      | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3964408 | PA      | $3656536.59   | 0.04%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-C                                            | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4939518 | PA      | $4666946.64   | 0.05%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                  | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      2176000 | PA      | $2144404.48   | 0.02%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                   | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3152180 | PA      | $3159900.84   | 0.03%             | 2027-03-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                 | Meituan                                                                     | CUSIP: 58533EAE3<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     14600000 | PA      | $14617520.00  | 0.14%             | 2028-04-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-3                                             | CUSIP: 46654UCY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1460644 | PA      | $603243.67    | 0.01%             | 2052-08-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2021-3                                              | CUSIP: 61946TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12320000 | PA      | $518327.04    | 0.01%             | 2052-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     11494000 | PA      | $11014125.50  | 0.11%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      4992000 | PA      | $5206456.32   | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                                  | Harvest SBA Loan Trust 2024-1                                               | CUSIP: 41756NAA7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     11423382 | PA      | $11484263.02  | 0.11%             | 2051-12-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1727640 | PA      | $22850.80     | 0.00%             | 2050-10-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31765809 | PA      | $25817400.75  | 0.25%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                                | Depository Trust & Clearing Corp/The                                        | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |      7750000 | PA      | $7612050.00   | 0.08%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     12730000 | PA      | $11594611.30  | 0.11%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-CM2 Trust                                                         | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13468339 | PA      | $12600802.39  | 0.12%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2022-J1                                       | CUSIP: 17330CCV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       527000 | PA      | $244079.47    | 0.00%             | 2052-02-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | TRISTATE INSURED CASH SWEEP                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | CORP              | US        |           96 | PA      | $95.64        | 0.00%             | 2050-10-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                        | Hawaiian Electric Co Inc                                                    | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |       998000 | PA      | $1005864.24   | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                         | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     11960000 | PA      | $11903907.60  | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2020-NQM2 Trust                                                         | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4233155 | PA      | $4118281.22   | 0.04%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                               | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     12869000 | PA      | $13599830.51  | 0.13%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                     | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      2971000 | PA      | $2897735.14   | 0.03%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-AFC1 Trust                                                        | CUSIP: 12657LAH7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     40856096 | PA      | $401035.27    | 0.00%             | 2056-03-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34829971 | PA      | $348.30       | 0.00%             | 2050-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                   | VOLT C LLC                                                                  | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6623794 | PA      | $6621755.48   | 0.07%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2021-909                                      | CUSIP: 67076XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4450000 | PA      | $3846929.64   | 0.04%             | 2043-04-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2020-NQM3 Trust                                                         | CUSIP: 552757AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       800000 | PA      | $736900.98    | 0.01%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust 2019-1                                    | CUSIP: 16159WCA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       342311 | PA      | $268836.26    | 0.00%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                          | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5007750.00   | 0.05%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Securitization Trust 2021-1                                        | CUSIP: 12657TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7297947 | PA      | $7270430.97   | 0.07%             | 2026-06-16      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-3                                  | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6305000 | PA      | $6401974.05   | 0.06%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                    | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      8291000 | PA      | $8182636.63   | 0.08%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3133KPFN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2838621 | PA      | $2510149.62   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                           | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1985520.00   | 0.02%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                              | Upstart Pass-Through Trust Series 2021-ST9                                  | CUSIP: 91683MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1414000 | PA      | $295277.14    | 0.00%             | 2029-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRM FHT1 Excess Owner LLC                                                   | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7998380 | PA      | $8064886.18   | 0.08%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust             | Bear Stearns ARM Trust 2003-6                                               | CUSIP: 07384MXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        18343 | PA      | $18977.63     | 0.00%             | 2033-08-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                | Amcor Flexibles North America Inc                                           | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      6570000 | PA      | $6769136.70   | 0.07%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                          | CUSIP: 3137HFW92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28024617 | PA      | $27555334.67  | 0.27%             | 2054-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                         | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5316950.00   | 0.05%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                      | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      7200000 | PA      | $6753672.00   | 0.07%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                          | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      3081000 | PA      | $2861478.75   | 0.03%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                      | Tricolor Auto Securitization Trust 2024-2                                   | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1028264 | PA      | $993647.08    | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| OLYMPUS CORP                                            | Olympus Corp                                                                | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |      5510000 | PA      | $5372194.90   | 0.05%             | 2026-12-08      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                                    | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |      2913991 | PA      | $948504.06    | 0.01%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QQ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5751575 | PA      | $5397410.36   | 0.05%             | 2052-04-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      6567000 | PA      | $6225384.66   | 0.06%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2019-1                                             | CUSIP: 35041JAC9<br>LEI: 5493002KPTN6JUQ40J20 | Long             | ABS-O            | CORP              | US        |       575000 | PA      | $576077.19    | 0.01%             | 2034-11-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     29325000 | PA      | $29769860.25  | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2022-INV1 Trust                                                        | CUSIP: 69377EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21982506 | PA      | $21734299.77  | 0.21%             | 2067-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QGE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4198990 | PA      | $4081317.02   | 0.04%             | 2048-09-01      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                          | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5052400.00   | 0.05%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                | FHF Issuer Trust 2024-3                                                     | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6045120 | PA      | $6037846.42   | 0.06%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      4380000 | PA      | $4277332.80   | 0.04%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                       | Sunbit Asset Securitization Trust 2025-1                                    | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8900000 | PA      | $8938200.94   | 0.09%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                | Snam SpA                                                                    | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      3907000 | PA      | $4050621.32   | 0.04%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                | MSCI Inc                                                                    | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      6289000 | PA      | $6148440.85   | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2020-J1                                                           | CUSIP: 12559YBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       286799 | PA      | $135214.53    | 0.00%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                | MSCI Inc                                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      9973000 | PA      | $9556627.25   | 0.09%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2022-DSC1                                        | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7149477 | PA      | $7117793.14   | 0.07%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                 | Bayer US Finance II LLC                                                     | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2497450.00   | 0.02%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-277P Mortgage Trust                                               | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $9483582.51   | 0.09%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2021-P1                                      | CUSIP: 14687B106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        23500 | PA      | $1547090.48   | 0.02%             | 2027-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      7155000 | PA      | $6852629.70   | 0.07%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                 | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      9394000 | PA      | $8303638.42   | 0.08%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-A LLC                                        | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       180132 | PA      | $164200.90    | 0.00%             | 2051-07-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4850000 | PA      | $5014124.00   | 0.05%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-4                            | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9559161 | PA      | $7897376.71   | 0.08%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                 | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     16438000 | PA      | $16716130.96  | 0.16%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $832464.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140QMN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6959296 | PA      | $6537638.83   | 0.06%             | 2051-11-01      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                            | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $5074199.25   | 0.05%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                            | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      1935000 | PA      | $1921474.35   | 0.02%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2021-A                                      | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       738333 | PA      | $736502.91    | 0.01%             | 2031-12-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                    | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     15150000 | PA      | $15212569.50  | 0.15%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                   | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     14300000 | PA      | $12991407.00  | 0.13%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     14132000 | PA      | $13855436.76  | 0.14%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                   | Toledo Edison Co/The                                                        | CUSIP: 889175BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4425000 | PA      | $4182023.25   | 0.04%             | 2028-05-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2021-INV1                               | CUSIP: 64829WBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1980794 | PA      | $1191108.52   | 0.01%             | 2051-06-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                    | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1060660.00   | 0.01%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTN 2025 2 LP                                | ASP WHCO PARTN 2025 2 LP                                                    | CUSIP: 00218YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     23750000 | PA      | $23750000.00  | 0.23%             | 2029-03-29      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust Series 2024-BPL2                                            | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |     11000000 | PA      | $11112266.00  | 0.11%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                            | DNB Bank ASA                                                                | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      6900000 | PA      | $6901725.00   | 0.07%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                    | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8488560.00   | 0.08%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2022-P1                                      | CUSIP: 14688DAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178080538 | PA      | $582626.10    | 0.01%             | 2029-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      3250000 | PA      | $3250260.00   | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                            | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      8725000 | PA      | $9092322.50   | 0.09%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2021-INV2                                 | CUSIP: 58549XBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6112669 | PA      | $248929.87    | 0.00%             | 2051-08-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                      | Pacific Life Global Funding II                                              | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      4533000 | PA      | $4540162.14   | 0.04%             | 2026-06-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2019-2                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       493785 | PA      | $478763.30    | 0.00%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-C                                           | CUSIP: 12664DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       616850 | PA      | $616883.39    | 0.01%             | 2030-04-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                               | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3819000 | PA      | $3884954.13   | 0.04%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KCB0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       778497 | PA      | $433856.21    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2021-INV3                                 | CUSIP: 585491BT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8793114 | PA      | $236795.92    | 0.00%             | 2051-10-25      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                          | CUSIP: 3137HHH87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22267987 | PA      | $21951614.82  | 0.22%             | 2054-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFG ABS LLC                                             | AFG ABS I LLC                                                               | CUSIP: 00111LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       684443 | PA      | $684998.67    | 0.01%             | 2030-09-16      