# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001752724-25-194288
**Filing Date:** 2025-8
**Character Count:** 641553
**Document Hash:** f155fcf05749a7230d02324a12281635
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-194288.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-194288

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23738
- **FILM NUMBER:** 251235072

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** (213) 486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET, 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Capital Group Core Plus Income ETF
- **DATE OF NAME CHANGE:** 20210629

## Series and Classes Contracts Data

### Capital Group Core Plus Income ETF (Series ID: S000074251)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000231860 | Share Class  | CGCP            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group Fixed Income ETF Trust

- **b. Investment Company Act file number:** 811-23738

- **c. CIK number of Registrant:** 0001870117

- **d. LEI of Registrant:** 549300E5VFNPOBZRHM30

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 949-975-5000

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

- **a. Name of Series:** Capital Group Core Plus Income ETF

- **b. EDGAR series identifier (if any):** S000074251

- **c. LEI of Series:** 549300D15HR3L1WV1T24

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $5706713422.41

**Total Liabilities:** $540568636.81

**Net Assets:** $5166144785.60

**Delayed Delivery Securities:** $433450749.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3233.54000000 | **1-Year:** -75262.09000000 | **5-Year:** -255209.37000000 | **10-Year:** -474375.13000000 | **30-Year:** -277636.25000000