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                | Harley-Davidson Financial Services Inc                                      | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14765250.00  | 0.15%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                          | Tesla Sustainable Energy Trust 2024-1                                       | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10933840 | PA      | $11074891.51  | 0.11%             | 2050-06-21      | Fixed         | 5.08%                 | 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        |      3060000 | PA      | $3147852.60   | 0.03%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                | F&G Annuities & Life Inc                                                    | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16240000 | PA      | $16941730.40  | 0.17%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                           | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      4910000 | PA      | $4968674.50   | 0.05%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                   | Finance Department Government of Sharjah                                    | CUSIP: 38381CAC6<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     15632000 | PA      | $14011430.56  | 0.14%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-4                                  | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3758938 | PA      | $3786481.10   | 0.04%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2020-EXP1                                     | CUSIP: 17328JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       386242 | PA      | $253539.99    | 0.00%             | 2060-05-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                        | Black Hills Corp                                                            | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $920180.00    | 0.01%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2023-A LLC                                        | CUSIP: 193938107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35000 | PA      | $16920882.58  | 0.17%             | 2055-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                         | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    207290000 | PA      | $135159557.81 | 1.33%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| Lobel Automobile Receivables Trust                      | Lobel Automobile Receivables Trust 2023-2                                   | CUSIP: 53949FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10555435 | PA      | $10652730.74  | 0.11%             | 2029-05-15      | Fixed         | 8.67%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                         | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      5980000 | PA      | $6078251.40   | 0.06%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                   | Intact Financial Corp                                                       | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      5922000 | PA      | $6107713.92   | 0.06%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2004-HYB2                                     | CUSIP: 17307GEF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        16141 | PA      | $7037.25      | 0.00%             | 2034-03-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-2                                         | CUSIP: 91680FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       884454 | PA      | $883423.47    | 0.01%             | 2031-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2022-N1                                      | CUSIP: 14686GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4734276 | PA      | $4511285.00   | 0.04%             | 2028-12-11      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                            | CUSIP: 3132DUGS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25122246 | PA      | $25742529.92  | 0.25%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-ATH2                                                              | CUSIP: 12665WAC4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      4436096 | PA      | $4417545.68   | 0.04%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      4515000 | PA      | $4509807.75   | 0.04%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust                  | National Collegiate Student Loan Trust 2005-1                               | CUSIP: 63543PBK1<br>LEI: 635400YFCYTJSI5XDJ17 | Long             | ABS-O            | CORP              | US        |      2018995 | PA      | $1884043.47   | 0.02%             | 2035-03-26      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C34                              | CUSIP: 95000DBB6<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |       563539 | PA      | $561644.85    | 0.01%             | 2049-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                               | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5950000 | PA      | $6036691.50   | 0.06%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                | Papa John's International Inc                                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     12568000 | PA      | $12066411.12  | 0.12%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                         | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1582175.80   | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-NQM3 Trust                                                         | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6245484 | PA      | $6224649.04   | 0.06%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2019-4                                       | CUSIP: 14686YAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         8000 | PA      | $0.00         | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-2                                            | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       534565 | PA      | $527250.40    | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140J1RZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11237121 | PA      | $7936780.50   | 0.08%             | 2050-10-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                   | Evergy Kansas Central Inc                                                   | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      3912000 | PA      | $3983511.36   | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM8                                                              | CUSIP: 12659FAF2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      3478650 | PA      | $3075779.89   | 0.03%             | 2066-10-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                          | CUSIP: 3137HJSZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21002338 | PA      | $21109978.27  | 0.21%             | 2055-02-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                         | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5266250.00   | 0.05%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIALIZADORA INTEGRAL DEL                          | INDUSTRIALIZADORA INTEGRAL DEL                                              | CUSIP: 45646HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     15000000 | PA      | $15169500.00  | 0.15%             | 2031-11-26      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                 | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2063440.00   | 0.02%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Securities 2024-RS1 Ltd                                           | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9307153 | PA      | $8847192.98   | 0.09%             | 2069-11-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                               | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3991024 | PA      | $4004563.98   | 0.04%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                             | CUSIP: 3140MCBC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13794128 | PA      | $12436762.19  | 0.12%             | 2052-02-01      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2023-NQM1                                     | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14635557 | PA      | $14635704.52  | 0.14%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912833Y46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000000 | PA      | $65557894.60  | 0.65%             | 2037-05-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                | Cia de Minas Buenaventura SAA                                               | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      4000000 | PA      | $4132920.00   | 0.04%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                      | HERO Funding Trust 2017-2                                                   | CUSIP: 42771LAB8<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |       658123 | PA      | $608579.63    | 0.01%             | 2048-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-5                                  | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       284196 | PA      | $287701.97    | 0.00%             | 2057-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-INV1 Trust                                                         | CUSIP: 55284TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4950000 | PA      | $4613142.60   | 0.05%             | 2066-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $785860.