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

- **3-Month:** -2707.81000000 | **1-Year:** -83296.67000000 | **5-Year:** -199413.82000000 | **10-Year:** -109973.33000000 | **30-Year:** -30948.60000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231860 | -0.11%               | -0.23%               | 1.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-171090.40              | $-32471702.37                              |
| Month 2  | $-8177956.51             | $-14694787.86                              |
| Month 3  | $-1453196.46             | $70177347.69                               |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1352912.77   | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                                 | X.AI LLC / X.AI Co Issuer Corp                                                                                                     | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6071520.00   | 0.12%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2547315.01   | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  13380000 | PA      | $13546987.89  | 0.26%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189026.46    | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5043000 | PA      | $5525564.27   | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    260000 | PA      | $265201.22    | 0.01%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                   | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    252000 | PA      | $247044.35    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                     | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $376604.23    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $373232.36    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18516222 | PA      | $18746228.66  | 0.36%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1475000 | PA      | $1468477.40   | 0.03%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                               | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2584014.90   | 0.05%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   1055000 | PA      | $975083.75    | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QWX6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     65000 | PA      | $35668.75     | 0.00%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QZN5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    650000 | PA      | $355062.50    | 0.01%             | 2022-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                        | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3070000 | PA      | $3153250.57   | 0.06%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298829 | PA      | $278136.37    | 0.01%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                            | FIVE 2023-V1 Mortgage Trust                                                                                                        | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1982000 | PA      | $2041769.19   | 0.04%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                       | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4520000 | PA      | $4731712.37   | 0.09%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12342228 | PA      | $12726187.68  | 0.25%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                                   | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $756665.66    | 0.01%             | 2031-02-06      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-AHP                                                                                              | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4887000 | PA      | $4885808.06   | 0.09%             | 2039-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024 VLT4                                      | BX TRUST 2024 VLT4                                                                                                                 | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4757000 | PA      | $4742401.72   | 0.09%             | 2029-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                                 | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    860000 | PA      | $870832.56    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                                            | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |   3166489 | PA      | $3184151.08   | 0.06%             | 2044-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                                                                                      | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |   5544000 | PA      | $5721413.54   | 0.11%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                          | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147398.89    | 0.00%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QG3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304959 | PA      | $254322.75    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DQJF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526028 | PA      | $437623.72    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $20084046.00  | 0.39%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140L1TM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1044525 | PA      | $828005.18    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7566001 | PA      | $7569787.03   | 0.15%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                 | Astrazeneca Finance LLC                                                                                                            | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1759203.18   | 0.03%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                                                                                              | CUSIP: 55376CBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1698000 | PA      | $1742814.97   | 0.03%             | 2056-05-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                    | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6656835.49   | 0.13%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184510.49    | 0.00%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V5 Mortgage Trust                                                                                                   | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1681000 | PA      | $1753357.64   | 0.03%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    789000 | PA      | $751178.13    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17381708 | PA      | $15651180.81  | 0.30%             | 2054-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                         | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5438000 | PA      | $5518020.01   | 0.11%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-110291.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                                           | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1672943.67   | 0.03%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1495814.20   | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QNS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416859 | PA      | $361163.37    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-C10 Mortgage Trust                                                                                                        | CUSIP: 096920AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470000 | PA      | $3553636.72   | 0.07%             | 2057-11-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                                    | CUSIP: 42806MBY4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2167000 | PA      | $2217068.97   | 0.04%             | 2029-09-25      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1330000 | PA      | $1285736.94   | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                                                                             | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2491263.98   | 0.05%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                                 | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2185938.16   | 0.04%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                         | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49179.26     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                           | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154683.84    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                   | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    355000 | PA      | $390560.00    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MWRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269440 | PA      | $1182568.64   | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                                     | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2484116.89   | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                                           | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1655174.68   | 0.03%             | 2055-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BBR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124072 | PA      | $103689.85    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                                      | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | SN               | CORP              | US        |    923750 | PA      | $934426.89    | 0.02%             | 2030-06-23      | Variable      | 12.88%                | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                  | Mondelez International Inc                                                                                                         | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1146508.83   | 0.02%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-A                                                                                            | CUSIP: 78450QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2490000 | PA      | $2550496.54   | 0.05%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2022-2                                                                                       | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1562000 | PA      | $1565244.59   | 0.03%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7955431 | PA      | $7417384.37   | 0.14%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                                      | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    304000 | PA      | $297170.10    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                                  | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1375991.06   | 0.03%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                 | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973000 | PA      | $977491.47    | 0.02%             | 2039-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2024-4                                                                                           | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1596000 | PA      | $1649010.34   | 0.03%             | 2031-08-15      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                   | AG TTMT Escrow Issuer LLC                                                                                                          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1217530.30   | 0.02%             | 2027-09-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                | Genting New York LLC / GENNY Capital Inc                                                                                           | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $648910.97    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                         | Capital Group Central Cash Fund                                                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |   4108340 | NS      | $410834048.20 | 7.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XNZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688653 | PA      | $596653.27    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318159 | PA      | $328834.13    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7591780 | PA      | $7718975.12   | 0.15%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                                                                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $1878942.99   | 0.04%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   8800000 | PA      | $5331683.46   | 0.10%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                | Summit Midstream Holdings LLC                                                                                                      | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1392430.56   | 0.03%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                                    | CUSIP: 89834JAC7<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1250000 | PA      | $1319144.44   | 0.03%             | 2037-01-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1435866.80   | 0.03%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-PSB                                                                                                                  | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300575 | PA      | $300856.92    | 0.01%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B1EY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    764548 | PA      | $606043.34    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7771000 | PA      | $8024395.84   | 0.16%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N0D51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462275 | PA      | $385440.41    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QWW8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $2743.75      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $9955906.79   | 0.19%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                     | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1530000 | PA      | $1338872.71   | 0.03%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                                           | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2578642.60   | 0.05%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                           | Tidewater Inc                                                                                                                      | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1148009.02   | 0.02%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315916.86    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    706000 | PA      | $715226.01    | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                | Kronos Acquisition Holdings Inc                                                                                                    | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $604639.55    | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MBZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9789000 | PA      | $9811166.21   | 0.19%             | 2031-09-15      | Fixed         | 11.21%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5653000 | PA      | $5763841.76   | 0.11%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                            | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    728470 | PA      | $731507.49    | 0.01%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                                    | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1891768 | PA      | $1729352.41   | 0.03%             | 2028-11-15      | Fixed         | 10.00%                | 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        |   4717000 | PA      | $4201960.20   | 0.08%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                                                          | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    299000 | PA      | $307760.70    | 0.01%             | 2035-02-11      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601183 | PA      | $626061.36    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  97379030 | PA      | $95696916.40  | 1.85%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MM3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188236 | PA      | $156730.30    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                                                                           | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $496116.41    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VOLT                                                                                             | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3875312 | PA      | $3859898.83   | 0.07%             | 2036-09-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                    | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413249.37    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $332434.68    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2023-B                                                                                           | CUSIP: 00792FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $1001585.31   | 0.02%             | 2028-09-15      | Fixed         | 8.78%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                            | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    430000 | PA      | $445449.90    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA5                                                                                            | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $8361661.20   | 0.16%             | 2050-10-25      | Floating      | 15.81%                | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                              | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8978000 | PA      | $8732739.98   | 0.17%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                                     | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66268.63     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                                  | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1953225.17   | 0.04%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1255426.52   | 0.02%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3801187.57   | 0.07%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                                                                | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10520000 | PA      | $10830497.80  | 0.21%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QLH3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    465000 | PA      | $254006.25    | 0.00%             | 2017-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                       | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $2488313.82   | 0.05%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1220000 | PA      | $1216040.04   | 0.02%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    540000 | PA      | $555624.47    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-5C31                                                                                                     | CUSIP: 07336YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7180714.80   | 0.14%             | 2057-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR11                                                                                                                   | CUSIP: 06644WBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $7403642.15   | 0.14%             | 2057-11-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    730000 | PA      | $729311.15    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    110000 | PA      | $86593.12     | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                   | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    673000 | PA      | $731245.16    | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                           | Takeda US Financing Inc                                                                                                            | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   8518000 | PA      | $8522359.00   | 0.16%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775626.75    | 0.02%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1606681 | PA      | $1392034.69   | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | Bank 2019-BNK19                                                                                                                    | CUSIP: 06540WBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $861578.40    | 0.02%             | 2061-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                                | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891186.20    | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12832000 | PA      | $10909277.76  | 0.21%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DSBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182499 | PA      | $151523.67    | 0.00%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-IND                                                                                                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109900 | PA      | $110294.72    | 0.00%             | 2037-04-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   5535000 | PA      | $5293993.65   | 0.10%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3443233 | PA      | $3450196.92   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR12                                                                                                                   | CUSIP: 06644XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7925000 | PA      | $8246742.32   | 0.16%             | 2057-12-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                           | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   9310000 | PA      | $9312258.51   | 0.18%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76330.95     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                         | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   6245000 | PA      | $6635918.58   | 0.13%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                                                                           | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    925000 | PA      | $572044.43    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                     | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4665825.50   | 0.09%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  10435000 | PA      | $9414404.83   | 0.18%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MJ4S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226528 | PA      | $188740.97    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                    | Bayer US Finance LLC                                                                                                               | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3573000 | PA      | $3797044.29   | 0.07%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268915 | PA      | $223847.05    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                                    | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2217936.16   | 0.04%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DUJX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1212346 | PA      | $1239750.85   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                          | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2053481.52   | 0.04%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                               | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4659094.35   | 0.09%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                   | Transocean Aquila Ltd                                                                                                              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1011077 | PA      | $1021766.03   | 0.02%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                                               | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5768000 | PA      | $5768627.56   | 0.11%             | 2041-08-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DQYN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1054199 | PA      | $877417.48    | 0.02%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736994 | PA      | $686957.53    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B9LC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408018 | PA      | $339497.50    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XDGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40556 | PA      | $34082.61     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2024-BOCA                                                                                           | CUSIP: 096817AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3645000 | PA      | $3669731.69   | 0.07%             | 2041-08-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V2 Mortgage Trust                                                                                                   | CUSIP: 08163TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994000 | PA      | $2045090.67   | 0.04%             | 2055-05-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2022-C18                                                                                                      | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1381121.55   | 0.03%             | 2055-12-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                    | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8437000 | PA      | $8402746.54   | 0.16%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    381000 | PA      | $274020.55    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4471639.81   | 0.09%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1960855 | PA      | $1965941.73   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                            | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                                            | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713000 | PA      | $720846.28    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                                         | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   4400000 | PA      | $4271300.00   | 0.08%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059723 | PA      | $1101769.99   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20844 | PA      | $17311.64     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                                 | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    969000 | PA      | $940134.07    | 0.02%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140KVKD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869914 | PA      | $690132.50    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9085000 | PA      | $7331603.72   | 0.14%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-ARIA                                                                                                                 | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2976000 | PA      | $2973669.49   | 0.06%             | 2036-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                | APA Corp                                                                                                                           | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    965000 | PA      | $766773.58    | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   5171000 | PA      | $5357761.01   | 0.10%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140M32Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1191007 | PA      | $944094.04    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2023-1                                                                                                  | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1368000 | PA      | $1378822.80   | 0.03%             | 2027-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                                                                                  | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5814559.56   | 0.11%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                               | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   6799000 | PA      | $6846449.07   | 0.13%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N22K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276608 | PA      | $1106326.83   | 0.02%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MTNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95206 | PA      | $79361.52     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B42U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399960 | PA      | $317034.16    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8S7QV7 IRS USD R F  4.13300 BCG8S7QV7_FIX CCPOIS / Short: SCG8S7QV7 IRS USD P V 00MSOFR BCG8S7QV7_FLO CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16000000 | OU      | $378936.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                           | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27487.58     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                                 | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |   2063000 | PA      | $2192488.32   | 0.04%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4312114.32   | 0.08%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                       | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3408000 | PA      | $3518096.02   | 0.07%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24434645 | PA      | $24452594.29  | 0.47%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                           | SDR Commercial Mortgage Trust 2024-DSNY                                                                                            | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1943000 | PA      | $1936404.29   | 0.04%             | 2039-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | Cascade Funding Mortgage Trust 2024-RM5                                                                                            | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |   6301360 | PA      | $6168227.58   | 0.12%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                                | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6390146 | PA      | $6368324.29   | 0.12%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $3521004.20   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                              | Clarus Capital Funding 2024-1 LLC                                                                                                  | CUSIP: 18271JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7083000 | PA      | $7074518.82   | 0.14%             | 2032-08-20      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                               | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $357814.00    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                                                                        | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   4250000 | PA      | $2852299.31   | 0.06%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                 | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3141546.80   | 0.06%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                                           | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    886000 | PA      | $878399.11    | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3785937 | PA      | $3148657.83   | 0.06%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    930000 | PA      | $927155.33    | 0.02%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QN4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723192 | PA      | $627321.75    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81744000 | PA      | $82532629.33  | 1.60%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3142GSQY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19312852 | PA      | $19960881.01  | 0.39%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V11 Mortgage Trust                                                                                                  | CUSIP: 081921BD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7298000 | PA      | $7610727.33   | 0.15%             | 2057-11-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                               | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    950000 | PA      | $979516.48    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                 | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11804523 | PA      | $11307942.48  | 0.22%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  10990000 | PA      | $11060094.22  | 0.21%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                               | ONEOK Inc                                                                                                                          | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49694.22     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                    | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6943000 | PA      | $6638642.42   | 0.13%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6154000 | PA      | $6210181.71   | 0.12%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V10 Mortgage Trust                                                                                                  | CUSIP: 08163UAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6161306.40   | 0.12%             | 2057-09-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                                    | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10996472.30  | 0.21%             | 2042-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                        | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5624321.34   | 0.11%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                               | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2165000 | PA      | $2200722.50   | 0.04%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                                      | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    825000 | PA      | $811198.49    | 0.02%             | 2029-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                                 | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   4061000 | PA      | $3692533.08   | 0.07%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR3 Trust                                                                                               | CUSIP: 74331VAJ5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3457000 | PA      | $3246780.18   | 0.06%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                             | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4428000 | PA      | $4443181.75   | 0.09%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                       | Krakatau Posco PT                                                                                                                  | CUSIP: 000000000<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |   2900000 | PA      | $2911354.28   | 0.06%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    546000 | PA      | $520483.99    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                    | Edison International                                                                                                               | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241406.19    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                    | Constellation Oil Services Holding SA                                                                                              | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |   4290000 | PA      | $4369365.00   | 0.08%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452565 | PA      | $377130.69    | 0.01%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190280 | PA      | $158219.36    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447609.49    | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1422573.00   | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832793 | PA      | $860606.89    | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                                                                             | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3648333 | PA      | $3689900.58   | 0.07%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $745494.24    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10029000 | PA      | $8921196.26   | 0.17%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3142J6AL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261515 | PA      | $243342.19    | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                             | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2614327.22   | 0.05%             | 2039-05-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C30                                                                                                      | CUSIP: 05493YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4242000 | PA      | $4384560.89   | 0.08%             | 2057-11-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                           | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57407.21     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                         | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2600000 | PA      | $2489163.25   | 0.05%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  59499525 | PA      | $49341952.33  | 0.96%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                       | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3520000 | PA      | $3196250.04   | 0.06%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                                | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5291000 | PA      | $5324883.56   | 0.10%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                              | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    860000 | PA      | $819072.60    | 0.02%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                          | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1302616.25   | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-3                                                                                           | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $1025702.84   | 0.02%             | 2030-08-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C8 Mortgage Trust                                                                                                        | CUSIP: 09661XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4122642.00   | 0.08%             | 2057-12-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                                                                                 | CUSIP: 12433KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14062000 | PA      | $14063901.18  | 0.27%             | 2042-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                                                                                 | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2567000 | PA      | $1905472.29   | 0.04%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22900000 | PA      | $22898339.06  | 0.44%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    315000 | PA      | $335960.10    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RHE7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3333000 | PA      | $3404560.84   | 0.07%             | 2028-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                   | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151978.79    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                            | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $72900.15     | 0.00%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35716149 | PA      | $34185923.80  | 0.66%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1994000 | PA      | $2029961.79   | 0.04%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2025-A                                                                                            | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8310808 | PA      | $8415789.00   | 0.16%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   4442000 | PA      | $4072447.81   | 0.08%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QZM7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     70000 | PA      | $38237.50     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                          | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    623000 | PA      | $642108.38    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925513 | PA      | $862483.81    | 0.02%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2025-1                                                                                       | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3798000 | PA      | $3859466.83   | 0.07%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   6252000 | PA      | $6507375.44   | 0.13%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658000 | PA      | $1661579.29   | 0.03%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   7253000 | PA      | $8084144.99   | 0.16%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                              | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5510000 | PA      | $5451594.00   | 0.11%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                     | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4150000 | PA      | $4299942.03   | 0.08%             | 2035-02-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                    | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    530000 | PA      | $580965.33    | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities               | Multifamily Connecticut Avenue Securities Trust 2023-01                                                                            | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   1636566 | PA      | $1699636.58   | 0.03%             | 2053-11-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                                                                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4307908 | PA      | $4214568.71   | 0.08%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                          | BXSC Commercial Mortgage Trust 2022-WSS                                                                                            | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249000 | PA      | $249915.92    | 0.00%             | 2035-03-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                                 | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2158820.45   | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5840000 | PA      | $5879653.60   | 0.11%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10363000 | PA      | $10369258.22  | 0.20%             | 2031-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843289 | PA      | $670476.25    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4109000 | PA      | $4191665.15   | 0.08%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                         | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3921000 | PA      | $4088836.72   | 0.08%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR1 Trust                                                                                               | CUSIP: 74331QAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698000 | PA      | $649172.95    | 0.01%             | 2041-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                               | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7045000 | PA      | $7878373.27   | 0.15%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                       | Newell Brands Inc                                                                                                                  | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1914986.73   | 0.04%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22300620 | PA      | $22317004.89  | 0.43%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    415000 | PA      | $366821.07    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47219456 | PA      | $47254143.43  | 0.91%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4046468.00   | 0.08%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                             | 3R Lux SARL                                                                                                                        | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    585000 | PA      | $592034.86    | 0.01%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                          | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4071559.77   | 0.08%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1955146 | PA      | $2062700.99   | 0.04%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                                 | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $2320864.58   | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KNQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1084812 | PA      | $859897.99    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                              | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207045.80    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654343 | PA      | $543303.00    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3887110 | PA      | $3824786.16   | 0.07%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1497112 | PA      | $1242711.42   | 0.02%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                       | Cisco Systems Inc                                                                                                                  | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1372144.86   | 0.03%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                                    | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |   1900000 | PA      | $2373409.20   | 0.05%             | 2030-04-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                                | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111879.15    | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2050000 | PA      | $1390070.89   | 0.03%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                                           | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1293302.50   | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2855000 | PA      | $2886596.29   | 0.06%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                               | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    339000 | PA      | $335678.85    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1291780.88   | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4100000 | PA      | $3812888.48   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $866311.58    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                                                                              | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $6533029.28   | 0.13%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                 | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2027722.46   | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                            | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331341 | PA      | $1209436.10   | 0.02%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $838325.91    | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10710000 | PA      | $10421459.43  | 0.20%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                    | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $6031551.86   | 0.12%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                    | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    600000 | PA      | $598049.14    | 0.01%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-31422.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93495000 | PA      | $91505809.73  | 1.77%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                               | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   5836000 | PA      | $5540003.27   | 0.11%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                 | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4708150 | PA      | $4295806.43   | 0.08%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1996000 | PA      | $2012379.18   | 0.04%             | 2029-08-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DP3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278812 | PA      | $259537.32    | 0.01%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1436465.04   | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1870214.10   | 0.04%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KRY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115244 | PA      | $95770.85     | 0.00%             | 2053-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                                  | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1290344.31   | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $8901751.41   | 0.17%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    107000 | PA      | $115233.63    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26845400 | PA      | $26986955.79  | 0.52%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                                   | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305537.63    | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $3358446.33   | 0.07%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                             | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1150000 | PA      | $1142108.30   | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VOLT                                                                                             | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2402694 | PA      | $2392917.19   | 0.05%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-7                                                                                      | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796000 | PA      | $814263.11    | 0.02%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                 | United Auto Credit Securitization Trust 2024-1                                                                                     | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6140205.60   | 0.12%             | 2029-11-12      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWG64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1152630 | PA      | $1074131.67   | 0.02%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                                                                  | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   1755000 | PA      | $1792030.50   | 0.03%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C1                                                                                              | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6702000 | PA      | $6505022.19   | 0.13%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1113222 | PA      | $882990.50    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7155000 | PA      | $7506705.03   | 0.15%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                         | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $7214143.91   | 0.14%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                               | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594000 | PA      | $602440.98    | 0.01%             | 2037-07-05      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XBK25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1226396 | PA      | $972178.67    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    399000 | PA      | $400692.99    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                                                         | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   1000000 | PA      | $890714.81    | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7279000 | PA      | $7307519.56   | 0.14%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                            | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    677527 | PA      | $615362.55    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                                                                          | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $3051634.41   | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1700000 | PA      | $1396392.05   | 0.03%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                                      | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1241887.36   | 0.02%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1180000 | PA      | $1091885.98   | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                         | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    782000 | PA      | $582361.12    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5163000 | PA      | $4196094.53   | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                            | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    846000 | PA      | $866772.07    | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                                                                                | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1385000 | PA      | $1332934.39   | 0.03%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                       | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3522000 | PA      | $3480996.74   | 0.07%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1331679.42   | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                                | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151916.97    | 0.00%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                               | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7505000 | PA      | $7645323.84   | 0.15%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QYX4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     75000 | PA      | $40968.75     | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGBTHDD1 IRS USD R F  3.86300 BCGBTHDD1_FIX CCPOIS / Short: SCGBTHDD1 IRS USD P V 00MSOFR BCGBTHDD1_FLO CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 250000000 | OU      | $488425.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                            | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96550.21     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KNTM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500683 | PA      | $1301891.45   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                                        | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $640447.11    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                        | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1407225.89   | 0.03%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                                                                     | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2927000 | PA      | $2771740.80   | 0.05%             | 2037-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                               | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3730000 | PA      | $3505454.00   | 0.07%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                     | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   6015000 | PA      | $4821924.75   | 0.09%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10752388 | PA      | $11056565.09  | 0.21%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1059037.28   | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    562000 | PA      | $577236.63    | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS                           | IRB INFRASTRUCTURE DEVELOPERS                                                                                                      | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    685000 | PA      | $687559.74    | 0.01%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8202155.09   | 0.16%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                           | WOLFSPEED INC                                                                                                                      | CUSIP: 977852AE2<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    807260 | PA      | $816590.47    | 0.02%             | 2030-06-23      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV3                                                                                             | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989353 | PA      | $921476.85    | 0.02%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1441264 | PA      | $1378793.64   | 0.03%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1058413.77   | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                 | CUSIP: 3618N5PF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118163 | PA      | $109949.44    | 0.00%             | 2055-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHA SERV & HLDGS                                      | Alpha Services and Holdings SA                                                                                                     | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | DBT              | CORP              | GR        |    105000 | PA      | $125587.67    | 0.00%             | 2031-06-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                                                                              | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |   1275000 | PA      | $1248893.48   | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                        | FXI Holdings Inc                                                                                                                   | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   5332000 | PA      | $4698291.80   | 0.09%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13748385 | PA      | $13184145.71  | 0.26%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BBSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                                                                          | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42758.37     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                                                                              | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1702787.19   | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                               | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5875000 | PA      | $5890468.88   | 0.11%             | 2037-07-05      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                              | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    696000 | PA      | $697113.67    | 0.01%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2607775.28   | 0.05%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140ANQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33982 | PA      | $35152.06     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $633652.05    | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4304123 | PA      | $4002667.35   | 0.08%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                     | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $194184.61    | 0.00%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-2                                                                                         | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848000 | PA      | $917567.55    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                     | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    686000 | PA      | $676244.32    | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XQXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16592348 | PA      | $17153484.03  | 0.33%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2350000 | PA      | $2233983.81   | 0.04%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5990574 | PA      | $5994974.61   | 0.12%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71117 | PA      | $59290.23     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XD2R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $792606.08    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KQYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583782 | PA      | $485824.96    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2020-GC46                                                                                      | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $732575.51    | 0.01%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                                | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    491000 | PA      | $468417.58    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015535 | PA      | $879869.74    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                                | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71697.05     | 0.00%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                         | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4273667.82   | 0.08%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2494343.38   | 0.05%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2089000 | PA      | $1716935.65   | 0.03%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                    | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42814.65     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179599.94    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |  10082000 | PA      | $8487543.80   | 0.16%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    158000 | PA      | $114762.82    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XR4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147485 | PA      | $155598.26    | 0.00%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                   | BlackRock Funding Inc                                                                                                              | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2102308.17   | 0.04%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N4QU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936174 | PA      | $872614.23    | 0.02%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1797031.46   | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4827000 | PA      | $4956904.37   | 0.10%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1763001 | PA      | $1821881.32   | 0.04%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                             | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4430905.61   | 0.09%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2159926.73   | 0.04%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                              | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   4524000 | PA      | $4324862.30   | 0.08%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                                                                                 | CUSIP: 46676AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6779000 | PA      | $6789316.28   | 0.13%             | 2039-11-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1799195.83   | 0.03%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                                | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3802000 | PA      | $3465058.89   | 0.07%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C3                                                                                     | CUSIP: 95004JAG9<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10487938.00  | 0.20%             | 2058-01-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2024-2                                                                                           | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1222433.08   | 0.02%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                                                                     | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    845000 | PA      | $867056.76    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                             | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1759676.34   | 0.03%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $737279.13    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-4                                                                                         | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010000 | PA      | $3294385.40   | 0.06%             | 2031-02-18      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                         | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1758879.64   | 0.03%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9251135 | PA      | $9406591.02   | 0.18%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188857 | PA      | $156798.50    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    165000 | PA      | $90543.75     | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BAUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64662 | PA      | $53956.49     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TotalEnergies Capital SA                                                                                                           | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    760000 | PA      | $732086.87    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309966.61    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5074000 | PA      | $5205311.42   | 0.10%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                   | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   9102000 | PA      | $9265834.73   | 0.18%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                              | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76355.28     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-SDMF                                                                                                                 | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470960 | PA      | $466594.00    | 0.01%             | 2034-09-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2009577.90   | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                                                                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   3959000 | PA      | $3949604.90   | 0.08%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                                 | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    552961 | PA      | $548206.98    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50660092.50  | 0.98%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235633 | PA      | $195548.80    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                                | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6099000 | PA      | $6384534.81   | 0.12%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20481101 | PA      | $20514609.47  | 0.40%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726748 | PA      | $604046.38    | 0.01%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                            | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2298241.02   | 0.04%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78555000 | PA      | $78737534.33  | 1.52%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                        | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1223479.98   | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30770000 | PA      | $30172551.22  | 0.58%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XPKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36734 | PA      | $30589.22     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    725000 | PA      | $611698.41    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                         | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1374246.38   | 0.03%             | 2029-03-15      | Fixed         | 7.13%                 | 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        |     26000 | PA      | $25916.46     | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      7721 | NC      | $6285222.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWH63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    930251 | PA      | $866223.54    | 0.02%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    471000 | PA      | $470204.25    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1668000 | PA      | $1684002.94   | 0.03%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                         | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1726693.27   | 0.03%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C24                                                                                                      | CUSIP: 07336VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276000 | PA      | $275601.48    | 0.01%             | 2057-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4193845.97   | 0.08%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2237058 | PA      | $1773344.42   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1831475.02   | 0.04%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                         | BANK5 2024-5YR9                                                                                                                    | CUSIP: 06644VBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6530000 | PA      | $6810842.24   | 0.13%             | 2057-08-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                                                                              | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1455679.92   | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                              | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $2060859.37   | 0.04%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6794293 | PA      | $6322173.64   | 0.12%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BE3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686074 | PA      | $618874.89    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1925000 | PA      | $1899681.25   | 0.04%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                    | Shell Finance US Inc                                                                                                               | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70354.84     | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                               | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    550000 | PA      | $471000.55    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DVET8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1113898 | PA      | $965067.59    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28633044 | PA      | $29114233.08  | 0.56%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                                     | CUSIP: 95000FAZ9<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2920342.20   | 0.06%             | 2048-07-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                | Ford Credit Floorplan Master Owner Trust A                                                                                         | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2335000 | PA      | $2357071.12   | 0.05%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                | APA Corp                                                                                                                           | CUSIP: 03743QAJ7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    615000 | PA      | $492397.27    | 0.01%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                                    | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2086165 | PA      | $1846829.76   | 0.04%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIR2                                                                                             | CUSIP: 05613QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1918360 | PA      | $1927073.09   | 0.04%             | 2041-10-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254350 | PA      | $254798.85    | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                                                    | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              |  | MX        |    677000 | PA      | $706358.11    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                               | Auxilior Term Funding 2024-1 LLC                                                                                                   | CUSIP: 05335FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4786000 | PA      | $4926797.42   | 0.10%             | 2031-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                            | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   2729000 | PA      | $2792604.07   | 0.05%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31371KAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       424 | PA      | $447.34       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                                                                  | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433693.90    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QLEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838389 | PA      | $699776.35    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2022-1                                                                                           | CUSIP: 22534LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002142.00   | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QAJ1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $5462.50      | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    929000 | PA      | $866321.55    | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $4010949.26   | 0.08%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                   | CCG Receivables Trust 2025-1                                                                                                       | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544000 | PA      | $549574.80    | 0.01%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1451087.24   | 0.03%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10625000 | PA      | $7298161.09   | 0.14%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    655000 | PA      | $647547.81    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-FNX                                                                                                                  | CUSIP: 05593TAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13113867 | PA      | $13158460.44  | 0.25%             | 2041-11-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205285.20    | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                                                                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $3939789.38   | 0.08%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-B                                                                                                  | CUSIP: 12663BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1251295.75   | 0.02%             | 2028-08-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   6979000 | PA      | $6677406.56   | 0.13%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                    | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |   7405000 | PA      | $7755708.21   | 0.15%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Commercial Mortgage Trust 2023-DC                                                                                               | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5155000 | PA      | $5302867.05   | 0.10%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12740000 | PA      | $12905470.94  | 0.25%             | 2047-03-14      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGE5DD16 IRS USD R F  3.73150 BCGE5DD16_FIX CCPOIS / Short: SCGE5DD16 IRS USD P V 12MSOFR BCGE5DD16_FLO CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 156000000 | OU      | $701188.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                         | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    337000 | PA      | $203013.55    | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust VII                                                                                       | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336891 | PA      | $338276.92    | 0.01%             | 2030-11-25      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30490000 | PA      | $30998434.47  | 0.60%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QNTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                             | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1150000 | PA      | $1107613.02   | 0.02%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140AJJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677245 | PA      | $677743.06    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-LC22                                                                                    | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $122030.53    | 0.00%             | 2058-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                                                                                                       | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  14433000 | PA      | $13283794.02  | 0.26%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                                        | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2745000 | PA      | $1806210.30   | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    355000 | PA      | $194806.25    | 0.00%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                                        | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   3375000 | PA      | $3418187.45   | 0.07%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                             | Houston Galleria Mall Trust 2025-HGLR                                                                                              | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5381000 | PA      | $5531617.42   | 0.11%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC                                   | Party City Holdco Inc                                                                                                              | CUSIP: 702149AA3<br>LEI: 549300BUAG9YASF5Q703 | Long             | DBT              | CORP              | US        |    148006 | PA      | $14800.60     | 0.00%             | 2029-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $3128631.08   | 0.06%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2024-2                                                                                           | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5769000 | PA      | $5995801.89   | 0.12%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2024-2                                                                                | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7281000 | PA      | $7459415.08   | 0.14%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1543202 | PA      | $1545727.03   | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10932396 | PA      | $9107088.47   | 0.18%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    300000 | PA      | $376518.06    | 0.01%             | 2030-05-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                            | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3400000 | PA      | $3485738.82   | 0.07%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                              | CENT Trust 2023-CITY                                                                                                               | CUSIP: 12516WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3354000 | PA      | $3361222.17   | 0.07%             | 2038-09-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-NR1 LLC                                                                                                                  | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3341905 | PA      | $3360133.68   | 0.07%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                                                                               | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    930000 | PA      | $1007882.85   | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                                                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    607000 | PA      | $616279.21    | 0.01%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $4105203.91   | 0.08%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                                                                            | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2977420 | PA      | $2984425.57   | 0.06%             | 2041-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1121000 | PA      | $1120439.28   | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund II LLC                                                                                                          | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9371000 | PA      | $9439211.51   | 0.18%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                             | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   6585000 | PA      | $5771017.61   | 0.11%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946674 | PA      | $947369.36    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1337260.85   | 0.03%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72306.78     | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C5 Mortgage Trust                                                                                                        | CUSIP: 05593RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7774000 | PA      | $8141208.00   | 0.16%             | 2057-02-15      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust          | Finance of America Structured Securities Trust Series 2025-PC1                                                                     | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-MBS          | CORP              | US        |   9214817 | PA      | $8875797.18   | 0.17%             | 2075-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                      | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5016460.00   | 0.10%             | 2041-06-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC (DRS)                             | PARTY CITY HOLDCO INC (DRS)                                                                                                        | CUSIP: 000000000<br>LEI: 549300BUAG9YASF5Q703 | Long             | STIV             | CORP              | US        |      7446 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                                                                                 | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8955000 | PA      | $8958530.06   | 0.17%             | 2042-03-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1905326 | PA      | $1906726.19   | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $5624892.25   | 0.11%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BH4K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381980 | PA      | $317874.71    | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10331287 | PA      | $8195767.44   | 0.16%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                              | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1789700.83   | 0.03%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                             | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1918718.40   | 0.04%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948880 | PA      | $883568.27    | 0.02%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6877647.88   | 0.13%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                                        | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $120986.40    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                    | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3066355.14   | 0.06%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885179 | PA      | $900216.07    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    944000 | PA      | $907314.74    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16889000 | PA      | $14612677.95  | 0.28%             | 2055-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2872516 | PA      | $2923078.02   | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97739 | PA      | $81573.68     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                              | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $4089613.33   | 0.08%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QNXY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1152147 | PA      | $913730.90    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                             | Evergreen Credit Card Trust                                                                                                        | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    765000 | PA      | $772487.67    | 0.01%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37730.32     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                               | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $501637.99    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                           | Takeda US Financing Inc                                                                                                            | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2152326.38   | 0.04%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MJ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6896155 | PA      | $5724583.96   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C3                                                                                              | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1582444 | PA      | $1499117.40   | 0.03%             | 2050-08-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                | Harley-Davidson Financial Services Inc                                                                                             | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   3084000 | PA      | $3138360.50   | 0.06%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                                  | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15685984 | PA      | $7134377.67   | 0.14%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2114593 | PA      | $1759217.56   | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2244495.89   | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1800000 | PA      | $1378296.59   | 0.03%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 136903787 | PA      | $139132456.07 | 2.69%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2023-B                                                                                           | CUSIP: 00792FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1447000 | PA      | $1460081.17   | 0.03%             | 2028-09-15      | Fixed         | 11.32%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                      | Freddie Mac Multifamily Structured Credit Risk                                                                                     | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    910000 | PA      | $935124.19    | 0.02%             | 2051-01-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  10236000 | PA      | $9670506.65   | 0.19%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                    | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |   7163000 | PA      | $6622394.06   | 0.13%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                              | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    630000 | PA      | $646330.23    | 0.01%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK46                                                                                                                    | CUSIP: 06541DBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2242243 | PA      | $2399124.00   | 0.05%             | 2056-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust VII                                                                                       | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108529 | PA      | $108569.22    | 0.00%             | 2030-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                                   | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1685000 | PA      | $1665272.69   | 0.03%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    385000 | PA      | $398143.11    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V9 Mortgage Trust                                                                                                   | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3496000 | PA      | $3617714.99   | 0.07%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                         | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2100000 | PA      | $1784478.95   | 0.03%             | 2054-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                             | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1761625.84   | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B5Z88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    991151 | PA      | $785658.65    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   8410000 | PA      | $8367657.16   | 0.16%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                           | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6317703.86   | 0.12%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1936034.15   | 0.04%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.              | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                                    | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |   1468900 | PA      | $1469588.91   | 0.03%             | 2031-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3215000 | PA      | $3148931.75   | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     77000 | PA      | $53663.55     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                       | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2369145.17   | 0.05%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                                                                      | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286425.69    | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790639 | PA      | $627439.38    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6500002 | PA      | $6732808.22   | 0.13%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                    | Bayer US Finance LLC                                                                                                               | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3203000 | PA      | $3435773.70   | 0.07%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $463251.13    | 0.01%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA5                                                                                            | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |  13730000 | PA      | $16535319.09  | 0.32%             | 2050-11-25      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6180789 | PA      | $6191062.56   | 0.12%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2315972 | PA      | $2356054.83   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QA69<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    330000 | PA      | $181087.50    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   4230000 | PA      | $4155975.00   | 0.08%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                   | OnDeck Asset Securitization Trust IV LLC                                                                                           | CUSIP: 67118NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632000 | PA      | $647510.42    | 0.01%             | 2031-06-17      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                                       | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2987000 | PA      | $2987215.06   | 0.06%             | 2042-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                                    | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2121000 | PA      | $2119034.05   | 0.04%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2926000 | PA      | $2956292.09   | 0.06%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                      | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2408000 | PA      | $2407189.71   | 0.05%             | 2041-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    982000 | PA      | $1020453.16   | 0.02%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B2DV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                               | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1678194.10   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5426418 | PA      | $5440388.27   | 0.11%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XBZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387384 | PA      | $307076.29    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                            | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   7372000 | PA      | $7197116.48   | 0.14%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132E0Q62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2972635 | PA      | $2475760.48   | 0.05%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QKR2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     20000 | PA      | $10925.00     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                   | OnDeck Asset Securitization Trust IV LLC                                                                                           | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183000 | PA      | $182662.71    | 0.00%             | 2031-10-17      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                                         | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1744000 | PA      | $1753363.88   | 0.03%             | 2039-03-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XK4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083609 | PA      | $899633.81    | 0.02%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8203000 | PA      | $8356340.32   | 0.16%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5269004 | PA      | $5444978.79   | 0.11%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                         | MV24 Capital BV                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    659088 | PA      | $639802.85    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3552773.75   | 0.07%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4707636.62   | 0.09%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94635.41     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                                                                                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   3353000 | PA      | $2178326.88   | 0.04%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QZA3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     20000 | PA      | $10975.00     | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2280000 | PA      | $1919418.00   | 0.04%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LSB INDUSTRIES                                          | LSB Industries Inc                                                                                                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    533000 | PA      | $529583.36    | 0.01%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                                                                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1770878.10   | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                         | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5351000 | PA      | $4927402.75   | 0.10%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                             | Geopark Ltd                                                                                                                        | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   4750000 | PA      | $4183705.00   | 0.08%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                       | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1600887.60   | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B66H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429370 | PA      | $357959.33    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                                                                                    | CUSIP: 06541BCC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512000 | PA      | $522052.66    | 0.01%             | 2056-02-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140KYM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694406 | PA      | $550460.69    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                     | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1373023.42   | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QKK7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $2731.25      | 0.00%             | 2017-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $6873142.03   | 0.13%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $856399.19    | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QXR8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    400000 | PA      | $219500.00    | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                          | BXSC Commercial Mortgage Trust 2022-WSS                                                                                            | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2985000 | PA      | $2988411.86   | 0.06%             | 2035-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    650000 | PA      | $625471.73    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953000 | PA      | $955143.58    | 0.02%             | 2031-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                    | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4346000 | PA      | $4435009.82   | 0.09%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2023-H12 LLC                                                                                                                  | CUSIP: 12530QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1402597.72   | 0.03%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2497972 | PA      | $2540959.40   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                 | CUSIP: 3618N5GL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    948844 | PA      | $882890.38    | 0.02%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    851153 | PA      | $706669.43    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                                                                               | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428864 | PA      | $429864.53    | 0.01%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140ATVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691699 | PA      | $692207.41    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140L54J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5547189 | PA      | $4397269.85   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XGQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                | Public Service Enterprise Group Inc                                                                                                | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202453.31    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DQ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1347855 | PA      | $1119054.76   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                                      | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364630.28    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                                                                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   7295000 | PA      | $6859295.26   | 0.13%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                          | PEAC Solutions Receivables 2024-1 LLC                                                                                              | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7274000 | PA      | $7450821.48   | 0.14%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                                        | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1879714.12   | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5291275 | PA      | $5385622.51   | 0.10%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    203000 | PA      | $166155.82    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153814.73    | 0.00%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6087463 | PA      | $5053632.63   | 0.10%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1547694.26   | 0.03%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                              | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6212000 | PA      | $6441636.46   | 0.12%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1615356 | PA      | $1616542.49   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                   | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $2236505.70   | 0.04%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                                    | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    672000 | PA      | $679976.24    | 0.01%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                                                                                    | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144345.96    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                                    | CUSIP: 42806MCG2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $4092744.71   | 0.08%             | 2030-03-25      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                  | Radiology Partners Inc 2024 Extended Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     35924 | PA      | $35847.29     | 0.00%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QXU1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    265000 | PA      | $144756.25    | 0.00%             | 2021-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 134988659 | PA      | $132416347.17 | 2.56%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWKD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6210968 | PA      | $5782182.54   | 0.11%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2232130.00   | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                            | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1691793.28   | 0.03%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC JP MORGAN COC                                 | SWAP CCPC JP MORGAN COC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       708 | NS      | $708.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1291242.68   | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QR7K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    923298 | PA      | $859863.57    | 0.02%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $621314.89    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163164.35    | 0.00%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                      | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    645000 | PA      | $656112.71    | 0.01%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                                         | CUSIP: 39152MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3963000 | PA      | $3981640.76   | 0.08%             | 2039-03-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                            | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1740000 | PA      | $1754202.59   | 0.03%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-1                                                                                         | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4799000 | PA      | $5011324.08   | 0.10%             | 2031-08-15      | Fixed         | 7.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3593903 | PA      | $3442010.51   | 0.07%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                                                                        | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312453.52    | 0.01%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                                         | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   2500000 | PA      | $2529699.55   | 0.05%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133WELB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23241 | PA      | $23281.23     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                 | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $879051.25    | 0.02%             | 2039-06-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR4                                                                                                                    | CUSIP: 06211FBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2989000 | PA      | $3217445.98   | 0.06%             | 2056-12-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | MSBAM                                                                                                                              | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7473000 | PA      | $7666180.04   | 0.15%             | 2058-03-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7172000 | PA      | $6960538.89   | 0.13%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10350000 | PA      | $10487419.54  | 0.20%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG7HHSS4 IRS USD R V 00MSOFR BCG7HHSS4_FLO CCPOIS / Short: BCG7HHSS4 IRS USD P F  3.15850 BCG7HHSS4_FIX CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  43000000 | OU      | $1143030.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                                                                  | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664859.08    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QZQ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    210000 | PA      | $114712.50    | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                                        | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   2780000 | PA      | $2788557.56   | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1082760.57   | 0.02%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing LLC                                                                                                        | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $284689.26    | 0.01%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5007721.00   | 0.10%             | 2028-11-15      | Fixed         | 15.56%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-5                                                                                         | CUSIP: 30168DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5403000 | PA      | $5886345.36   | 0.11%             | 2031-06-16      | Fixed         | 9.58%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                                                                    | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    778000 | PA      | $777841.30    | 0.02%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                               | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3068096.24   | 0.06%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                           | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1295730.68   | 0.03%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5894000 | PA      | $5905862.68   | 0.11%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    796600 | PA      | $781624.88    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    665000 | PA      | $671222.40    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2019-L3                                                                                             | CUSIP: 61691UBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $693177.45    | 0.01%             | 2052-11-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                              | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2349769.52   | 0.05%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MGH87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    713085 | PA      | $618467.98    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    485000 | PA      | $348787.03    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                               | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   5613000 | PA      | $5338531.60   | 0.10%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   4207000 | PA      | $4090273.84   | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                                       | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4897000 | PA      | $4804103.42   | 0.09%             | 2042-03-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                                                                  | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    276000 | PA      | $282031.53    | 0.01%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                           | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1963798.44   | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C6 Mortgage Trust                                                                                                        | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159000 | PA      | $1188550.79   | 0.02%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-5C1 Mortgage Trust                                                                                                        | CUSIP: 055986AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3505000 | PA      | $3674616.06   | 0.07%             | 2056-08-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1548942.36   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1870234.22   | 0.04%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295632.50    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                  | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    968000 | PA      | $774400.00    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1759981 | PA      | $1758332.88   | 0.03%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                                 | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1164490.71   | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                                                                     | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2961784.50   | 0.06%             | 2039-01-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249838 | PA      | $208253.80    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1172997.21   | 0.02%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DSK84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                                        | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    747000 | PA      | $747270.46    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   3949000 | PA      | $3547954.57   | 0.07%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28213000 | PA      | $28594771.26  | 0.55%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375150.78    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust                                                                                                     | CUSIP: 05351KAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4983344.00   | 0.10%             | 2029-05-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                       | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1320835.06   | 0.03%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                                    | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4947000 | PA      | $4971333.30   | 0.10%             | 2029-09-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                                                                              | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $299961.65    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                            | FIVE 2023-V1 Mortgage Trust                                                                                                        | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973000 | PA      | $986699.74    | 0.02%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N6W73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241176 | PA      | $241695.22    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1650000 | PA      | $1767585.60   | 0.03%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   7556000 | PA      | $7431364.54   | 0.14%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                        | Coca-Cola Co/The                                                                                                                   | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1911399.13   | 0.04%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3138MTKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2177010 | PA      | $2025737.85   | 0.04%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711000 | PA      | $711209.03    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                          | Transocean Inc                                                                                                                     | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1255000 | PA      | $883579.24    | 0.02%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2023 Revolver                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     28340 | PA      | $28552.55     | 0.00%             | 2029-09-13      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities               | Multifamily Connecticut Avenue Securities Trust 2025-01                                                                            | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8870267 | PA      | $8896972.46   | 0.17%             | 2055-05-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 31426LNC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9204022 | PA      | $9511418.33   | 0.18%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235025 | PA      | $235530.59    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1497482 | PA      | $1522723.59   | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2490561 | PA      | $2447540.01   | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2024-3                                                                                                  | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537000 | PA      | $538174.20    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C7 Mortgage Trust                                                                                                        | CUSIP: 09660WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $9309060.00   | 0.18%             | 2057-11-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                    | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2289333.20   | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21994954 | PA      | $21093798.50  | 0.41%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                      | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3708000 | PA      | $3908532.35   | 0.08%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133AQHG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244543.43    | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                           | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1325000 | PA      | $1497813.13   | 0.03%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWLD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1950043 | PA      | $1815011.74   | 0.04%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1279729.43   | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                                     | CUSIP: 949931AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1723000 | PA      | $1799231.72   | 0.03%             | 2058-05-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1837072.21   | 0.04%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B3UP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1427499 | PA      | $1239013.44   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80044 | PA      | $66544.44     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $2000206.90   | 0.04%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                             | Petrobras Global Finance BV                                                                                                        | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    611000 | PA      | $620017.14    | 0.01%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1103981 | PA      | $876862.89    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                            | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5870000 | PA      | $5592936.00   | 0.11%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1015000 | PA      | $1090183.52   | 0.02%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415468 | PA      | $416147.87    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                                      | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3950000 | PA      | $3943060.64   | 0.08%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                              | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1600907.67   | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                                                                               | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434461 | PA      | $444894.32    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    520000 | PA      | $678976.23    | 0.01%             | 2029-06-27      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                               | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3266000 | PA      | $3498319.14   | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA4                                                                                            | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $7296143.80   | 0.14%             | 2050-08-25      | Floating      | 14.42%                | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                                                                            | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   2763060 | PA      | $2810982.24   | 0.05%             | 2050-03-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR2 Trust                                                                                               | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1532000 | PA      | $1414142.78   | 0.03%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                               | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    445000 | PA      | $450896.25    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   4700000 | PA      | $3758170.01   | 0.07%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                          | US Bank NA                                                                                                                         | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2451892 | PA      | $2454356.41   | 0.05%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                             | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742000 | PA      | $723386.19    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1012548.18   | 0.02%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA3                                                                                            | CUSIP: 35565WBE1<br>LEI: 5493000ITGOA1OPGRQ72 | Long             | ABS-MBS          | USGSE             | US        |   8401000 | PA      | $10904531.60  | 0.21%             | 2050-06-25      | Floating      | 13.77%                | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                   | PK ALIFT Loan Funding 4 LP                                                                                                         | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2818802 | PA      | $2813469.83   | 0.05%             | 2039-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 31426FXP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176982 | PA      | $182920.07    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2023-C20                                                                                                      | CUSIP: 07336DBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882000 | PA      | $1937234.25   | 0.04%             | 2056-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QNW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                                | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1275821.53   | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   4817000 | PA      | $4335063.05   | 0.08%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    940000 | PA      | $792862.27    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                       | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3527000 | PA      | $3564532.32   | 0.07%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MNAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2345208 | PA      | $2031854.92   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XLVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2688097 | PA      | $2733222.48   | 0.05%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                | Acuris Finance US Inc / Acuris Finance SARL                                                                                        | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7130000 | PA      | $7316848.07   | 0.14%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                              | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3230000 | PA      | $3376722.75   | 0.07%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  10880000 | PA      | $6845182.46   | 0.13%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK24                                                                                                                    | CUSIP: 06540VBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033000 | PA      | $950801.09    | 0.02%             | 2062-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4353657 | PA      | $4593156.71   | 0.09%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3467489 | PA      | $3547406.56   | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3442418 | PA      | $3032319.75   | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                                                                         | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408652.41    | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                                                                   | CUSIP: 08163VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499000 | PA      | $1561814.10   | 0.03%             | 2056-07-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                                                                           | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2964688.80   | 0.06%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    100000 | PA      | $54875.00     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MGPB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667744 | PA      | $578534.80    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                                                                            | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279968 | PA      | $1281079.01   | 0.02%             | 2041-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                           | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   5229000 | PA      | $3342461.72   | 0.06%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                | Kronos Acquisition Holdings Inc                                                                                                    | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $658766.33    | 0.01%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1275000 | PA      | $1232772.00   | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1402294.03   | 0.03%             | 2050-11-15      | Fixed         | 3.60%                 | 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        |   2021000 | PA      | $2039489.12   | 0.04%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N2VL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123080 | PA      | $106740.82    | 0.00%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-1                                                                                         | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4533264.40   | 0.09%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798601 | PA      | $692175.85    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                                                                               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3490341.77   | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                               | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    273000 | PA      | $283750.44    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                          | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3580183.88   | 0.07%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TBA GOLDMAN SACHS BOC                                   | TBA GOLDMAN SACHS BOC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -560000 | NS      | $-560000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6999000 | PA      | $7211869.69   | 0.14%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                                        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    580000 | PA      | $544987.13    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                                                                         | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   3740000 | PA      | $3938601.97   | 0.08%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1713640.55   | 0.03%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                              | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $240061.11    | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                                                                         | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    950000 | PA      | $925255.83    | 0.02%             | 2031-10-02      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                                    | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1445711.16   | 0.03%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4558000 | PA      | $4618257.08   | 0.09%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                                    | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |    210000 | PA      | $274749.10    | 0.01%             | 2029-12-05      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                  | Minera Mexico SA de CV                                                                                                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   2700000 | PA      | $2748816.00   | 0.05%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWFC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1298574 | PA      | $1126003.16   | 0.02%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5947056 | PA      | $5950033.14   | 0.12%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TotalEnergies Capital SA                                                                                                           | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   2866000 | PA      | $2849001.18   | 0.06%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133C1KE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297811 | PA      | $298029.82    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                     | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106050.00    | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  16070000 | PA      | $10317557.73  | 0.20%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $933607.15    | 0.02%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1046729 | PA      | $1081687.69   | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2706813 | PA      | $2723863.61   | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  75068315 | PA      | $67573968.86  | 1.31%             | 2054-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                 | Verdant Receivables 2024-1 LLC                                                                                                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    771000 | PA      | $799169.33    | 0.02%             | 2031-12-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                                           | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    326000 | PA      | $326210.20    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KQVM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    894529 | PA      | $833840.60    | 0.02%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                           | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1240719.95   | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                 | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    773000 | PA      | $781554.02    | 0.02%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                             | Unisys Corp                                                                                                                        | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   4576000 | PA      | $4717452.63   | 0.09%             | 2031-01-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2023-1                                                                                             | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1912000 | PA      | $1936259.07   | 0.04%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XPXJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58992 | PA      | $49159.44     | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $672670.70    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99101.28     | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                            | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    830000 | PA      | $847637.50    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6181726.25   | 0.12%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-CSMO                                                                                             | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716000 | PA      | $721409.38    | 0.01%             | 2027-06-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                                       | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   2180000 | PA      | $1784510.94   | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGE30LJ8 IRS USD R F  3.78700 BCGE30LJ8_FIX CCPOIS / Short: SCGE30LJ8 IRS USD P V 12MSOFR BCGE30LJ8_FLO CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 152000000 | OU      | $821636.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                                                                    | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2264000 | PA      | $2315635.34   | 0.04%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1154395.14   | 0.02%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1419758.60   | 0.03%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                       | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5025000 | PA      | $4999260.04   | 0.10%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XL4P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148344 | PA      | $128523.80    | 0.00%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                                                                                 | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    364513 | PA      | $365168.12    | 0.01%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                       | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4284000 | PA      | $4165940.76   | 0.08%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                                     | CUSIP: 36269JAE8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2174000 | PA      | $2180789.40   | 0.04%             | 2041-03-10      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9607662 | PA      | $9783404.90   | 0.19%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                               | ALA Trust 2025-OANA                                                                                                                | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14282000 | PA      | $14317565.04  | 0.28%             | 2040-06-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      5243 | NC      | $11040257.11  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500078.98   | 0.03%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                             | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1646553.77   | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   5275000 | PA      | $4665466.68   | 0.09%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14750000 | PA      | $15042802.25  | 0.29%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                         | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    132000 | PA      | $82296.22     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                             | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    480000 | PA      | $457680.84    | 0.01%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                                        | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152155.97    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                                                                      | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   5290000 | PA      | $5388182.08   | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C33                                                                                                     | CUSIP: 072924AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4464000 | PA      | $4675736.45   | 0.09%             | 2058-03-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2025-A LLC                                                                                                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8617000 | PA      | $8685594.77   | 0.17%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140NHTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4819830 | PA      | $4487615.66   | 0.09%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RFW9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2394000 | PA      | $2422288.94   | 0.05%             | 2027-04-20      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V12 Mortgage Trust                                                                                                  | CUSIP: 081915AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3868000 | PA      | $4014831.99   | 0.08%             | 2057-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM TRUST 2025-R1                                                                                                                  | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2309168 | PA      | $2284683.49   | 0.04%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $4063832.67   | 0.08%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                             | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1069349.40   | 0.02%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                                                                              | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2595002.72   | 0.05%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                         | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1836000 | PA      | $1839890.48   | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $402614.48    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    816322 | PA      | $647103.12    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities               | Multifamily Connecticut Avenue Securities Trust 2023-01                                                                            | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   2699000 | PA      | $3026590.86   | 0.06%             | 2053-11-25      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B5VL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    623749 | PA      | $545518.95    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                                                                           | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4232063 | PA      | $4299222.33   | 0.08%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                         | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2156574.00   | 0.04%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWKK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3219235 | PA      | $3396328.68   | 0.07%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BAGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10116061 | PA      | $8396145.94   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                | Embraer Netherlands Finance BV                                                                                                     | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1115000 | PA      | $1150038.88   | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236380 | PA      | $236584.25    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BFX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    541153 | PA      | $450321.21    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                                 | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426987.30    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1253165.43   | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BCG9DZC36 IRS BRL R F 12.54000 BCG9DZC36_FIX NDFPREDISWAP / Short: BCG9DZC36 IRS BRL P V 00MBRCDI BCG9DZC36_FLO NDFPREDISWAP | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  19453548 | OU      | $-32775.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4436594.86   | 0.09%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    996000 | PA      | $998266.30    | 0.02%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $2045126.01   | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                    | Seadrill Finance Ltd                                                                                                               | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $214038.93    | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   7195000 | PA      | $7366075.52   | 0.14%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QKP6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    190000 | PA      | $103787.50    | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4416247.50   | 0.09%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QVY5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $5487.50      | 0.00%             | 2025-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C33                                                                                                     | CUSIP: 072924AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3042000 | PA      | $3075518.28   | 0.06%             | 2058-03-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222721.37    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2271231.60   | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    571000 | PA      | $522187.23    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5519000 | PA      | $5721735.77   | 0.11%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| FUTURES MORGAN STANLEY COC                              | FUTURES MORGAN STANLEY COC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2724000 | NS      | $2724000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                     | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   5800000 | PA      | $5696103.09   | 0.11%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                         | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201741.93    | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                             | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1253570.18   | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5437881 | PA      | $5553849.54   | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-24833.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-4                                                                                           | CUSIP: 362929AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $2084630.60   | 0.04%             | 2030-08-15      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                                 | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8014000 | PA      | $7703504.62   | 0.15%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MWRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969231 | PA      | $903395.46    | 0.02%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGC492B0 IRS USD R F  3.75750 BCGC492B0_FIX CCPOIS / Short: SCGC492B0 IRS USD P V 00MSOFR BCGC492B0_FLO CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12000000 | OU      | $-338410.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                                             | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5324899 | PA      | $5330596.36   | 0.10%             | 2034-05-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2048013 | PA      | $2049037.87   | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                            | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485704 | PA      | $480667.13    | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XGNL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities               | Multifamily Connecticut Avenue Securities Trust 2025-01                                                                            | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2421000 | PA      | $2433044.48   | 0.05%             | 2055-05-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                                                                            | CUSIP: 831943AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8883000 | PA      | $9321721.60   | 0.18%             | 2056-03-15      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                                    | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1436424.30   | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                                                                   | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2468690.18   | 0.05%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1673080.59   | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-5C1 Mortgage Trust                                                                                                        | CUSIP: 055986AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1112838.28   | 0.02%             | 2056-08-15      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8316142 | PA      | $8472805.68   | 0.16%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31389GRF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       336 | PA      | $354.40       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | 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        |     90176 | PA      | $84218.42     | 0.00%             | 2054-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                                                                           | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2757339.27   | 0.05%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4940000 | PA      | $4470577.49   | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QNWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654829 | PA      | $570785.82    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BS5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948859 | PA      | $883411.25    | 0.02%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1130216.86   | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330245 | PA      | $332631.61    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -206 | NC      | $-877192.81   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RGZ1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2369000 | PA      | $2462971.60   | 0.05%             | 2029-06-20      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   9590000 | PA      | $6993473.17   | 0.14%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B9FK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630695 | PA      | $525567.58    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    988000 | PA      | $962239.88    | 0.02%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QMVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260014 | PA      | $216730.62    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                         | CUSIP: 21H040681<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129000 | PA      | $119936.13    | 0.00%             | 2054-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6561989 | PA      | $6565273.43   | 0.13%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5482850.18   | 0.11%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    995000 | PA      | $765908.91    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                         | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8640000 | PA      | $8800204.26   | 0.17%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    445030 | PA      | $369468.18    | 0.01%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                       | Cisco Systems Inc                                                                                                                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3839945.06   | 0.07%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $11449.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                                  | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1810373.28   | 0.04%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C26                                                                                                      | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $479780.20    | 0.01%             | 2057-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust                                                                                                     | CUSIP: 05351KAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10953934.20  | 0.21%             | 2029-05-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2680275.45   | 0.05%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $173622.00    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3264000 | PA      | $3436784.15   | 0.07%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3485444 | PA      | $3488004.79   | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | TMCL VII Holdings Ltd                                                                                                              | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   8386000 | PA      | $8385864.99   | 0.16%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    543200 | PA      | $559039.17    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DUJ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47070 | PA      | $47104.64     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $810343.91    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2045898 | PA      | $1625032.54   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2931203.10   | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                                   | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5170000 | PA      | $5189924.66   | 0.10%             | 2042-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2158991 | PA      | $1791774.99   | 0.03%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                                  | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74843.83     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                      | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113707.04    | 0.00%             | 2026-02-01      | Fixed         | 2.75%                 | 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        |   8900000 | PA      | $8865808.87   | 0.17%             | 2038-05-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4293000 | PA      | $3275404.80   | 0.06%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                                    | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10984084.10  | 0.21%             | 2042-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT                                 | Universal Entertainment Corp                                                                                                       | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |   3130000 | PA      | $3061451.75   | 0.06%             | 2029-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N0C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I                                   | Texas Combined Tirz I LLC                                                                                                          | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $600000.00    | 0.01%             | 2062-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2183747.27   | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32475 | PA      | $32498.86     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1163780.91   | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                    | Abu Dhabi Government International Bond                                                                                            | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $263273.79    | 0.01%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8NHRZ0 IRS USD R F  5.01450 BCG8NHRZ0_FIX CCPOIS / Short: SCG8NHRZ0 IRS USD P V 00MSOFR BCG8NHRZ0_FLO CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 275000000 | OU      | $547195.