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $11537999.25  | 0.11%             | 2041-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                               | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      2612000 | PA      | $2355031.44   | 0.02%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Proper Pass-Thru Trust II                               | Prosper Pass-Thru Trust II Series 2019-St2                                  | CUSIP: 74361EAC1<br>LEI: 549300DCN6PLVC4QVK93 | Long             | ABS-O            | CORP              | US        |      3193133 | PA      | $0.03         | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EZCORP INC                                              | EZCORP Inc                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      4950000 | PA      | $5284719.00   | 0.05%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                     | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1528000 | PA      | $1526380.32   | 0.02%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12083000 | PA      | $12052792.50  | 0.12%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                  | Extra Space Storage LP                                                      | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      1882000 | PA      | $1999022.76   | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                  | Crossroads Asset Trust 2025-A                                               | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7070000 | PA      | $7128888.65   | 0.07%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1               | CUSIP: 35563P7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20158690 | PA      | $17396726.23  | 0.17%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                  | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      6569000 | PA      | $6758778.41   | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-537129.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY                                | Polaris Renewable Energy Inc                                                | CUSIP: 000000000<br>LEI: 254900IRAKXV4MM4QF30 | Long             | DBT              | CORP              | CA        |      6250000 | PA      | $6503937.50   | 0.06%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                | Energizer Holdings Inc 2025 Term Loan B                                     | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |      8229375 | PA      | $8225918.66   | 0.08%             | 2032-03-19      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                        | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      3700000 | PA      | $4350286.23   | 0.04%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                     | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     11670000 | PA      | $10699522.80  | 0.11%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fat Brands Fazoli's Native I, LLC                       | FAT Brands Fazoli's Native I LLC                                            | CUSIP: 31200BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10914785 | PA      | $10120157.05  | 0.10%             | 2051-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                 | Loanpal Solar Loan 2021-1 Ltd                                               | CUSIP: 53948PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13252480 | PA      | $4661302.74   | 0.05%             | 2048-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Trust 2024-1                                                 | CUSIP: 69548AAA9<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      1107066 | PA      | $1112597.52   | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                  | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $13438560.00  | 0.13%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                      | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     13400000 | PA      | $15601700.96  | 0.15%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                              | Select Medical Corporation 2024 Term Loan B                                 | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     13102741 | PA      | $13110995.95  | 0.13%             | 2031-12-03      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                            | Barclays Mortgage Trust 2022-RPL1                                           | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14049566 | PA      | $13984356.75  | 0.14%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-AFC1 Trust                                                        | CUSIP: 12657LAJ3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     42977209 | PA      | $7052130.24   | 0.07%             | 2056-03-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                               | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3998000 | PA      | $3970613.70   | 0.04%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                     | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3015870.00   | 0.03%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 B PTT                                 | American Airlines 2016-3 Class B Pass Through Trust                         | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       438261 | PA      | $437068.69    | 0.00%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                                | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       311822 | PA      | $313570.79    | 0.00%             | 2051-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                               | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      3422000 | PA      | $3623384.70   | 0.04%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                  | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2941000 | PA      | $2957087.27   | 0.03%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                            | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      4862000 | PA      | $5669043.38   | 0.06%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                | Fortitude Global Funding                                                    | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |      7342000 | PA      | $7346698.88   | 0.07%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2019-2                                           | CUSIP: 33845W109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        33000 | PA      | $0.00         | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NBK SPC LTD                                             | NBK SPC Ltd                                                                 | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |      5177000 | PA      | $5033390.02   | 0.05%             | 2027-09-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      7275000 | PA      | $7172786.25   | 0.07%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                  | MPOWER Education Trust 2025-A                                               | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14176993 | PA      | $14321379.98  | 0.14%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                                     | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |      2110132 | PA      | $1779537.56   | 0.02%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Instar Leasing III, LLC                                 | InStar Leasing III LLC                                                      | CUSIP: 45783NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2935506 | PA      | $2750838.40   | 0.03%             | 2054-02-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                              | Upstart Pass-Through Trust Series 2021-ST4                                  | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        61285 | PA      | $61129.20     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                           | TIAA Bank Mortgage Loan Trust 2018-2                                        | CUSIP: 886312CE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2040000 | PA      | $1419966.79   | 0.01%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | PAGAYA AI Debt Trust 2022-2                                                 | CUSIP: 69546VAC1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      1754503 | PA      | $1757297.51   | 0.02%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FCE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       561438 | PA      | $442143.93    | 0.00%             | 2050-11-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-7                                             | CUSIP: 46591XCK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       578586 | PA      | $500748.44    | 0.00%             | 2051-01-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-17

**Name of Applicant:** THORNBURG INVESTMENT TRUST

**Signature:** Christopher Luckham

**Name of Signer:** Christopher Luckham

**Title:** Manager - Fund Admin