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385609 | PA      | $320533.16    | 0.01%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $475975.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                  | Diageo Investment Corp                                                                                                             | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2475174.08   | 0.05%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26269.43     | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                                                                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    699350 | PA      | $699240.90    | 0.01%             | 2029-06-04      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1355491 | PA      | $1359628.63   | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   5150000 | PA      | $4498723.28   | 0.09%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                                 | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2568000 | PA      | $2569224.42   | 0.05%             | 2039-12-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1587715.34   | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6814858 | PA      | $6346504.68   | 0.12%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                                            | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1680342.93   | 0.03%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                                                                             | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4959012.87   | 0.10%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4007000 | PA      | $3174220.58   | 0.06%             | 2054-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2025-C11 Mortgage Trust                                                                                                        | CUSIP: 05613XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1504176.69   | 0.03%             | 2058-02-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2480184 | PA      | $2525550.76   | 0.05%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFG Investments Limited                                 | CFG Investments Ltd                                                                                                                | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   8561000 | PA      | $8655071.69   | 0.17%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                        | IIFL Finance Ltd                                                                                                                   | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |   4685000 | PA      | $4716836.82   | 0.09%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140ASHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1600707 | PA      | $1601509.00   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  42236029 | PA      | $36636535.66  | 0.71%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5491529.75   | 0.11%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                                  | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    308000 | PA      | $293981.29    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                         | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2108684.42   | 0.04%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B9VG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815195 | PA      | $678599.49    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DSFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1448964 | PA      | $1257639.33   | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QXB3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     95000 | PA      | $51893.75     | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK40                                                                                                                    | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223534.73    | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KN4P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    762450 | PA      | $660606.09    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                                       | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1546000 | PA      | $1583830.48   | 0.03%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2539000 | PA      | $2878235.79   | 0.06%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                           | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4371504.02   | 0.08%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                           | Pluspetrol SA                                                                                                                      | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |   4470000 | PA      | $4520287.50   | 0.09%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                        | Alabama Power Co                                                                                                                   | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320166.47    | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC (NEW)                             | PARTY CITY HOLDCO INC (NEW)                                                                                                        | CUSIP: 000000000<br>LEI: 549300BUAG9YASF5Q703 | Long             | STIV             | CORP              | US        |        74 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3590251 | PA      | $3684644.70   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289607.12    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2025-SFR3 Trust                                                                                               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6229000 | PA      | $5869596.04   | 0.11%             | 2030-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3913000 | PA      | $3818871.49   | 0.07%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922127 | PA      | $730940.79    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                                                                                              | CUSIP: 55376CAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1642000 | PA      | $1756017.85   | 0.03%             | 2056-05-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                     | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2984662.50   | 0.06%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429910.24    | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6575000 | PA      | $6891061.04   | 0.13%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                                  | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1033245.48   | 0.02%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $2015267.31   | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477859 | PA      | $397518.28    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG7WNV19 IRS USD R V 00MSOFR BCG7WNV19_FLO CCPOIS / Short: BCG7WNV19 IRS USD P F  3.22050 BCG7WNV19_FIX CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  58000000 | OU      | $1389575.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5720087.90   | 0.11%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR2 Trust                                                                                               | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    642000 | PA      | $591215.10    | 0.01%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XF7F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714948 | PA      | $620315.04    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132A4PA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2267 | PA      | $2268.19      | 0.00%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7328153 | PA      | $7454982.65   | 0.14%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4325915.18   | 0.08%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    813000 | PA      | $859291.49    | 0.02%             | 2043-05-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1285374 | PA      | $1114829.43   | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                            | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996000 | PA      | $997446.39    | 0.02%             | 2037-05-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37007934 | PA      | $32097807.52  | 0.62%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1141728.94   | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                                                                     | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6607203.15   | 0.13%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2024-1                                                                                             | CUSIP: 74113QAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1196000 | PA      | $1238048.25   | 0.02%             | 2031-04-15      | Fixed         | 7.94%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                   | OnDeck Asset Securitization Trust IV LLC                                                                                           | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    726000 | PA      | $738197.16    | 0.01%             | 2031-06-17      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                               | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1482995.52   | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140A8XK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292190 | PA      | $292404.87    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                                                                    | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448882.73    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C34                                                                                                     | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2265000 | PA      | $2384661.31   | 0.05%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B96Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    841165 | PA      | $666761.48    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QVD1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    610000 | PA      | $334737.50    | 0.01%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                 | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $335454.56    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140ASLG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3762630 | PA      | $3764515.31   | 0.07%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100549 | PA      | $100736.81    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102077.32    | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                                                                             | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    113000 | PA      | $99906.55     | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5812000 | PA      | $5555003.82   | 0.11%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10605000 | PA      | $7069701.40   | 0.14%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                       | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    802000 | PA      | $778980.35    | 0.02%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $531656.08    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RPL3 LLC                                                                                                                 | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7265631 | PA      | $6957112.60   | 0.13%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QVZ2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $5487.50      | 0.00%             | 2026-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                       | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1718945.49   | 0.03%             | 2034-09-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                                                                             | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1915721.60   | 0.04%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2242817 | PA      | $2087529.75   | 0.04%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                             | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    930000 | PA      | $886315.39    | 0.02%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                    | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1371798.79   | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                                                                    | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    675000 | PA      | $644239.85    | 0.01%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                 | International Game Technology PLC                                                                                                  | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $644578.45    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                            | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322457.57    | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   3535000 | PA      | $3477623.06   | 0.07%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance 2024-1 LLC                                                                                             | CUSIP: 97415AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2333000 | PA      | $2349066.67   | 0.05%             | 2032-09-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                                           | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13246000 | PA      | $13158192.27  | 0.25%             | 2042-02-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust 2025-3BP                                                                                             | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824000 | PA      | $1794589.46   | 0.03%             | 2042-02-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                               | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    705000 | PA      | $722317.62    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                                                                           | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2219778.73   | 0.04%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC 2025-2                                                                                             | CUSIP: 42806MCZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5746000 | PA      | $5724039.94   | 0.11%             | 2031-09-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                               | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4804000 | PA      | $5022903.87   | 0.10%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                                                                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    369000 | PA      | $353325.03    | 0.01%             | 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        |   5734000 | PA      | $5786653.60   | 0.11%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                                                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $2449848.42   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                   | Intelsat Jackson Holdings SA                                                                                                       | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   2380000 | PA      | $2432826.79   | 0.05%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2025-SPRL Mortgage Trust                                                                                              | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $20742394.00  | 0.40%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QWN8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     20000 | PA      | $10925.00     | 0.00%             | 2018-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133AEBL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1837670 | PA      | $1456704.67   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    305000 | PA      | $221099.35    | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                | YPF Energia Electrica SA                                                                                                           | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |   2790000 | PA      | $2766987.52   | 0.05%             | 2032-10-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                 | New Fortress Energy Inc                                                                                                            | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |     89859 | NS      | $298331.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27803692 | PA      | $28736624.98  | 0.56%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MMT32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $792605.86    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGDRYGP2 IRS USD R V 12MSOFR BCGDRYGP2_FLO CCPOIS / Short: BCGDRYGP2 IRS USD P F  3.81200 BCGDRYGP2_FIX CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 255000000 | OU      | $-4519008.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1792647 | PA      | $1796041.76   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGC49287 IRS USD R F  3.76750 BCGC49287_FIX CCPOIS / Short: SCGC49287 IRS USD P V 00MSOFR BCGC49287_FLO CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  31000000 | OU      | $459630.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133BNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628871 | PA      | $523023.60    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 31427M3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9469610 | PA      | $9286207.33   | 0.18%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                 | Honeywell International Inc                                                                                                        | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3775802.48   | 0.07%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-RPL3                                                                                      | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9747000 | PA      | $9453810.24   | 0.18%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                                                                                 | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4141702.72   | 0.08%             | 2034-01-08      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1835489 | PA      | $1455926.57   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QK5U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                                                                  | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    950000 | PA      | $852398.10    | 0.02%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                           | AppLovin Corp                                                                                                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609436.51    | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     65000 | PA      | $35668.75     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                                                                   | CUSIP: 08163VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2644000 | PA      | $2709865.74   | 0.05%             | 2056-07-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                 | CUSIP: 3618N5JA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1386236 | PA      | $1289879.49   | 0.02%             | 2055-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Trust 2016-1 LLC                                                                                                     | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    866000 | PA      | $894627.28    | 0.02%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                                 | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3869558.10   | 0.07%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3081000 | PA      | $3142795.62   | 0.06%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    880000 | PA      | $908556.88    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140MPX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3324256 | PA      | $2767322.92   | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                                     | CUSIP: 36269JAG3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   3769000 | PA      | $3751457.19   | 0.07%             | 2041-03-10      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-C32                                                                                                      | CUSIP: 07337AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8323026.40   | 0.16%             | 2062-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                        | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5310928.44   | 0.10%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2726000 | PA      | $2742047.42   | 0.05%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                                     | CUSIP: 95003UAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1997000 | PA      | $2069924.05   | 0.04%             | 2057-11-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241662 | PA      | $241839.37    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1288502.60   | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1170843.38   | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                 | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $704891.67    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                                | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188049.30    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XGR35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677703 | PA      | $587787.48    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK40                                                                                                                    | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $239278.74    | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133CWZ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205907 | PA      | $206519.86    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2509013 | PA      | $2593201.63   | 0.05%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38769009 | PA      | $38797493.87  | 0.75%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                               | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1686706.53   | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   6815000 | PA      | $7321027.38   | 0.14%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                             | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1685161.55   | 0.03%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $929773.17    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    725000 | PA      | $751581.05    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                                        | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |   3050000 | PA      | $3821114.05   | 0.07%             | 2031-04-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QN6Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2445448 | PA      | $2121528.71   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   6055000 | PA      | $5846172.13   | 0.11%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  13136000 | PA      | $12834759.73  | 0.25%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5069000 | PA      | $5045055.56   | 0.10%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                               | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2281000 | PA      | $1925482.98   | 0.04%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2022-1                                                                                           | CUSIP: 22534LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004115.50   | 0.02%             | 2032-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     34000 | PA      | $25277.63     | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QGRH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1526704 | PA      | $1210256.00   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DUNR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    903316 | PA      | $919970.54    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                            | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3715000 | PA      | $3863530.90   | 0.07%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B35 Mortgage Trust                                                                                                  | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005421 | PA      | $1643206.27   | 0.03%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX 2025-BIO3 Mortgage Trust                                                                                                        | CUSIP: 123911AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13850000 | PA      | $14107540.75  | 0.27%             | 2042-02-10      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9106752 | PA      | $8467147.29   | 0.16%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1305937.11   | 0.03%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $3518799.30   | 0.07%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140N9CL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331111 | PA      | $286878.43    | 0.01%             | 2053-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1305120.96   | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                  | OCI NV                                                                                                                             | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    949000 | PA      | $1051169.82   | 0.02%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                                                                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291677.55    | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2025-1 Mortgage Trust                                                                                                         | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $25195215.00  | 0.49%             | 2055-08-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                       | GreatAmerica Leasing Receivables Funding LLC                                                                                       | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |  11834000 | PA      | $11906887.97  | 0.23%             | 2032-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                                                                                 | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   4295000 | PA      | $4104770.16   | 0.08%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-C                                                                                                  | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5988367.76   | 0.12%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                                           | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9787000 | PA      | $9713409.59   | 0.19%             | 2042-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1054 | NC      | $3305693.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                                          | Bombardier Inc                                                                                                                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    147000 | PA      | $147940.95    | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-C4 Mortgage Trust                                                                                                         | CUSIP: 05610CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711000 | PA      | $721330.97    | 0.01%             | 2056-02-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9840000 | PA      | $9846533.76   | 0.19%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2601828.64   | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-65471.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                    | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |   1400000 | PA      | $991099.48    | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DQPA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5642282 | PA      | $5260093.57   | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                            | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11300000 | PA      | $11872549.87  | 0.23%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6325000 | PA      | $6343275.46   | 0.12%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-B                                                                                            | CUSIP: 78449HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5132980.00   | 0.10%             | 2056-10-16      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                            | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5145000 | PA      | $5128620.89   | 0.10%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                          | WMRK Commercial Mortgage Trust 2022-WMRK                                                                                           | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $1649541.86   | 0.03%             | 2027-11-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-3                                                                                         | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1022000 | PA      | $1113219.43   | 0.02%             | 2031-01-15      | Fixed         | 9.98%                 | No            |                  2 | On Loan: No      |
| DATA 2023-CNTR Mortgage Trust                           | DATA 2023-CNTR Mortgage Trust                                                                                                      | CUSIP: 238021AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3984000 | PA      | $3684962.16   | 0.07%             | 2043-08-12      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                            | NiSource Inc                                                                                                                       | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255835.47    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                         | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6931850.98   | 0.13%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                      | Leviathan Bond Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    650000 | PA      | $642667.19    | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    731000 | PA      | $747932.19    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608309.78    | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | MSBAM                                                                                                                              | CUSIP: 61778GAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4692722.85   | 0.09%             | 2058-03-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7812000 | PA      | $7498920.82   | 0.15%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                  | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1598746.14   | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | SUNOCO LP                                                                                                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406929.53    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                                                                                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    188168 | PA      | $172416.14    | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                         | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   2500000 | PA      | $3088016.47   | 0.06%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50409338 | PA      | $50446377.70  | 0.98%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1375000 | PA      | $1250464.59   | 0.02%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                    | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2282000 | PA      | $2295460.74   | 0.04%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66577.31     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                                     | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   5307000 | PA      | $4207660.26   | 0.08%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWJU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950551 | PA      | $885224.05    | 0.02%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3330731.80   | 0.06%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1203976.42   | 0.02%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK46                                                                                                                    | CUSIP: 06541DBY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2960000 | PA      | $3111861.02   | 0.06%             | 2056-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XMV78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65742 | PA      | $54558.23     | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QYN6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    220000 | PA      | $120725.00    | 0.00%             | 2028-07-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1210000 | PA      | $1081096.51   | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                       | Hanesbrands Inc 2025 Term Loan B                                                                                                   | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |     56928 | PA      | $57105.57     | 0.00%             | 2032-03-07      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                              | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1750000 | PA      | $1669872.10   | 0.03%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39526902 | PA      | $38773688.00  | 0.75%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2539863 | PA      | $2018967.26   | 0.04%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   2070000 | PA      | $1985130.00   | 0.04%             | 2030-06-24      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    900000 | PA      | $986515.20    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                               | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     55000 | PA      | $30181.25     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24110842 | PA      | $24538002.04  | 0.47%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                            | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1003000 | PA      | $983117.76    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                                                         | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   1080000 | PA      | $1005399.86   | 0.02%             | 2034-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412228.48    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1665886.63   | 0.03%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133AMYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697505 | PA      | $579094.45    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V9 Mortgage Trust                                                                                                   | CUSIP: 081919AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2706183.48   | 0.05%             | 2057-08-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1000000 | PA      | $884448.66    | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                       | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2637393.74   | 0.05%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                    | Saturn Oil & Gas Inc                                                                                                               | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $338156.93    | 0.01%             | 2029-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   5750000 | PA      | $5654418.15   | 0.11%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA1                                                                                            | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |   3055000 | PA      | $3370041.99   | 0.07%             | 2050-01-25      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QKE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5328440 | PA      | $4223945.66   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | 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        |   1789000 | PA      | $1698032.75   | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8S7QY1 IRS USD R F  4.17500 BCG8S7QY1_FIX CCPOIS / Short: SCG8S7QY1 IRS USD P V 00MSOFR BCG8S7QY1_FLO CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 140000000 | OU      | $3482220.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                   | BlackRock Funding Inc                                                                                                              | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2514528.58   | 0.05%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1492289.28   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                                  | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2045471.37   | 0.04%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393390 | PA      | $327274.05    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1299323.05   | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                                                                                    | CUSIP: 06541BBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1873000 | PA      | $1948528.73   | 0.04%             | 2056-02-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8380072 | PA      | $8521598.38   | 0.16%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140W1JH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8900003 | PA      | $9199019.99   | 0.18%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                                                                  | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3538000 | PA      | $3384861.67   | 0.07%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6234000 | PA      | $6385473.73   | 0.12%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rancho Mirage Community Facilities District             | RANCHO MIRAGE CA CMNTY FACS DIST SPL TAX                                                                                           | CUSIP: 75213WCU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1103457.30   | 0.02%             | 2039-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                           | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6883406 | PA      | $7059249.49   | 0.14%             | 2040-01-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                               | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586590.00    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $196230.11    | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing LLC                                                                                                        | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   2389000 | PA      | $2284050.75   | 0.04%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                           | KSL Commercial Mortgage Trust 2024-HT2                                                                                             | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9981380.00   | 0.19%             | 2039-12-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2942555.21   | 0.06%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR1 Trust                                                                                               | CUSIP: 74331QAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1697000 | PA      | $1594105.97   | 0.03%             | 2041-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                   | OnDeck Asset Securitization Trust IV LLC                                                                                           | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1364000 | PA      | $1373938.38   | 0.03%             | 2030-08-19      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                              | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   7280000 | PA      | $4737022.98   | 0.09%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                         | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143112.83    | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1376 | NC      | $1146537.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                   | Long Ridge Energy LLC                                                                                                              | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4246555.13   | 0.08%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                          | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1849655.44   | 0.04%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LP                                                                                                     | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4796830.50   | 0.09%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2023 Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    269839 | PA      | $271863.10    | 0.01%             | 2029-09-13      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                            | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   7082000 | PA      | $6858889.73   | 0.13%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2015628 | PA      | $1601163.48   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                            | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6011742.60   | 0.12%             | 2037-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                     | Cheniere Energy Inc                                                                                                                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174808.55    | 0.00%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                   | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177291.28    | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                                                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $128923.40    | 0.00%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                                                                             | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    304000 | PA      | $277521.49    | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                       | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    943000 | PA      | $958815.16    | 0.02%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                    | STAR 2024-SFR4 Trust                                                                                                               | CUSIP: 85520AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6667000 | PA      | $6699462.96   | 0.13%             | 2041-10-17      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 159198900 | PA      | $154957737.82 | 3.00%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4550000 | PA      | $4724179.69   | 0.09%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148249.35    | 0.00%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132E0QY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1147902 | PA      | $909924.26    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                                           | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1554000 | PA      | $1436674.96   | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39622.52     | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                    | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $344287.98    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-D                                                                                            | CUSIP: 78454XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1978115 | PA      | $2004940.61   | 0.04%             | 2058-10-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5517361 | PA      | $5426380.99   | 0.11%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                                | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4253580.16   | 0.08%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133KN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289238 | PA      | $240130.39    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DNH97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    808202 | PA      | $700845.67    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                                 | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193115.21    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   3439000 | PA      | $2083597.66   | 0.04%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                                                                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235073.65    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $613260.60    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37545136 | PA      | $35936544.55  | 0.70%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                         | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2600000 | PA      | $2554395.27   | 0.05%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1298957.66   | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                              | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4900672.70   | 0.09%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $3994224.66   | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38669 | PA      | $39338.20     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                  | Export-Import Bank of India                                                                                                        | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    250000 | PA      | $219901.67    | 0.00%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                              | CUSIP: 60510MAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5007919.00   | 0.10%             | 2028-11-15      | Fixed         | 11.97%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                      | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15070000 | PA      | $15193974.41  | 0.29%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                 | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1160000 | PA      | $1168286.11   | 0.02%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                             | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $302652.94    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                            | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1055428.63   | 0.02%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6806314 | PA      | $6926114.35   | 0.13%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46247000 | PA      | $46545075.79  | 0.90%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                           | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1586548.59   | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC 2025-2                                                                                             | CUSIP: 42806MDA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1966000 | PA      | $1929930.98   | 0.04%             | 2031-09-25      | Fixed         | 8.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140M9VK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222585 | PA      | $969112.91    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                                     | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5173000 | PA      | $5206681.40   | 0.10%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                 | Shell International Finance BV                                                                                                     | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   5097000 | PA      | $3284643.45   | 0.06%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                             | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1276160.89   | 0.02%             | 2039-05-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133CABJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578842 | PA      | $538999.99    | 0.01%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                     | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $882603.54    | 0.02%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                                                                              | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   2030000 | PA      | $2194113.32   | 0.04%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                      | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4481000 | PA      | $4103136.94   | 0.08%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-A                                                                                                   | CUSIP: 64033XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19308117 | PA      | $19420502.05  | 0.38%             | 2057-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140AUS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1739422 | PA      | $1740292.75   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                              | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3035414.84   | 0.06%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22900000 | PA      | $23186213.36  | 0.45%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                           | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $131364.27    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                     | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1039605.86   | 0.02%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6307000 | PA      | $6417782.46   | 0.12%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    938218 | PA      | $743685.50    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                        | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596792.06    | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -4826 | NC      | $-13617497.93 | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| GENM CAPITAL LABUAN                                     | GENM Capital Labuan Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   4000000 | PA      | $3594153.44   | 0.07%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR1                                                                                                                    | CUSIP: 06644EBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1417758 | PA      | $1477664.23   | 0.03%             | 2056-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                           | CUSIP: 05377RHJ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4185038.40   | 0.08%             | 2029-12-20      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR3 Trust                                                                                               | CUSIP: 74331VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889000 | PA      | $827709.50    | 0.02%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                                                                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1500000 | PA      | $1179092.31   | 0.02%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10492613.25  | 0.20%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                                       | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $372666.16    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193521 | PA      | $200014.61    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                                | CUSIP: 63943EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4506000 | PA      | $4538321.54   | 0.09%             | 2055-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                       | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1048109.95   | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-11264.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                   | OnDeck Asset Securitization Trust IV LLC                                                                                           | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    964000 | PA      | $959598.86    | 0.02%             | 2031-10-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp             | BRAZORIA CNTY TX INDL DEV CORP SOLID WST DISP FACS REVENUE                                                                         | CUSIP: 10604PAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1476356 | PA      | $1107266.68   | 0.02%             | 2043-06-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                                   | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $2664696.59   | 0.05%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                         | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258582.85    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust 2025-3BP                                                                                             | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1626000 | PA      | $1611281.77   | 0.03%             | 2042-02-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1990691.36   | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                               | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $548482.20    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V15 Mortgage Trust                                                                                                  | CUSIP: 08164CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3244000 | PA      | $3401609.74   | 0.07%             | 2058-06-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                              | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484208.50   | 0.05%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG7WNV43 IRS USD R V 00MSOFR BCG7WNV43_FLO CCPOIS / Short: BCG7WNV43 IRS USD P F  3.38850 BCG7WNV43_FIX CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $18322.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B21 Mortgage Trust                                                                                                  | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $215946.28    | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                    | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1064102.36   | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                    | CUSIP: 31418EZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11352103 | PA      | $10568403.40  | 0.20%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                                                                                 | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3702000 | PA      | $3758958.27   | 0.07%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-A                                                                                                  | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $726552.12    | 0.01%             | 2031-08-15      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                                                                             | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9017058 | PA      | $9044857.42   | 0.18%             | 2039-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance 2024-1 LLC                                                                                             | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1653000 | PA      | $1670358.81   | 0.03%             | 2032-09-20      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                     | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $596105.95    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                                   | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   1575000 | PA      | $1492417.16   | 0.03%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                            | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002749.60   | 0.04%             | 2037-05-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C3 Mortgage Trust                                                                                                        | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443000 | PA      | $453388.00    | 0.01%             | 2057-02-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| TBA BARCLAYS BANK BOC                                   | TBA BARCLAYS BANK BOC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -1980000 | NS      | $-1980000.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    625000 | PA      | $613073.53    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V2 Mortgage Trust                                                                                                   | CUSIP: 08163TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2988000 | PA      | $3104780.60   | 0.06%             | 2055-05-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                                                                   | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   6112000 | PA      | $6270842.32   | 0.12%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                | Transportadora de Gas del Sur SA                                                                                                   | CUSIP: 893870AY1<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |   1630000 | PA      | $1713307.67   | 0.03%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                                       | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    314000 | PA      | $315419.62    | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48820400 | PA      | $50351705.55  | 0.97%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR1                                                                                                                    | CUSIP: 06644EAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3787000 | PA      | $3947723.31   | 0.08%             | 2056-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316796 | PA      | $322481.84    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                              | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4499936.33   | 0.09%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                         | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3817000 | PA      | $3558575.93   | 0.07%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                                             | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3310000 | PA      | $3316289.00   | 0.06%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV2                                                                                             | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1843707.00   | 0.04%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                   | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2457112 | PA      | $2414668.99   | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Capital Group Fixed Income ETF Trust

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst