# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0001752724-25-210375
**Filing Date:** 2025-8
**Character Count:** 1211440
**Document Hash:** ac76480b913cffb3a079e90bbd0cfd61
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210375.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210375

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 251268887

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

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

## Series and Classes Contracts Data

### BlackRock Core Bond Portfolio (Series ID: S000062362)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202289 | Investor A Shares    |  |
| C000202290 | Investor C Shares    |  |
| C000202291 | Institutional Shares |  |
| C000202292 | Class R Shares       |  |
| C000202293 | Class K Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds V

- **b. Investment Company Act file number:** 811-23339

- **c. CIK number of Registrant:** 0001738078

- **d. LEI of Registrant:** 54930077DSFQPJDWM487

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Core Bond Portfolio

- **b. EDGAR series identifier (if any):** S000062362

- **c. LEI of Series:** BOMMBZZPNQ6DHYXK5N47

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

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

- **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:** $4605794723.19

**Total Liabilities:** $919495389.82

**Net Assets:** $3686299333.37

**Cash Not Reported:** $17512064.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 100006.74000000 | **1-Year:** 46328.18000000 | **5-Year:** 918566.15000000 | **10-Year:** 244523.28000000 | **30-Year:** 352515.46000000

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

- **3-Month:** 154415.58000000 | **1-Year:** -24206.04000000 | **5-Year:** 4153.59000000 | **10-Year:** 269.04000000 | **30-Year:** -86181.04000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202291 | 0.29%                | -0.56%               | 1.63%                |
| Class ID C000202289 | 0.27%                | -0.58%               | 1.61%                |
| Class ID C000202293 | 0.29%                | -0.67%               | 1.63%                |
| Class ID C000202290 | 0.21%                | -0.64%               | 1.55%                |
| Class ID C000202292 | 0.37%                | -0.72%               | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6480337.58             | $7887049.45                                |
| Month 2  | $-2043861.39             | $-28097458.68                              |
| Month 3  | $-3965622.51             | $51545775.31                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GoldenTree Loan Management US CLO 23 Ltd.                                 | GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class B                                                           | CUSIP: 38139KAG4<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |      590000 | PA      | $590911.20    | 0.02%             | 2039-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                           | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                                                                      | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      913000 | PA      | $930759.40    | 0.03%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19151900 | PA      | $13824529.74  | 0.38%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                                                            | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      305000 | PA      | $255268.07    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                             | Stratton Mortgage Funding plc, Series 2024-3, Class C                                                                         | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137108.11    | 0.00%             | 2049-06-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1151500 | PA      | $36864.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RR 18 Ltd.                                                                | RR 18 Ltd., Series 2021-18A, Class A2                                                                                         | CUSIP: 749752AE1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |      995000 | PA      | $996793.49    | 0.03%             | 2034-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2023-50, Class AC                                        | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      227920 | PA      | $206742.43    | 0.01%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5772000 | PA      | $3697966.11   | 0.10%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      351931 | PA      | $360095.49    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                                                        | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      857779 | PA      | $860184.01    | 0.02%             | 2040-12-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10123300 | PA      | $10198829.33  | 0.28%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1459000 | PA      | $1435640.77   | 0.04%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XUUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131492 | PA      | $128838.44    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Origination Loan Trust DAC                                 | Small Business Origination Loan Trust DAC, Series 2025-1, Class B                                                             | CUSIP: N/A<br>LEI: 635400ZO4NUYBCC9ZI87       | Long             | ABS-CBDO         | CORP              | IE        |       94485 | PA      | $129694.16    | 0.00%             | 2036-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2014-3A, Class A1R                                                                                  | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250068.45    | 0.01%             | 2038-03-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3013323 | PA      | $2392699.01   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-2A, Class D                                                                               | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      387000 | PA      | $390118.29    | 0.01%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2022-78, Class D                                                             | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1503545 | PA      | $255593.86    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                                                       | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2654135 | PA      | $2654134.62   | 0.07%             | 2037-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      898000 | PA      | $889097.02    | 0.02%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2018-III Ltd., Series 2018-3A, Class A                                                                           | CUSIP: 12551YAA1<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |      155877 | PA      | $156088.56    | 0.00%             | 2031-07-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                  | Tower Bridge Funding plc, Series 2024-3X, Class C                                                                             | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |       99974 | PA      | $137229.05    | 0.00%             | 2066-12-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                       | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8276818 | PA      | $7441322.66   | 0.20%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   266586000 | PA      | $266525010.45 | 7.23%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131229 | PA      | $126298.20    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OZLM XXIV Ltd.                                                            | OZLM XXIV Ltd., Series 2019-24A, Class A2AR                                                                                   | CUSIP: 67113DBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250589.53    | 0.01%             | 2032-07-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                            | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      501419 | PA      | $468095.43    | 0.01%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1205489.91   | 0.03%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6361056 | PA      | $5061630.88   | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                           | Impac CMB Trust, Series 2007-A, Class A                                                                                       | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      413841 | PA      | $400982.97    | 0.01%             | 2037-05-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      292204 | PA      | $275849.27    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2404886 | PA      | $2044307.11   | 0.06%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dryden 41 Senior Loan Fund                                                | Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR                                                                         | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |      385669 | PA      | $385774.86    | 0.01%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO Ltd.                                                     | Orchard Park CLO Ltd., Series 2024-1A, Class B1                                                                               | CUSIP: 68563JAC8<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $280552.30    | 0.01%             | 2037-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      255783 | PA      | $242968.33    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI Ltd.                                                    | Symphony CLO XXVI Ltd., Series 2021-26A, Class AR                                                                             | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      424258 | PA      | $424865.56    | 0.01%             | 2033-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7743 | PA      | $7491.27      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-399898.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33297 | PA      | $34797.90     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-1A, Class A1AR                                                                               | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      193955 | PA      | $194245.55    | 0.01%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1312961 | PA      | $1094035.83   | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10717000 | PA      | $10872903.95  | 0.29%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150100 | PA      | $145160.17    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KFQP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      890085 | PA      | $768819.17    | 0.02%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261303 | PA      | $249784.87    | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                       | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4033941 | PA      | $2701886.08   | 0.07%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      681000 | PA      | $694972.05    | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1002000 | PA      | $768811.61    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                             | BLP Commercial Mortgage Trust, Series 2024-IND2, Class A                                                                      | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256183 | PA      | $256503.62    | 0.01%             | 2041-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      555000 | PA      | $595654.70    | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1303535 | PA      | $1050820.37   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21020 | PA      | $18885.92     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2015-3A, Class A1R                                                                              | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |      110267 | PA      | $110374.22    | 0.00%             | 2031-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                                                      | Trestles CLO IV Ltd., Series 2021-4A, Class A                                                                                 | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |     2070000 | PA      | $2073675.91   | 0.06%             | 2034-07-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67351 | PA      | $64847.43     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9020129 | PA      | $7988294.80   | 0.22%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      759945 | PA      | $703484.89    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     1650000 | PA      | $1708781.25   | 0.05%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                              | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class BR3                                                                      | CUSIP: 64130TBN4<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249450.88    | 0.01%             | 2039-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-5C34, Class A3                                                                              | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314000 | PA      | $327485.64    | 0.01%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 34354800000 | PA      | $5420746.36   | 0.15%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3                                                        | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390000 | PA      | $372904.86    | 0.01%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84183 | PA      | $75638.32     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2021-NQM8, Class M1                                                                                        | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      175000 | PA      | $130081.68    | 0.00%             | 2066-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                                                   | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                                                                            | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250800.00    | 0.01%             | 2038-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15923200 | PA      | $15632104.00  | 0.42%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-B, Class B                                                                      | CUSIP: 19425AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151946 | PA      | $137543.79    | 0.00%             | 2052-06-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $1795299.86   | 0.05%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98830.23     | 0.00%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RR 8 Ltd.                                                                 | RR 8 Ltd., Series 2020-8A, Class A1R                                                                                          | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250500.00    | 0.01%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31419EJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88859 | PA      | $88410.68     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                           | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                                                                    | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      935000 | PA      | $927188.73    | 0.03%             | 2036-08-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California, Series 2018                                                                                              | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4110000 | PA      | $4178158.11   | 0.11%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                              | Natixis Commercial Mortgage Securities Trust, Series 2018-SOX, Class A                                                        | CUSIP: 63874NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      886000 | PA      | $871821.70    | 0.02%             | 2038-06-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-ARIA, Class A                                                                                           | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81000 | PA      | $80924.06     | 0.00%             | 2036-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                          | Pierpont BTL plc, Series 2024-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 6354004XBFL8EVVJME24       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137765.74    | 0.00%             | 2061-09-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2954000 | PA      | $2989362.33   | 0.08%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                                                                | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2047000 | PA      | $1998181.10   | 0.05%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |    11202048 | PA      | $14388.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1098000 | PA      | $995496.87    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KW09, Class X1  | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9095293 | PA      | $201717.22    | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                  | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class D                                                          | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137393.62    | 0.00%             | 2056-09-12      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XSGK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257084 | PA      | $251776.08    | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1036167 | PA      | $876166.71    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXVI                                                          | Apidos CLO XXXVI, Series 2021-36A, Class B                                                                                    | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250510.25    | 0.01%             | 2034-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFFP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1255293 | PA      | $1011916.14   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     5611000 | PA      | $6082544.85   | 0.17%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100554 | PA      | $105415.12    | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31385H3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         141 | PA      | $142.75       | 0.00%             | 2031-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H2, Class M1                                                                                | CUSIP: 22758PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3344817 | PA      | $3351158.77   | 0.09%             | 2070-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31412QHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160920 | PA      | $164903.25    | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5368785 | PA      | $4521495.00   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2015-LC19, Class B                                                                          | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104000 | PA      | $102425.72    | 0.00%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15917852 | PA      | $14010751.71  | 0.38%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                               | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class D                                                         | CUSIP: 03881BAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1080000 | PA      | $894333.10    | 0.02%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      421513 | PA      | $358335.70    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                                     | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                                                              | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249750.00    | 0.01%             | 2038-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y9BM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      553343 | PA      | $544399.55    | 0.01%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8476200 | PA      | $6347548.08   | 0.17%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9936000 | PA      | $8786993.91   | 0.24%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                | Hess Corp.                                                                                                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      722000 | PA      | $818858.99    | 0.02%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                                                                | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3382089.36   | 0.09%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7434462 | PA      | $6583415.25   | 0.18%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      332275 | PA      | $335646.02    | 0.01%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3193000 | PA      | $3201463.43   | 0.09%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                                   | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                                                             | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |     1850000 | PA      | $1856126.28   | 0.05%             | 2037-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417S3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201516 | PA      | $206009.71    | 0.01%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      439305 | PA      | $435314.50    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      250128 | PA      | $242275.01    | 0.01%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class BRR                                                                                | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |     3750000 | PA      | $3742969.88   | 0.10%             | 2036-07-24      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2021-IV Ltd., Series 2021-4A, Class AR                                                                           | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1450000 | PA      | $1454732.66   | 0.04%             | 2037-07-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                                                  | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3235000 | PA      | $3243087.50   | 0.09%             | 2028-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $3639654.96   | 0.10%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                         | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 6, Class C                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |      100000 | PA      | $117890.06    | 0.00%             | 2039-12-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                                                          | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2160000 | PA      | $2159324.14   | 0.06%             | 2041-06-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ORL Trust                                                                 | ORL Trust, Series 2024-GLKS, Class A                                                                                          | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      810000 | PA      | $809746.88    | 0.02%             | 2039-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141993 | PA      | $138812.21    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BHR5, Class A                                             | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2031000 | PA      | $2031000.00   | 0.06%             | 2040-03-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4749000 | PA      | $4106697.75   | 0.11%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2903526 | PA      | $2444993.43   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      501426 | PA      | $426218.70    | 0.01%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-LBA6, Class D                                                                                           | CUSIP: 12433EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $528675.00    | 0.01%             | 2039-01-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 12 Ltd.                                                   | Birch Grove CLO 12 Ltd., Series 2025-12A, Class A1                                                                            | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249634.38    | 0.01%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     4882000 | PA      | $8948.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                             | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class C                                                                         | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |      200000 | PA      | $236654.63    | 0.01%             | 2034-10-18      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1414825170 | PA      | $33599.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                                                    | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5260416 | PA      | $5292855.80   | 0.14%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2601698 | PA      | $2493407.18   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2022-FL11, Class ATS                                                                                          | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      271354 | PA      | $271515.53    | 0.01%             | 2039-03-19      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2583033 | PA      | $2082262.08   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1195780 | PA      | $1090957.51   | 0.03%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      391540 | PA      | $393305.82    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                         | Store Capital LLC                                                                                                             | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     3395000 | PA      | $3439743.66   | 0.09%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23082.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2292349.02   | 0.06%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                                        | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                                 | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3058000 | PA      | $3060469.95   | 0.08%             | 2035-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                               | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class A1R                                                                        | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |     1620000 | PA      | $1627647.70   | 0.04%             | 2037-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL        | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class D                                        | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $118712.03    | 0.00%             | 2034-03-21      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Rad CLO 5 Ltd.                                                            | Rad CLO 5 Ltd., Series 2019-5A, Class AR                                                                                      | CUSIP: 74923EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      488262 | PA      | $489062.24    | 0.01%             | 2032-07-24      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119510 | PA      | $111408.57    | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                        | New York State Dormitory Authority, Series 2010H                                                                              | CUSIP: 6499022F9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      320000 | PA      | $317046.44    | 0.01%             | 2040-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1694654 | PA      | $1366084.05   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      317908 | PA      | $304002.91    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1658350 | PA      | $1610855.16   | 0.04%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                                                   | Bain Capital Credit CLO, Series 2018-2A, Class BR                                                                             | CUSIP: 05682VAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499174.05    | 0.01%             | 2031-07-19      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Galaxy XXVI CLO Ltd.                                                      | Galaxy XXVI CLO Ltd., Series 2018-26A, Class AR                                                                               | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      174062 | PA      | $174157.88    | 0.00%             | 2031-11-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33958000 | PA      | $24147321.56  | 0.66%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co., Series B                                                                                                   | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $797491.45    | 0.02%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1246948 | PA      | $1094934.07   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      203069 | PA      | $194186.76    | 0.01%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $754542.37    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      326084 | PA      | $323121.96    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1066218.26   | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1767000 | PA      | $1470178.54   | 0.04%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                                                              | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      519000 | PA      | $521010.71    | 0.01%             | 2037-10-24      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36178EK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15292 | PA      | $14266.76     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                             | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1119045 | PA      | $1124013.24   | 0.03%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                            | NewDay Funding, Series 2025-2X, Class C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      192000 | PA      | $263548.80    | 0.01%             | 2033-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36181D7A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      218857 | PA      | $204021.21    | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2023-118, Class BA                                       | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      282348 | PA      | $258048.94    | 0.01%             | 2065-05-16      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2020-PTA, Class B                                                                    | CUSIP: 78449VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1540000 | PA      | $1367402.34   | 0.04%             | 2054-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                        | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      385000 | PA      | $398297.90    | 0.01%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8981000 | PA      | $9183072.50   | 0.25%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                     | Thunder Logistics DAC, Series 2024-1X, Class C                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       71578 | PA      | $84525.73     | 0.00%             | 2036-11-17      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                           | AEP Texas, Inc., Series E                                                                                                     | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      684000 | PA      | $741000.91    | 0.02%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B23, Class XA                                                                           | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5699335 | PA      | $285394.20    | 0.01%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1107345.44   | 0.03%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29508 | PA      | $28564.77     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      111000 | PA      | $103903.09    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                                       | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                                                               | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $341111.36    | 0.01%             | 2037-10-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      651983 | PA      | $637171.34    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13945 | PA      | $12861.29     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6754000 | PA      | $371635.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HHWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      363960 | PA      | $343630.00    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                | ROCK Trust, Series 2024-CNTR, Class A                                                                                         | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      166733 | PA      | $170565.39    | 0.00%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      709472 | PA      | $673186.36    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bond                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -132 | NC      | $-93304.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45624 | PA      | $46798.42     | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      608995 | PA      | $490200.77    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 7 Ltd.                                                    | Signal Peak CLO 7 Ltd., Series 2019-1A, Class BR                                                                              | CUSIP: 82671EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250790.43    | 0.01%             | 2037-10-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      706637 | PA      | $712732.69    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class A                                                                                            | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $750000.00    | 0.02%             | 2041-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                   | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class XB                                           | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4185000 | PA      | $33750.77     | 0.00%             | 2050-02-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 2 Ltd.                                                       | AGL Core CLO 2 Ltd., Series 2019-2A, Class A1R                                                                                | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |     1320000 | PA      | $1324841.63   | 0.04%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1397889 | PA      | $1129484.00   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                                                                | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250488.13    | 0.01%             | 2037-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2847000 | PA      | $1793176.34   | 0.05%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1079043 | PA      | $910056.93    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAT Trust                                                                | GSAT Trust, Series 2025-BMF, Class A                                                                                          | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      338000 | PA      | $338105.63    | 0.01%             | 2030-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M7YQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28551 | PA      | $26648.00     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      436000 | PA      | $397091.29    | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class D                                                                      | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33390 | PA      | $29671.99     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class D                                                                                           | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1832000 | PA      | $1712569.17   | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3114966.65   | 0.08%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      392007 | PA      | $357582.96    | 0.01%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO Ltd.                                                      | Carlyle C17 CLO Ltd., Series C17A, Class A1AR                                                                                 | CUSIP: 14307PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      429792 | PA      | $430381.55    | 0.01%             | 2031-04-30      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202E7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49656 | PA      | $47505.92     | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR                                                                       | CUSIP: 05683EAW2<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250312.50    | 0.01%             | 2034-07-19      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83376 | PA      | $80278.04     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     1739000 | PA      | $1699889.89   | 0.05%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                      | Flatiron CLO 25 Ltd., Series 2024-2A, Class A                                                                                 | CUSIP: 33883XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260915.07    | 0.01%             | 2037-10-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1428444 | PA      | $1352910.24   | 0.04%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPEN Trust                                                                | OPEN Trust, Series 2023-AIR, Class A                                                                                          | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      815282 | PA      | $815536.08    | 0.02%             | 2040-11-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22253000 | PA      | $21697544.20  | 0.59%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      151000 | PA      | $154648.62    | 0.00%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2019-H6, Class D                                                                       | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $109673.39    | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      255000 | PA      | $193166.99    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9172000 | PA      | $9181243.82   | 0.25%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2013-30                                                  | CUSIP: 38378KBK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      553042 | PA      | $8003.51      | 0.00%             | 2053-09-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4030000 | PA      | $3746369.77   | 0.10%             | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -210000 | PA      | $-200982.18   | -0.01%            | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                        | BMO Mortgage Trust, Series 2023-C5, Class XA                                                                                  | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5774299 | PA      | $269657.47    | 0.01%             | 2056-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3184143 | PA      | $2743891.73   | 0.07%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2                                                                     | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $341098.95    | 0.01%             | 2030-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  3755737358 | PA      | $32783.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                      | Elmwood CLO III Ltd., Series 2019-3A, Class BRR                                                                               | CUSIP: 29002HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250645.63    | 0.01%             | 2037-07-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                          | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      176000 | PA      | $185680.70    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10477 | PA      | $10224.03     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                                 | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R2                                                                        | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $279708.04    | 0.01%             | 2032-05-29      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-1, Class AA                                                                   | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505024 | PA      | $483669.22    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1619674 | PA      | $1363894.52   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $1038821.73   | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                                                       | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3232496 | PA      | $3244617.87   | 0.09%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12067000 | PA      | $10543541.25  | 0.29%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1924934.22   | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2019-C49, Class B                                                               | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1688000 | PA      | $1640562.47   | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    72520000 | PA      | $-140379.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3151731 | PA      | $2539475.68   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $179709.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2021-78, Class IP                                                            | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2315649 | PA      | $390911.93    | 0.01%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRSO Trust                                                                | CRSO Trust                                                                                                                    | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      458170 | PA      | $480685.12    | 0.01%             | 2028-07-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                                                                 | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2158000 | PA      | $2019366.63   | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XTT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66207 | PA      | $64476.39     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3 Month SOFR Interest Futures                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        2264 | NC      | $376146.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3172734 | PA      | $2805960.10   | 0.08%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                              | Olympic Tower Mortgage Trust, Series 2017-OT, Class XA                                                                        | CUSIP: 68162MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10700000 | PA      | $61122.68     | 0.00%             | 2039-05-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -99 | NC      | $-126247.40   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      518000 | PA      | $482642.21    | 0.01%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class AV                                                                                           | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      192167 | PA      | $192046.67    | 0.01%             | 2036-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAQQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1845028 | PA      | $1793850.91   | 0.05%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                          | Barings CLO Ltd., Series 2018-2A, Class B1AR                                                                                  | CUSIP: 06760JAU9<br>LEI: 549300I8OP7Y4MO3JF74 | Long             | ABS-CBDO         | CORP              | KY        |     1840000 | PA      | $1844439.92   | 0.05%             | 2036-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |    12390000 | PA      | $-9198.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4431822 | PA      | $3553841.45   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y4BK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24890 | PA      | $24403.16     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      867046 | PA      | $830667.69    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71459 | PA      | $73228.64     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes LLC                                                   | Greystone CRE Notes LLC, Series 2025-FL4, Class A                                                                             | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      409000 | PA      | $409760.17    | 0.01%             | 2043-01-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO Ltd.                                                  | Long Point Park CLO Ltd., Series 2017-1A, Class A2                                                                            | CUSIP: 542798AE3<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249933.95    | 0.01%             | 2030-01-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81903 | PA      | $81679.77     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romark WM-R Ltd.                                                          | Romark WM-R Ltd., Series 2018-1A, Class A1                                                                                    | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      438842 | PA      | $439247.71    | 0.01%             | 2031-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      353300 | PA      | $334126.54    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp., Series C                                                                                                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     3742000 | PA      | $3179667.54   | 0.09%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      495000 | PA      | $499048.91    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140676 | PA      | $135787.56    | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2021-6A, Class A                                                                                    | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250300.38    | 0.01%             | 2034-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-70371.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      622107 | PA      | $547569.63    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 23 Ltd.                                                         | AIMCO CLO 23 Ltd., Series 2025-23A, Class A                                                                                   | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |      530000 | PA      | $529343.33    | 0.01%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        4269 | NC      | $3062632.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1612000 | PA      | $906410.90    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13682 | PA      | $13088.71     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH, Series DM3N                                                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1427000 | PA      | $1252185.37   | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                                                                   | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      609000 | PA      | $604432.50    | 0.02%             | 2036-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88256 | PA      | $85011.30     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2697000 | PA      | $2657738.83   | 0.07%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312942F34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36832 | PA      | $35628.75     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2240045 | PA      | $1877658.74   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227253 | PA      | $218612.75    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      440000 | PA      | $62152.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                                   | Regatta 32 Funding Ltd., Series 2025-4A, Class A1                                                                             | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $571539.00    | 0.02%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class E                                                                                | CUSIP: 05604FAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $88469.86     | 0.00%             | 2033-03-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      457647 | PA      | $427939.43    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3394000 | PA      | $2735590.74   | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1343000 | PA      | $1316507.23   | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                         | Alabama Power Co.                                                                                                             | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      241000 | PA      | $193728.40    | 0.01%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      762000 | PA      | $599875.90    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307MR32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48828 | PA      | $46987.87     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                      | Dominion Energy South Carolina, Inc., Series 2025                                                                             | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      737000 | PA      | $753456.94    | 0.02%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class XP15                                                                                        | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9225000 | PA      | $129975.64    | 0.00%             | 2039-06-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15747300 | PA      | $16038255.93  | 0.44%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35000 | PA      | $34230.73     | 0.00%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Assurant CLO II Ltd.                                                      | Assurant CLO II Ltd., Series 2018-2A, Class A                                                                                 | CUSIP: 04623TAA3<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |       33407 | PA      | $33404.02     | 0.00%             | 2031-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1866000 | PA      | $1556657.84   | 0.04%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-VAMF, Class A                                                                                           | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $299812.50    | 0.01%             | 2039-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179NJB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32598 | PA      | $31080.82     | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K80, Class B                                                | CUSIP: 30307RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      235000 | PA      | $229689.16    | 0.01%             | 2050-08-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2014-5A, Class A1RR                                                         | CUSIP: 14311AAS1<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-CBDO         | CORP              | KY        |      146526 | PA      | $146739.43    | 0.00%             | 2031-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1026787 | PA      | $969032.57    | 0.03%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp.                                                                                                           | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2003400.00   | 0.05%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class A1R1                                                                                 | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250610.03    | 0.01%             | 2035-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $910699.12    | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2251000 | PA      | $2268436.36   | 0.06%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      316660 | PA      | $293132.58    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88062 | PA      | $88632.77     | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35205 | PA      | $34246.64     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9873 | PA      | $9269.13      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29055 | PA      | $28377.78     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $235727.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418XDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          37 | PA      | $37.22        | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1739000 | PA      | $1556676.72   | 0.04%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3111667 | PA      | $2631621.01   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                                        | SCG Mortgage Trust, Series 2024-MSP, Class A                                                                                  | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571000 | PA      | $571356.88    | 0.02%             | 2041-04-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                                                            | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3086000 | PA      | $2821790.66   | 0.08%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      353612 | PA      | $341520.93    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XVI                                                   | OHA Credit Partners XVI, Series 2021-16A, Class AR                                                                            | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1160000 | PA      | $1164088.30   | 0.03%             | 2037-10-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B                                             | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      644000 | PA      | $623148.18    | 0.02%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1120621 | PA      | $1106349.68   | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      676986 | PA      | $693800.72    | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                                                 | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A1RR                                                                        | CUSIP: 09627FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250745.15    | 0.01%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      108312 | PA      | $109722.88    | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3790222.81   | 0.10%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      270000 | PA      | $239990.30    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1908667 | PA      | $1761555.89   | 0.05%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-1A, Class BR                                                                                   | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $740370.00    | 0.02%             | 2036-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                         | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      137000 | PA      | $161440.31    | 0.00%             | 2040-12-28      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25796025 | PA      | $20566702.41  | 0.56%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61165 | PA      | $57695.10     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer LLC                                                          | BSPDF Issuer LLC, Series 2025-FL2, Class A                                                                                    | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      185000 | PA      | $184725.98    | 0.01%             | 2042-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class D1                                                                     | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      360444 | PA      | $326689.75    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                   | Bay Area Toll Authority, Series 2010S-1                                                                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     1925000 | PA      | $2204766.22   | 0.06%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      354801 | PA      | $335693.03    | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     6040000 | PA      | $-35286.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Trust                                                                 | EQT Trust, Series 2024-EXTR, Class A                                                                                          | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3470000 | PA      | $3547371.28   | 0.10%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1012440 | PA      | $921497.77    | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 8 Ltd.                                               | Diameter Capital CLO 8 Ltd., Series 2024-8A, Class A1A                                                                        | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4590000 | PA      | $4607666.91   | 0.12%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4289 | PA      | $4155.45      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series R                                                                                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      509000 | PA      | $310795.56    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                     | FTA Consumo Santander, Series 7, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      172622 | PA      | $203886.21    | 0.01%             | 2038-07-20      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                              | TCW CLO Ltd., Series 2019-2A, Class A1R2                                                                                      | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $280475.64    | 0.01%             | 2038-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                           | NYMT Loan Trust, Series 2024-INV1, Class A1                                                                                   | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |      151184 | PA      | $151037.42    | 0.00%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      461197 | PA      | $425632.87    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                      | Navient Private Education Loan Trust, Series 2015-AA, Class A3                                                                | CUSIP: 63939EAD5<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |       95701 | PA      | $95889.27     | 0.00%             | 2030-11-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      318566 | PA      | $315116.97    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class B                                                                      | CUSIP: 12636LBD1<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      510000 | PA      | $505213.65    | 0.01%             | 2048-11-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                 | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR2                                                                          | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1450000 | PA      | $1453635.15   | 0.04%             | 2038-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X6T70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      914455 | PA      | $894090.16    | 0.02%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3664116 | PA      | $3537879.95   | 0.10%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1110383 | PA      | $1102003.21   | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H1, Class A1                                                                                | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12378188 | PA      | $12437069.75  | 0.34%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                          | OneMain Financial Issuance Trust, Series 2020-2A, Class C                                                                     | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $524892.23    | 0.01%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      245259 | PA      | $239500.51    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2022-2A, Class B                                                                      | CUSIP: 69701NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250556.75    | 0.01%             | 2030-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2499000 | PA      | $2475879.98   | 0.07%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FTM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36646 | PA      | $37051.12     | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class XA                                                              | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11324316 | PA      | $455151.45    | 0.01%             | 2052-05-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4413195 | PA      | $3751263.49   | 0.10%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67234 | PA      | $65813.21     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4088000 | PA      | $4095797.86   | 0.11%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36178N7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55120 | PA      | $51452.28     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3878000 | PA      | $3691430.51   | 0.10%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                             | DP World Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |     1540000 | PA      | $1680043.75   | 0.05%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1298000 | PA      | $1336791.63   | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2016-667M, Class D                                                                          | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      218436 | PA      | $158607.71    | 0.00%             | 2036-10-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1245789 | PA      | $1171759.73   | 0.03%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73057 | PA      | $69418.22     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12051800 | PA      | $12143129.99  | 0.33%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      930600 | PA      | $868293.43    | 0.02%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                      | Flatiron CLO 21 Ltd., Series 2021-1A, Class A1R                                                                               | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3150000 | PA      | $3161412.45   | 0.09%             | 2037-10-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      496000 | PA      | $463648.28    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd.                                                   | Battalion CLO VIII Ltd., Series 2015-8A, Class A1R2                                                                           | CUSIP: 07132ACC5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      282278 | PA      | $282249.99    | 0.01%             | 2030-07-18      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2018-1A, Class B                                                                                | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2008959.80   | 0.05%             | 2030-07-30      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2024-38A, Class A                                                                                        | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250753.75    | 0.01%             | 2038-01-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                  | One New York Plaza Trust, Series 2020-1NYP, Class A                                                                           | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $359613.84    | 0.01%             | 2036-01-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2063422 | PA      | $1845232.55   | 0.05%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      104962 | PA      | $97072.67     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust                                          | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                     | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |     2061569 | PA      | $2159625.25   | 0.06%             | 2041-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8565000 | PA      | $522758.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2018-COR3, Class XD                                                                         | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      770000 | PA      | $32459.04     | 0.00%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |        2148 | PA      | $1000.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain Euro CLO DAC                                                 | BlueMountain Euro CLO DAC, Series 2021-2A, Class B1                                                                           | CUSIP: N/A<br>LEI: 635400FUA3XKDDGLJL55       | Long             | ABS-CBDO         | CORP              | IE        |      660000 | PA      | $779349.33    | 0.02%             | 2035-10-15      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      680454 | PA      | $623914.68    | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16391000 | PA      | $13345553.84  | 0.36%             | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JN3G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      399158 | PA      | $387236.67    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class C                                                                      | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       91084 | PA      | $78956.49     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      752938 | PA      | $711678.85    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      316323 | PA      | $289965.66    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM1, Class A1                                                                                        | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4566410 | PA      | $4603686.89   | 0.12%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                            | Edenbrook Mortgage Funding plc, Series 2024-1, Class C                                                                        | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |      330440 | PA      | $453908.53    | 0.01%             | 2057-03-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6126000 | PA      | $6386355.00   | 0.17%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                          | UK Logistics DAC, Series 2025-1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-MBS          | CORP              | IE        |     1199000 | PA      | $1645797.48   | 0.04%             | 2035-05-17      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107921 | PA      | $105439.66    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Galaxy XX CLO Ltd.                                                        | Galaxy XX CLO Ltd., Series 2015-20A, Class AR                                                                                 | CUSIP: 36320MAL2<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |       97823 | PA      | $97816.60     | 0.00%             | 2031-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XUBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63429 | PA      | $62050.40     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                          | Vista Point Securitization Trust, Series 2020-2, Class A3                                                                     | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      278032 | PA      | $267654.64    | 0.01%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                      | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1506874 | PA      | $1316360.30   | 0.04%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      415643 | PA      | $386040.70    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36178EDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57366 | PA      | $53477.65     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.                                | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class A1R                                                        | CUSIP: 64132YAQ5<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      246207 | PA      | $246294.25    | 0.01%             | 2035-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      487000 | PA      | $325787.28    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032674<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -309000 | PA      | $-278163.46   | -0.01%            | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4096572 | PA      | $4231149.61   | 0.11%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                                                          | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      178000 | PA      | $184031.16    | 0.00%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2018-C12, Class B                                                                       | CUSIP: 90353DBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1160000 | PA      | $1095730.08   | 0.03%             | 2051-08-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                | Hill FL BV, Series 2024-2FL, Class D                                                                                          | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |      100000 | PA      | $115999.57    | 0.00%             | 2032-10-18      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1410301000 | PA      | $72464.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                           | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A3                                                                    | CUSIP: 85213XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      175268 | PA      | $167787.58    | 0.00%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1862628 | PA      | $1878696.47   | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RIAL Issuer Ltd.                                                          | RIAL Issuer Ltd., Series 2022-FL8, Class A                                                                                    | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1357031 | PA      | $1357209.49   | 0.04%             | 2037-01-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      807314 | PA      | $765673.17    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2209410 | PA      | $2155656.72   | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                                           | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                                                    | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $569804.26    | 0.02%             | 2038-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A                                              | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      413000 | PA      | $378927.33    | 0.01%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      574421 | PA      | $563191.15    | 0.02%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      537048 | PA      | $403941.38    | 0.01%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                    | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R                                                                             | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501686.25    | 0.01%             | 2037-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9674000 | PA      | $8793990.18   | 0.24%             | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2024-1, Class D                                                                    | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      257000 | PA      | $266760.63    | 0.01%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                                                                | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2630000 | PA      | $2630000.00   | 0.07%             | 2034-08-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                 | OHA Credit Funding 5 Ltd., Series 2020-5A, Class B1R                                                                          | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250588.18    | 0.01%             | 2037-10-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-KING, Class A                                                                       | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      858695 | PA      | $858695.44    | 0.02%             | 2034-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                                                   | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1                                                                             | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250989.20    | 0.01%             | 2037-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| LUX                                                                       | LUX Trust, Series 2023-LION, Class A                                                                                          | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      461953 | PA      | $465010.44    | 0.01%             | 2040-08-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H040681<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2575000 | PA      | $2393470.48   | 0.06%             | 2055-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1745000 | PA      | $130335.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71887 | PA      | $70511.46     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115846 | PA      | $113183.97    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22197 | PA      | $21658.14     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4138800 | PA      | $3875436.53   | 0.11%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                          | Pierpont BTL plc, Series 2025-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137318.67    | 0.00%             | 2062-03-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A                                                                       | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1420000 | PA      | $1447943.47   | 0.04%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                         | Asimi Funding plc, Series 2025-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |       92683 | PA      | $127076.60    | 0.00%             | 2032-05-16      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                 | APA Corp.                                                                                                                     | CUSIP: 03743QAJ7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      263000 | PA      | $210376.73    | 0.01%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90342 | PA      | $86624.12     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221356 | PA      | $210445.05    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                               | Citadel plc, Series 2024-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137447.29    | 0.00%             | 2060-04-28      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-VIV5, Class A                                                                       | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      914000 | PA      | $825065.97    | 0.02%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                 | BPR Trust, Series 2024-PMDW, Class A                                                                                          | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $121821.70    | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3304448 | PA      | $2630447.78   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dryden 87 CLO Ltd.                                                        | Dryden 87 CLO Ltd., Series 2021-87A, Class A1                                                                                 | CUSIP: 26246GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      520000 | PA      | $521440.61    | 0.01%             | 2034-05-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2144000 | PA      | $2070047.97   | 0.06%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1190409.07   | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1618000 | PA      | $129819.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Trust                                                                | BWAY Trust, Series 2025-1535, Class A                                                                                         | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173000 | PA      | $178041.96    | 0.00%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10076600 | PA      | $8717675.17   | 0.24%             | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8279000 | PA      | $8026425.84   | 0.22%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXII Ltd.                                            | Madison Park Funding LXII Ltd., Series 2022-62A, Class AR                                                                     | CUSIP: 55817HAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500000.00    | 0.01%             | 2036-07-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3046266 | PA      | $2672047.17   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                                                         | CUSIP: 31371KRN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5469 | PA      | $5682.73      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-201544.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53382 | PA      | $51308.58     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X54U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183882 | PA      | $178091.27    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2018-DA, Class A2A                                                          | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      269862 | PA      | $267036.64    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3223000 | PA      | $113484.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      229000 | PA      | $234076.05    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      401000 | PA      | $453630.33    | 0.01%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                          | Barings CLO Ltd., Series 2015-IA, Class BR                                                                                    | CUSIP: 056162AQ3<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250680.23    | 0.01%             | 2031-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                                                             | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      471000 | PA      | $440163.42    | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                  | CFMT LLC, Series 2024-R1, Class A1                                                                                            | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230316 | PA      | $226008.72    | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7908000 | PA      | $8068006.99   | 0.22%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2023000 | PA      | $1667756.91   | 0.05%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      492158 | PA      | $463922.08    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                               | Golden Ray SA-Compartment 1, Series 1, Class C                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $116672.30    | 0.00%             | 2057-12-27      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                | Dowson plc, Series 2024-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $136319.93    | 0.00%             | 2031-08-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                        | Trimaran CAVU Ltd., Series 2024-1A, Class B                                                                                   | CUSIP: 895971AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250225.75    | 0.01%             | 2038-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1168499.15   | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1216058.55   | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1844000 | PA      | $1361046.52   | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                             | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      179000 | PA      | $183328.22    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17977.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1101 | NC      | $1027323.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     3985000 | PA      | $4036868.92   | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                                                                       | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2451903 | PA      | $2237098.40   | 0.06%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                | SDAL Trust, Series 2025-DAL, Class A                                                                                          | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380000 | PA      | $380660.36    | 0.01%             | 2042-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO IV Ltd.                                                      | Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2                                                                              | CUSIP: 89640XBM7<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |      220000 | PA      | $220085.76    | 0.01%             | 2031-10-18      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58026 | PA      | $56859.04     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class C                                                                                            | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1603000 | PA      | $1582073.78   | 0.04%             | 2041-03-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A                                                              | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $100099.52    | 0.00%             | 2036-06-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                                             | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                                                                     | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |     2745000 | PA      | $2747752.41   | 0.07%             | 2038-02-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                         | Newday Funding Master Issuer plc, Series 2024-2X, Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      134000 | PA      | $184626.52    | 0.01%             | 2032-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVI Ltd.                                     | Benefit Street Partners CLO XXVI Ltd., Series 2022-26A, Class AR                                                              | CUSIP: 08186AAJ5<br>LEI: 2549008S0Y5AP2WIEL43 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270856.12    | 0.01%             | 2037-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B24, Class XA                                                                           | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19239142 | PA      | $815427.95    | 0.02%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XWUY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177530 | PA      | $174929.90    | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                       | Sandstone Peak Ltd., Series 2021-1A, Class A2R                                                                                | CUSIP: 800130AQ9<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481119.94    | 0.01%             | 2034-10-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19017738 | PA      | $15710724.75  | 0.43%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111675 | PA      | $109173.61    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                   | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                                                             | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501410.00    | 0.01%             | 2038-01-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class X                                                                | CUSIP: 17328QAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10100000 | PA      | $376066.53    | 0.01%             | 2042-11-10      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                  | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       53251 | PA      | $53838.74     | 0.00%             | 2051-07-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                                   | Regatta 31 Funding Ltd., Series 2025-1A, Class A1                                                                             | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249949.35    | 0.01%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3157787 | PA      | $3117685.23   | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class B                                                              | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1759000 | PA      | $1808617.56   | 0.05%             | 2043-07-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                                         | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $749619.15    | 0.02%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I Ltd.                                                        | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                                  | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299895.27    | 0.01%             | 2038-03-30      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      839590 | PA      | $675567.02    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2019-16A, Class AR                                                                                       | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |      243409 | PA      | $243582.04    | 0.01%             | 2033-04-10      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-2A, Class C                                                                               | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100109.08    | 0.00%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1278222 | PA      | $1023814.52   | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                                                 | AREIT LLC, Series 2022-CRE7, Class A                                                                                          | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      385386 | PA      | $385535.19    | 0.01%             | 2039-06-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180DQD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      106628 | PA      | $99397.95     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     9486000 | PA      | $9621260.87   | 0.26%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3293842 | PA      | $3370254.99   | 0.09%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138AEY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36731 | PA      | $36076.33     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28005000 | PA      | $28048757.81  | 0.76%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2860903 | PA      | $2421188.67   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1068839 | PA      | $859184.16    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21651000 | PA      | $17134332.93  | 0.46%             | 2055-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13054 | PA      | $12742.19     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1978000 | PA      | $2018588.78   | 0.05%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $742543.76    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      516549 | PA      | $521004.85    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                         | State of Illinois, Series 2003                                                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     4122794 | PA      | $4132319.15   | 0.11%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                               | Federal Republic of Germany                                                                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     7026000 | PA      | $7354084.29   | 0.20%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2558722 | PA      | $2527906.77   | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      619437 | PA      | $498764.94    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       60926 | PA      | $61899.04     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1722000 | PA      | $996337.44    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31411XVB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           2 | PA      | $1.89         | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $710.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180DQE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69172 | PA      | $64483.09     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3876773 | PA      | $4021744.17   | 0.11%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H7, Class A1                                                                                | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      889483 | PA      | $891997.74    | 0.02%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2022-NQM1, Class A1                                                                      | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1756441 | PA      | $1747295.70   | 0.05%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                            | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class B                                                                     | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204000 | PA      | $199920.00    | 0.01%             | 2034-09-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       88982 | PA      | $82625.93     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                                | CENT Trust, Series 2023-CITY, Class A                                                                                         | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1922240 | PA      | $1924629.15   | 0.05%             | 2038-09-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7290000 | PA      | $7470822.55   | 0.20%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2018-1A, Class A1                                                                                       | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       97309 | PA      | $97333.54     | 0.00%             | 2031-04-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73225 | PA      | $73020.40     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 20 Ltd.                                                           | AGL CLO 20 Ltd., Series 2022-20A, Class BR                                                                                    | CUSIP: 00119CAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      669000 | PA      | $669704.46    | 0.02%             | 2037-10-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62574 | PA      | $61240.33     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                           | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XB                                                                     | CUSIP: 12531YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2030000 | PA      | $7988.11      | 0.00%             | 2058-05-10      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      214000 | PA      | $165064.35    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-A, Class A1A                                                                    | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      287213 | PA      | $292047.81    | 0.01%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180DVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      194140 | PA      | $181040.96    | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XHBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238017 | PA      | $233212.61    | 0.01%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                            | CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A                                                                     | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1660000 | PA      | $1658660.21   | 0.04%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2025-I1, Class A1                                                                                           | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3569743 | PA      | $3597785.57   | 0.10%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443400 | PA      | $397801.00    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-1, Class A1                                                                             | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      681620 | PA      | $678648.15    | 0.02%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-VIS1, Class M1                                                                        | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |     3151114 | PA      | $3156693.36   | 0.09%             | 2055-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138E7AT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      558702 | PA      | $538627.35    | 0.01%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47732 | PA      | $46661.49     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050676<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -203000 | PA      | $-198919.73   | -0.01%            | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      577000 | PA      | $580458.88    | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2760095 | PA      | $2740237.57   | 0.07%             | 2057-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      399999 | PA      | $320752.80    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6935454 | PA      | $5650769.53   | 0.15%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                           | Ohio Edison Co.                                                                                                               | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1419177.02   | 0.04%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      717000 | PA      | $737632.99    | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4275.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2017-1, Class B                                                                         | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        3638 | PA      | $3593.56      | 0.00%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1500800000 | PA      | $9356642.01   | 0.25%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-B, Class C                                                                      | CUSIP: 19425AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       64059 | PA      | $59021.30     | 0.00%             | 2052-06-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052672<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -5210000 | PA      | $-5208808.06  | -0.14%            | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      457000 | PA      | $466944.30    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                         | Atlas Funding plc, Series 2024-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |       99899 | PA      | $137575.44    | 0.00%             | 2061-09-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $1008079.33   | 0.03%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      288000 | PA      | $35320.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1242778 | PA      | $1169678.98   | 0.03%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14199600 | PA      | $14146351.50  | 0.38%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd.                                          | Wellington Management CLO 1 Ltd., Series 2023-1A, Class A                                                                     | CUSIP: 94957JAA2<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250704.78    | 0.01%             | 2036-10-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X1, Class C                                                                    | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      252000 | PA      | $252190.76    | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1212590 | PA      | $1225788.41   | 0.03%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36176DHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      158906 | PA      | $151439.21    | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9WD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6273647 | PA      | $5775531.30   | 0.16%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                                   | Pony SA, Series 2024-1, Class D                                                                                               | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $118096.20    | 0.00%             | 2033-01-14      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4559732 | PA      | $3668857.32   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      757000 | PA      | $745379.83    | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1671000 | PA      | $1710114.32   | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd.                                                     | Steele Creek CLO Ltd., Series 2017-1A, Class A                                                                                | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      133045 | PA      | $133163.03    | 0.00%             | 2030-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Race Point IX CLO Ltd.                                                    | Race Point IX CLO Ltd., Series 2015-9A, Class A1A2                                                                            | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |      193125 | PA      | $193220.91    | 0.01%             | 2030-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2013-2A, Class AR                                                                               | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1682512 | PA      | $1684020.33   | 0.05%             | 2031-05-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-C, Class A1B                                                                    | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      734905 | PA      | $729642.72    | 0.02%             | 2052-06-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      295000 | PA      | $282849.30    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47317 | PA      | $49605.82     | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      970916 | PA      | $736103.72    | 0.02%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                 | LBA Trust, Series 2024-7IND, Class A                                                                                          | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $650609.38    | 0.02%             | 2041-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                            | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A                                                                     | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      181000 | PA      | $179303.13    | 0.00%             | 2034-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2016-12A, Class BAR3                                                                                     | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |      430000 | PA      | $430547.56    | 0.01%             | 2037-10-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31371K3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299522 | PA      | $305849.98    | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26095 | PA      | $25003.32     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     5015000 | PA      | $4837973.16   | 0.13%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                         | Alabama Power Co.                                                                                                             | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      290000 | PA      | $311118.97    | 0.01%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                     | Whitebox CLO III Ltd., Series 2021-3A, Class DR                                                                               | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249329.48    | 0.01%             | 2035-10-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                               | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1492000 | PA      | $1390526.57   | 0.04%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2022-3A, Class A1R                                                                             | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501759.50    | 0.01%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-1A, Class C                                                                               | CUSIP: 52603DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      168000 | PA      | $170946.01    | 0.00%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5118000 | PA      | $5223496.72   | 0.14%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       83737 | PA      | $77927.91     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2015-GC32, Class C                                                                 | CUSIP: 36250PAL9<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |      316000 | PA      | $306674.43    | 0.01%             | 2048-07-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                | City of San Antonio Electric & Gas Systems, Series 2010A                                                                      | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     1095000 | PA      | $1103558.45   | 0.03%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| THPT Mortgage Trust                                                       | THPT Mortgage Trust, Series 2023-THL, Class A                                                                                 | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      297794 | PA      | $302895.39    | 0.01%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-3A, Class CR2                                                                                  | CUSIP: 12554VBC9<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $490328.40    | 0.01%             | 2038-01-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| 245 Park Avenue Trust                                                     | 245 Park Avenue Trust, Series 2017-245P, Class XA                                                                             | CUSIP: 90187LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11000000 | PA      | $34339.80     | 0.00%             | 2037-06-05      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H4SG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18631 | PA      | $18120.14     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                            | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                                                                   | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1248750.00   | 0.03%             | 2038-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     4719911 | PA      | $5611924.30   | 0.15%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2017-1A, Class ARR                                                                                  | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |     1190000 | PA      | $1194527.12   | 0.03%             | 2037-04-21      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2024-FL9, Class A                                                                                | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      931000 | PA      | $934495.16    | 0.03%             | 2039-10-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1                                                               | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |     1670547 | PA      | $1684869.27   | 0.05%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                              | Brignole Co., Series 2024, Class C                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       65750 | PA      | $77792.35     | 0.00%             | 2042-02-24      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV3, Class B                                                                       | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      902166 | PA      | $838904.41    | 0.02%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $646063.21    | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      446358 | PA      | $382207.02    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                                                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      681000 | PA      | $604878.61    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1547192 | PA      | $1534252.73   | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix plc                                                     | Mortimer 2024-Mix plc, Series 2024-MIX, Class D                                                                               | CUSIP: N/A<br>LEI: 213800F12CZ391USLI51       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137533.90    | 0.00%             | 2067-09-22      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      223000 | PA      | $182365.96    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                                                 | AREIT LLC, Series 2023-CRE8, Class A                                                                                          | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      589124 | PA      | $590931.22    | 0.02%             | 2041-08-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1922206 | PA      | $1543719.57   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2020-3, Class A3                                                                             | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      324940 | PA      | $310553.60    | 0.01%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                               | Citadel plc, Series 2024-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |      109000 | PA      | $149584.89    | 0.00%             | 2060-04-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      800000 | PA      | $794682.54    | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ares LVI CLO Ltd.                                                         | Ares LVI CLO Ltd., Series 2020-56A, Class A1R2                                                                                | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      410000 | PA      | $410776.79    | 0.01%             | 2038-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3589000 | PA      | $2865872.56   | 0.08%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6831000 | PA      | $7079261.15   | 0.19%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      942307 | PA      | $933441.11    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12090000 | PA      | $11963905.05  | 0.32%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180KJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      153495 | PA      | $143090.29    | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4669.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-172396.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1042184 | PA      | $1032378.25   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd.                                                   | Battalion CLO VIII Ltd., Series 2015-8A, Class A2R2                                                                           | CUSIP: 07132ACE1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      666000 | PA      | $668979.02    | 0.02%             | 2030-07-18      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4272119 | PA      | $3411394.77   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                   | SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class D                                                            | CUSIP: 78430EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $405283.23    | 0.01%             | 2039-09-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      815000 | PA      | $-62886.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RR 20 Ltd.                                                                | RR 20 Ltd., Series 2022-20A, Class A1R                                                                                        | CUSIP: 74989UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      948000 | PA      | $948327.25    | 0.03%             | 2037-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRCJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1933488 | PA      | $1981025.58   | 0.05%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      426000 | PA      | $428259.98    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                           | Rad CLO 15 Ltd., Series 2021-15A, Class B                                                                                     | CUSIP: 750103AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250998.88    | 0.01%             | 2034-01-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1519802 | PA      | $1449815.17   | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class A10                                                                                         | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $970126.94    | 0.03%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31371KLT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          55 | PA      | $57.08        | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9179 | PA      | $9015.63      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         653 | NC      | $1577322.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B2                                                             | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      864624 | PA      | $869504.31    | 0.02%             | 2032-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       35000 | PA      | $-6591.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                       | Affirm Master Trust, Series 2025-1A, Class A                                                                                  | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2815000 | PA      | $2836619.20   | 0.08%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1752982 | PA      | $1647977.96   | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151341 | PA      | $142939.14    | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                                                 | FNB Corp.                                                                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |      183000 | PA      | $184036.36    | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQF35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      772575 | PA      | $792016.13    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                            | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                                                                      | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3630000 | PA      | $3635671.88   | 0.10%             | 2041-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4066.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X55F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130025 | PA      | $126199.24    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      890000 | PA      | $673812.83    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                                | WEST Trust, Series 2025-ROSE, Class A                                                                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438000 | PA      | $443510.39    | 0.01%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                      | Navient Private Education Loan Trust, Series 2014-AA, Class A3                                                                | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |       10835 | PA      | $10837.63     | 0.00%             | 2031-10-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H4Q72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11247 | PA      | $10940.86     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4132000 | PA      | $2620107.65   | 0.07%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                     | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      705000 | PA      | $687519.06    | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3187226 | PA      | $2687212.31   | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1168663.12   | 0.03%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Dwight Issuer LLC                                                         | Dwight Issuer LLC, Series 2025-FL1, Class A                                                                                   | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      127000 | PA      | $126712.35    | 0.00%             | 2042-09-18      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4760000 | PA      | $2744251.57   | 0.07%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36200M2Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         684 | PA      | $705.34       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3 Month SOFR                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1538 | NC      | $-173025.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -2730000 | PA      | $-2537863.39  | -0.07%            | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F012478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      218000 | PA      | $193679.61    | 0.01%             | 2040-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y4AU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2102399 | PA      | $2054343.54   | 0.06%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2624000 | PA      | $1734464.00   | 0.05%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-A, Class A1B                                                                    | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3963032 | PA      | $4001077.07   | 0.11%             | 2056-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EGCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2649 | PA      | $2686.49      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL Ltd.                                              | Madison Park Funding XL Ltd., Series 9A, Class AR2                                                                            | CUSIP: 55821CAA2<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |      548957 | PA      | $549393.85    | 0.01%             | 2030-05-28      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                  | BHG Securitization Trust, Series 2022-C, Class B                                                                              | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      196596 | PA      | $197246.20    | 0.01%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     6342000 | PA      | $6029776.36   | 0.16%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      342141 | PA      | $347218.65    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2535421 | PA      | $2043698.40   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-3A, Class A1                                                                      | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      141479 | PA      | $136078.50    | 0.00%             | 2035-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2022-FL10, Class A                                                        | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355820 | PA      | $356740.74    | 0.01%             | 2037-09-17      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series FIX                                                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3257000 | PA      | $3338260.75   | 0.09%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      519139 | PA      | $477275.29    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                              | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class DR3                                                                       | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $252228.23    | 0.01%             | 2037-04-28      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                                       | Avoca CLO XVIII DAC, Series 18A, Class CR                                                                                     | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $295000.91    | 0.01%             | 2038-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                           | Canyon CLO Ltd., Series 2020-3A, Class BR                                                                                     | CUSIP: 13876RAS3<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $351397.41    | 0.01%             | 2037-10-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      313000 | PA      | $312012.07    | 0.01%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                   | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |      649000 | PA      | $701410.34    | 0.02%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1715171 | PA      | $1608849.90   | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2367092 | PA      | $2235197.06   | 0.06%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 8 Ltd.                                              | Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class BR2                                                                       | CUSIP: 03329KBC6<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $653721.90    | 0.02%             | 2034-10-27      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV2, Class C                                                                       | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1334166.32   | 0.04%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2778258.42   | 0.08%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7024 | PA      | $6784.66      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      810704 | PA      | $824938.16    | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class A2                                                                               | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268024 | PA      | $254852.70    | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                             | BLP Commercial Mortgage Trust, Series 2023-IND, Class A                                                                       | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      389000 | PA      | $389364.69    | 0.01%             | 2040-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                        | Trimaran CAVU Ltd., Series 2024-1A, Class A                                                                                   | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1020000 | PA      | $1024489.02   | 0.03%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1221054.64   | 0.03%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fashion Show Mall LLC                                                     | Fashion Show Mall LLC, Series 2024-SHOW, Class A                                                                              | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      519642 | PA      | $524767.28    | 0.01%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                         | Alabama Power Co.                                                                                                             | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      602000 | PA      | $402041.85    | 0.01%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO Ltd.                                                      | Thayer Park CLO Ltd., Series 2017-1A, Class A1R                                                                               | CUSIP: 883310AL8<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250401.75    | 0.01%             | 2034-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312944SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35229 | PA      | $34111.30     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                | PRM5 Trust, Series 2025-PRM5, Class D                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      383000 | PA      | $381204.65    | 0.01%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                        | A&D Mortgage Trust, Series 2024-NQM5, Class A1                                                                                | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      513618 | PA      | $515643.50    | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                              | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class BR3                                                                       | CUSIP: 03328TBU8<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |     1640000 | PA      | $1644920.49   | 0.04%             | 2037-04-28      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29739 | PA      | $27688.48     | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412126 | PA      | $388839.35    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179F7F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98487 | PA      | $91809.50     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      423561 | PA      | $399262.46    | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                         | 1211 Avenue of the Americas Trust, Series 2015-1211, Class C                                                                  | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $93376.00     | 0.00%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                                                         | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1500000 | PA      | $1697131.55   | 0.05%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      367000 | PA      | $244462.49    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                                      | 522 Funding CLO Ltd., Series 2019-5A, Class AR                                                                                | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250606.58    | 0.01%             | 2035-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners 48 LP                                              | Golub Capital Partners 48 LP, Series 2020-48A, Class A1R                                                                      | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $600986.40    | 0.02%             | 2038-04-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EGDR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8572 | PA      | $8531.28      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                        | AutoNoria Spain FT, Series 2025-SP, Class D                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $117829.40    | 0.00%             | 2043-04-30      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XIX Ltd.                                                     | Symphony CLO XIX Ltd., Series 2018-19A, Class A                                                                               | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      150871 | PA      | $151012.31    | 0.00%             | 2031-04-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA                                                                    | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6509792 | PA      | $318033.27    | 0.01%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10431000 | PA      | $9439240.13   | 0.26%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5513, Class FD                                                   | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11142489 | PA      | $11165462.84  | 0.30%             | 2055-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     9570000 | PA      | $1721.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2730923 | PA      | $2407131.33   | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class BR2                                                                               | CUSIP: 96466CBA5<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $278842.42    | 0.01%             | 2037-10-24      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                            | MSWF Commercial Mortgage Trust, Series 2023-2, Class XA                                                                       | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11494374 | PA      | $678094.49    | 0.02%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10408000 | PA      | $6470848.75   | 0.18%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      651931 | PA      | $667951.32    | 0.02%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                        | Viper Energy, Inc.                                                                                                            | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     5356000 | PA      | $5361827.06   | 0.15%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2190776 | PA      | $2209675.26   | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      878000 | PA      | $873377.91    | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336239 | PA      | $274852.47    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6978000 | PA      | $6042582.42   | 0.16%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO VII LLC                                                      | Owl Rock CLO VII LLC, Series 2022-7A, Class AR                                                                                | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250250.00    | 0.01%             | 2038-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO 2025-VII Ltd.                                               | Park Blue CLO 2025-VII Ltd., Series 2025-7A, Class A1                                                                         | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499850.00    | 0.01%             | 2038-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31283HUA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         565 | PA      | $586.93       | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3205038 | PA      | $2578902.75   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      397000 | PA      | $362975.22    | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XB                                                                   | CUSIP: 12595JAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3170000 | PA      | $19021.90     | 0.00%             | 2050-11-15      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $289126.94    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                           | State of Israel Government Bond                                                                                               | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2018000 | PA      | $1870433.75   | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WCKZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210313 | PA      | $206156.43    | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-1A, Class A                                                                              | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      901644 | PA      | $902805.01    | 0.02%             | 2031-05-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         297 | NC      | $-49255.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3947000 | PA      | $3553110.63   | 0.10%             | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association, Series 2005-29, Class WB                                                               | CUSIP: 31394DGE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3664 | PA      | $3635.49      | 0.00%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 8 Ltd.                                             | Sagard-Halseypoint CLO 8 Ltd., Series 2024-8A, Class A1                                                                       | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $702083.83    | 0.02%             | 2038-01-30      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1                                                    | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2121763 | PA      | $2131076.69   | 0.06%             | 2069-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO 2 Ltd.                                                       | Generate CLO 2 Ltd., Series 2A, Class BR2                                                                                     | CUSIP: 370910AE1<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |      640000 | PA      | $641179.20    | 0.02%             | 2037-10-22      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2272.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JQJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      300553 | PA      | $289439.37    | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2458284 | PA      | $2405374.43   | 0.07%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      504970 | PA      | $490342.39    | 0.01%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H1, Class M1                                                                                | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2901377 | PA      | $2930630.13   | 0.08%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPJ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      778021 | PA      | $770953.50    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -204407000 | PA      | $-41351.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4882000 | PA      | $2982024.75   | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13155 | PA      | $12596.79     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HBPX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21273 | PA      | $20697.08     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass Through Trust              | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                                                  | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4102232.45   | 0.11%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                               | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5690000 | PA      | $5644357.49   | 0.15%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      330000 | PA      | $322847.42    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2020-B17, Class XB                                                                           | CUSIP: 08162MBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1560000 | PA      | $29961.19     | 0.00%             | 2053-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2018-2A, Class B                                                                                | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1205779.20   | 0.03%             | 2031-08-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                                    | Signal Peak CLO 8 Ltd., Series 2020-8A, Class A1R                                                                             | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $492239.99    | 0.01%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030470<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -663000 | PA      | $-632114.97   | -0.02%            | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD3, Class A4                                                                                  | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $269499.92    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     6039000 | PA      | $-35434.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                             | Golden Bar Securitisation SRL, Series 2025-1, Class D                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      100000 | PA      | $117831.16    | 0.00%             | 2044-12-22      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      620000 | PA      | $606257.76    | 0.02%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1233000 | PA      | $1315558.96   | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      423305 | PA      | $363592.56    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                                                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1424798.01   | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                                                                 | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      130000 | PA      | $120636.54    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1                                                                      | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8210628 | PA      | $8263274.10   | 0.22%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                      | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class D1                                                               | CUSIP: 38180BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250878.23    | 0.01%             | 2037-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class A15                                                                                         | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $967258.85    | 0.03%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                       | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                                                                              | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      367088 | PA      | $367807.98    | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-2A, Class BR                                                                             | CUSIP: 77340GAL5<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |     1945000 | PA      | $1950114.38   | 0.05%             | 2029-10-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1674000 | PA      | $1170490.61   | 0.03%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PGA Trust                                                                 | PGA Trust, Series 2024-RSR2, Class A                                                                                          | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2169000 | PA      | $2172469.97   | 0.06%             | 2039-06-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14969000 | PA      | $15242367.92  | 0.41%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                                           | Stream Innovations Issuer Trust, Series 2025-1A, Class A                                                                      | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      865000 | PA      | $871217.19    | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                                                                | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      199000 | PA      | $191237.25    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc., Capital Trust VII                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     1630000 | PA      | $0.16         | 0.00%             | 2049-11-01      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      588051 | PA      | $526945.57    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                    | Auto1 Car Funding SARL, Series 2024-1, Class C                                                                                | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $117948.72    | 0.00%             | 2033-12-15      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4012000 | PA      | $4125833.28   | 0.11%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  4975229232 | PA      | $-69212.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3728000 | PA      | $3327218.15   | 0.09%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YLYN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112531 | PA      | $100725.62    | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-3A, Class A1                                                                              | CUSIP: 69688FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250638.15    | 0.01%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1048802.67   | 0.03%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1136000 | PA      | $1124640.00   | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59462 | PA      | $56661.39     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO II DAC                                                      | Voya Euro CLO II DAC, Series 2A, Class CR                                                                                     | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $295195.80    | 0.01%             | 2035-07-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2017-TIME, Class A                                                                                         | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $216658.16    | 0.01%             | 2039-11-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      755881 | PA      | $600504.54    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO IX Ltd.                                                  | Sixth Street CLO IX Ltd., Series 2017-9A, Class AR                                                                            | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |     1220000 | PA      | $1224041.37   | 0.03%             | 2037-07-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIX Ltd.                                             | Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3                                                                     | CUSIP: 55819QBJ5<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |     1229000 | PA      | $1234896.74   | 0.03%             | 2037-01-22      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd.                                                 | Verdelite Static CLO Ltd., Series 2024-1A, Class B                                                                            | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249252.50    | 0.01%             | 2032-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14611 | PA      | $13730.08     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2025-1, Class B                                                                      | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      338000 | PA      | $341320.92    | 0.01%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                  | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                                                           | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      627000 | PA      | $626999.87    | 0.02%             | 2039-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class D                                             | CUSIP: 46652RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1251597.88   | 0.03%             | 2033-10-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26192.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      980914 | PA      | $965380.01    | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    13835000 | PA      | $15204842.78  | 0.41%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      322275 | PA      | $310275.04    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15358000 | PA      | $15582338.45  | 0.42%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                                                    | AP Grange Holdings LLC                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     2582131 | PA      | $2559666.46   | 0.07%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM1, Class M1A                                                                                       | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1878222 | PA      | $1908448.98   | 0.05%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23232 | PA      | $22808.56     | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares European CLO XII DAC                                                 | Ares European CLO XII DAC, Series 12A, Class B1R                                                                              | CUSIP: N/A<br>LEI: 635400XCOLUI5RNVIZ11       | Long             | ABS-CBDO         | CORP              | IE        |      297000 | PA      | $350419.94    | 0.01%             | 2032-04-20      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Mortgage Trust                         | Ladder Capital Commercial Mortgage Mortgage Trust, Series 2013-GCP, Class XA                                                  | CUSIP: 50184BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2645271 | PA      | $68388.20     | 0.00%             | 2036-02-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1063000 | PA      | $850472.57    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1335693 | PA      | $1173726.59   | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                          | OneMain Financial Issuance Trust, Series 2021-1A, Class C                                                                     | CUSIP: 68269MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $92690.21     | 0.00%             | 2036-06-16      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2022-3, Class M1                                                                 | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      634000 | PA      | $587729.43    | 0.02%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2014-1A, Class B3                                                      | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121109 | PA      | $122018.60    | 0.00%             | 2044-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd.                                                           | AGL CLO 13 Ltd., Series 2021-13A, Class B                                                                                     | CUSIP: 00120JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004278.20   | 0.03%             | 2034-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 4 Ltd.                                                       | AGL Core CLO 4 Ltd., Series 2020-4A, Class AR2                                                                                | CUSIP: 001199AQ1<br>LEI: 549300HS2AZ4GZPCZ864 | Long             | ABS-CBDO         | CORP              | KY        |      920000 | PA      | $923781.11    | 0.03%             | 2037-10-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                            | American Municipal Power, Inc., Series 2010A                                                                                  | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      765000 | PA      | $971534.07    | 0.03%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35301 | PA      | $33111.63     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 7 Ltd.                                                   | Silver Point CLO 7 Ltd., Series 2024-7A, Class A1                                                                             | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250734.10    | 0.01%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2025-NQM3, Class A1                                                                                         | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |     2990613 | PA      | $3006762.23   | 0.08%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115843 | PA      | $111923.47    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                      | Flatiron CLO 25 Ltd., Series 2024-2A, Class B                                                                                 | CUSIP: 33883XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250455.85    | 0.01%             | 2037-10-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5968000 | PA      | $5548609.66   | 0.15%             | 2055-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                       | Sandstone Peak Ltd., Series 2021-1A, Class B1R                                                                                | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250655.38    | 0.01%             | 2034-10-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20489.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIV                                                          | Apidos CLO XXXIV, Series 2020-34A, Class A1R                                                                                  | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $450978.30    | 0.01%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32058800 | PA      | $31685615.69  | 0.86%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                           | Cameron LNG LLC                                                                                                               | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     2349000 | PA      | $2013811.28   | 0.05%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2021-83, Class PI                                                            | CUSIP: 38382QQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1754609 | PA      | $298959.06    | 0.01%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class A1RR                                                                                    | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $280984.98    | 0.01%             | 2037-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     2347730 | PA      | $48168.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      311279 | PA      | $277654.70    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31383MMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25058 | PA      | $25805.94     | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17236500 | PA      | $12699799.42  | 0.34%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2835593.78   | 0.08%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                           | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 2, Class B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |      100000 | PA      | $117897.84    | 0.00%             | 2042-10-27      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLII Ltd.                                            | Madison Park Funding XLII Ltd., Series 13A, Class C                                                                           | CUSIP: 04966HAG1<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250547.78    | 0.01%             | 2030-11-21      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQLA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      746458 | PA      | $776780.04    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-LUNR, Class A                                                                                           | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229000 | PA      | $229285.84    | 0.01%             | 2040-06-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                | BFLD Trust, Series 2025-EWEST, Class A                                                                                        | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1977000 | PA      | $1978235.63   | 0.05%             | 2042-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2284000 | PA      | $2339505.79   | 0.06%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      323254 | PA      | $309114.77    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      528000 | PA      | $535841.90    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1                                                    | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4933698 | PA      | $4908185.39   | 0.13%             | 2069-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII Ltd.                                     | Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A1R2                                                             | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |      265716 | PA      | $265805.07    | 0.01%             | 2031-01-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2024-FL13, Class A                                                                                            | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2734000 | PA      | $2734459.31   | 0.07%             | 2039-09-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                             | HTL Commercial Mortgage Trust, Series 2024-T53, Class A                                                                       | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $373787.51    | 0.01%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3642000 | PA      | $3907618.34   | 0.11%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture 32 CLO Ltd.                                                       | Venture 32 CLO Ltd., Series 2018-32A, Class A2A                                                                               | CUSIP: 92325QAC1<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |      151424 | PA      | $151334.82    | 0.00%             | 2031-07-18      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1459439 | PA      | $1511261.41   | 0.04%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                         | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class D                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       86786 | PA      | $103199.62    | 0.00%             | 2036-12-29      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      489362 | PA      | $451683.38    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2022-2, Class M1                                                                 | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312000 | PA      | $276021.19    | 0.01%             | 2067-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3723300 | PA      | $3086506.35   | 0.08%             | 2055-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      193407 | PA      | $182076.84    | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      442997 | PA      | $407226.26    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                                                             | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     4146000 | PA      | $3806774.53   | 0.10%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                  | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |     1659000 | PA      | $1701304.50   | 0.05%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |     1301000 | PA      | $1244894.38   | 0.03%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                     | Symphony CLO XVI Ltd., Series 2015-16A, Class ARR                                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |      170745 | PA      | $170999.76    | 0.00%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.                                 | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR                                                         | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |      580000 | PA      | $579416.69    | 0.02%             | 2038-01-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1046002 | PA      | $1042825.89   | 0.03%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2022-1, Class A                                                                    | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1180304 | PA      | $1171248.09   | 0.03%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                 | Mileage Plus Holdings LLC                                                                                                     | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      866662 | PA      | $867798.66    | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111024 | PA      | $107116.03    | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                 | BXP Trust, Series 2017-CC, Class D                                                                                            | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $175393.07    | 0.00%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      447000 | PA      | $460389.66    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd.                                                           | Octagon 75 Ltd., Series 2025-1A, Class A1                                                                                     | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250034.70    | 0.01%             | 2038-01-22      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                               | BBCMS Trust, Series 2015-SRCH, Class XA                                                                                       | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6222901 | PA      | $82888.79     | 0.00%             | 2035-08-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      102000 | PA      | $100299.11    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class D2                                                                     | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      247297 | PA      | $224093.02    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 4 Ltd.                                                 | OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR2                                                                          | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      660000 | PA      | $661643.86    | 0.02%             | 2038-01-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2218000 | PA      | $1791749.33   | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233734 | PA      | $221430.32    | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XHT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      342277 | PA      | $336711.06    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                      | LoanCore Issuer Ltd., Series 2022-CRE7, Class A                                                                               | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1005110 | PA      | $1005161.28   | 0.03%             | 2037-01-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2015-B, Class B                                                                      | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |      237582 | PA      | $236097.97    | 0.01%             | 2040-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix plc                                                     | Mortimer 2024-Mix plc, Series 2024-MIX, Class C                                                                               | CUSIP: N/A<br>LEI: 213800F12CZ391USLI51       | Long             | ABS-MBS          | CORP              | GB        |      110000 | PA      | $151419.26    | 0.00%             | 2067-09-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     3229000 | PA      | $3155499.08   | 0.09%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25911 | PA      | $24534.44     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GKD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50412 | PA      | $48707.68     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60697 | PA      | $63630.97     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237168 | PA      | $217566.59    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1731249 | PA      | $1599430.90   | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-AFC1, Class A1                                                                                       | CUSIP: 403969AC2<br>LEI: 2549006ZK3R8WZLA9S73 | Long             | ABS-MBS          | CORP              | US        |     8297104 | PA      | $8344738.95   | 0.23%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131449 | PA      | $121069.11    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                                   | Regatta XI Funding Ltd., Series 2018-1A, Class BR                                                                             | CUSIP: 75887XAQ0<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |     6720000 | PA      | $6738834.14   | 0.18%             | 2037-07-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                                                                    | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      654000 | PA      | $631690.90    | 0.02%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2158225.39   | 0.06%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                     | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1816000 | PA      | $1828934.21   | 0.05%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14788000 | PA      | $14540763.13  | 0.39%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3228000 | PA      | $3209598.59   | 0.09%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1271531.09   | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2021-BHAR, Class B                                                                                         | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      465000 | PA      | $463684.10    | 0.01%             | 2038-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40432 | PA      | $39544.78     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374000 | PA      | $349115.19    | 0.01%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HBFN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1490247 | PA      | $1449822.83   | 0.04%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143922 | PA      | $140695.76    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    13897000 | PA      | $13678454.81  | 0.37%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123712 | PA      | $121119.31    | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2018-15A, Class AR                                                                                       | CUSIP: 67112KAG4<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |     1060000 | PA      | $1061382.88   | 0.03%             | 2038-01-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2019-L2, Class XA                                                                      | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1857413 | PA      | $56153.48     | 0.00%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1206177 | PA      | $1111027.15   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class B                                                                         | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2221515 | PA      | $2222209.04   | 0.06%             | 2038-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42178 | PA      | $43091.30     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RR 5 Ltd.                                                                 | RR 5 Ltd., Series 2018-5A, Class A2R                                                                                          | CUSIP: 74979VAV5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251038.05    | 0.01%             | 2039-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO XII DAC                                                    | St. Paul's CLO XII DAC, Series 12X, Class B1                                                                                  | CUSIP: N/A<br>LEI: 635400TG25DYCKV8CW74       | Long             | ABS-CBDO         | CORP              | IE        |      310000 | PA      | $363011.93    | 0.01%             | 2033-04-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B3GW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1180387 | PA      | $951533.94    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14372638 | PA      | $11707839.24  | 0.32%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202E4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9868 | PA      | $9448.62      | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      511156 | PA      | $483309.93    | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      474705 | PA      | $461558.91    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     4797000 | PA      | $4884779.78   | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class C                                                                      | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $695635.78    | 0.02%             | 2048-11-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2017-13A, Class AR2                                                                                      | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     1507000 | PA      | $1512671.14   | 0.04%             | 2037-11-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                                                            | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      617000 | PA      | $619036.10    | 0.02%             | 2037-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31313000 | PA      | $29948425.80  | 0.81%             | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-152344.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 8 Ltd.                                              | Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class AR2A                                                                      | CUSIP: 03329KAY9<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $510869.24    | 0.01%             | 2034-10-27      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2020-3A, Class A1R2                                                                            | CUSIP: 69701RAY3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251025.50    | 0.01%             | 2036-11-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2017-I Ltd., Series 2017-1A, Class BRR                                                                           | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $341955.00    | 0.01%             | 2037-04-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1609223 | PA      | $1478331.53   | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      232499 | PA      | $235960.54    | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1139000 | PA      | $-143821.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      290691 | PA      | $290963.86    | 0.01%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd.                                       | Octagon Investment Partners 39 Ltd., Series 2018-3A, Class AR                                                                 | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      201145 | PA      | $201300.48    | 0.01%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4158 | PA      | $4071.19      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES1                                                                     | ARES1, Series 2024-IND2, Class A                                                                                              | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2590000 | PA      | $2592422.69   | 0.07%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                               | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class A5                                                        | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $121186.09    | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2024-2, Class D                                                                    | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108000 | PA      | $108818.36    | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      252137 | PA      | $231787.79    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23560 | PA      | $23034.01     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      455549 | PA      | $465633.11    | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     4859000 | PA      | $4974053.93   | 0.13%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      606828 | PA      | $543764.03    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18853500 | PA      | $19791019.70  | 0.54%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-VIEW, Class D                                                                                           | CUSIP: 05606GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2110000 | PA      | $2104341.19   | 0.06%             | 2036-06-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      874210 | PA      | $770372.70    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      531000 | PA      | $-37506.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26672 | PA      | $25034.70     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 4 LLC                          | EDvestinU Private Education Loan Issue No. 4 LLC, Series 2022-A, Class A                                                      | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      406275 | PA      | $403015.28    | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36197MRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       63170 | PA      | $61387.72     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     9292000 | PA      | $9516677.21   | 0.26%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30069 | PA      | $29597.04     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                               | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                                                          | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249750.00    | 0.01%             | 2038-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                         | Henley CLO IV DAC, Series 4X, Class B1                                                                                        | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |      130000 | PA      | $152802.94    | 0.00%             | 2034-04-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                          | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66317.52     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398999 | PA      | $418288.60    | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16423.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XHBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      175821 | PA      | $173111.37    | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 11279342192 | PA      | $-173134.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -328 | NC      | $-296582.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                                                          | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     3142000 | PA      | $2831056.65   | 0.08%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mariner CLO LLC                                                           | Mariner CLO LLC, Series 2016-3A, Class AR3                                                                                    | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270828.50    | 0.01%             | 2037-01-23      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GTNL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153658 | PA      | $148830.69    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138A5WW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2303 | PA      | $2277.63      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2648.71      | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11669 | PA      | $11231.13     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      972000 | PA      | $977973.32    | 0.03%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                          | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class B                                                                     | CUSIP: 225914AE0<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249984.43    | 0.01%             | 2038-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| LCM XIV LP                                                                | LCM XIV LP, Series 14A, Class AR                                                                                              | CUSIP: 50184VAR5<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |       44280 | PA      | $44292.54     | 0.00%             | 2031-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20086000 | PA      | $20104046.07  | 0.55%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QSGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      285204 | PA      | $273199.59    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2                                                           | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      158887 | PA      | $155778.11    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |     1620000 | PA      | $1688343.75   | 0.05%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HBRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28527 | PA      | $27767.58     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                                                                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      163000 | PA      | $143105.90    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      975000 | PA      | $964213.21    | 0.03%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1535000 | PA      | $1535959.38   | 0.04%             | 2037-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X8QJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      380074 | PA      | $374982.10    | 0.01%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                        | Kingdom of Belgium                                                                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     8424100 | PA      | $8836859.48   | 0.24%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     5824000 | PA      | $5802560.75   | 0.16%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-696010.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2980742 | PA      | $2243554.84   | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1723926 | PA      | $1768156.54   | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                               | Citadel plc, Series 2024-1, Class B                                                                                           | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137447.56    | 0.00%             | 2060-04-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3752.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      293801 | PA      | $278241.89    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -289000 | PA      | $-283840.55   | -0.01%            | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2023-7, Class A1                                                                             | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-MBS          | CORP              | US        |     2191018 | PA      | $2176738.01   | 0.06%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2017-PFHP, Class A                                                                                         | CUSIP: 12595KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      297317 | PA      | $296438.72    | 0.01%             | 2030-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1610871 | PA      | $1281998.87   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      960000 | PA      | $640121.59    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-2, Class M1                                                                           | CUSIP: 92540VAF2<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4023956.00   | 0.11%             | 2070-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38508.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V-B Ltd.                                      | Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1R                                                              | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      960000 | PA      | $964164.19    | 0.03%             | 2037-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76164 | PA      | $72100.94     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class D                                                                                           | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377660 | PA      | $378249.80    | 0.01%             | 2041-04-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2036918 | PA      | $1641998.15   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36177PPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      115448 | PA      | $108016.90    | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1044901 | PA      | $896532.78    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7543000 | PA      | $7777069.10   | 0.21%             | 2055-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7996 | PA      | $8310.29      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class B                                                  | CUSIP: 61765TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      620000 | PA      | $608805.28    | 0.02%             | 2048-10-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36197MRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38784 | PA      | $37769.31     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31419EDS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68276 | PA      | $67994.33     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2588.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                             | New Jersey Turnpike Authority, Series 2009F                                                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      665000 | PA      | $793903.47    | 0.02%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     3231000 | PA      | $2738608.14   | 0.07%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd.                                       | Octagon Investment Partners XV Ltd., Series 2013-1A, Class A2R                                                                | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $320080.06    | 0.01%             | 2030-07-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      379000 | PA      | $367652.70    | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3718000 | PA      | $3220366.52   | 0.09%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1356856 | PA      | $1083904.98   | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                          | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                                                     | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $349503.95    | 0.01%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                     | FTA Consumo Santander, Series 8, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $117989.95    | 0.00%             | 2040-01-21      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2023-5C23, Class D                                                                               | CUSIP: 05493QAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $114713.33    | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                                                                | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     1918000 | PA      | $1807816.08   | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HHNE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28368 | PA      | $27581.88     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      123362 | PA      | $121786.75    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4906 | PA      | $4691.26      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2534908 | PA      | $1907671.75   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                            | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                                                     | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1218000 | PA      | $1218000.00   | 0.03%             | 2027-11-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10618 | PA      | $10593.09     | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      358000 | PA      | $346921.12    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class B                                                                       | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423000 | PA      | $424055.81    | 0.01%             | 2041-10-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2906326.26   | 0.08%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     5088000 | PA      | $4141047.34   | 0.11%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                               | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      693000 | PA      | $693487.57    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22334 | PA      | $21489.11     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F060675<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -11215000 | PA      | $-11395817.65 | -0.31%            | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                  | Tower Bridge Funding plc, Series 2024-3X, Class D                                                                             | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |       99974 | PA      | $137496.10    | 0.00%             | 2066-12-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                                                        | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |      155000 | PA      | $134870.93    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2020-4, Class M1                                                                           | CUSIP: 92538LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $656895.00    | 0.02%             | 2065-05-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9873265 | PA      | $7944550.80   | 0.22%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2018-II Ltd., Series 2018-2A, Class A1R                                                                          | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251001.20    | 0.01%             | 2037-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14867 | PA      | $13956.20     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd.                                                                | RR 28 Ltd., Series 2024-28RA, Class A1R                                                                                       | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |     1180000 | PA      | $1184441.76   | 0.03%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Homes Trust                                                               | Homes Trust, Series 2024-NQM2, Class A1                                                                                       | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |      893724 | PA      | $897799.01    | 0.02%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4330893 | PA      | $3646957.42   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVII Ltd.                                    | Benefit Street Partners CLO XXVII Ltd., Series 2022-27A, Class AR                                                             | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |     2420000 | PA      | $2429035.80   | 0.07%             | 2037-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2475389 | PA      | $2496747.79   | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mortgage Loan Resecuritization Trust                                      | Mortgage Loan Resecuritization Trust, Series 2009-RS1, Class A85                                                              | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1063491 | PA      | $1043295.77   | 0.03%             | 2036-04-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FUG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      603281 | PA      | $609401.19    | 0.02%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                 | BXMT Ltd., Series 2025-FL5, Class A                                                                                           | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      348000 | PA      | $345424.42    | 0.01%             | 2042-10-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                                | Jupiter Mortgage No. 1 plc, Series 1X, Class DR                                                                               | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |      349000 | PA      | $483353.89    | 0.01%             | 2055-07-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                                                     | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $321024.54    | 0.01%             | 2037-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-NQM1, Class M1                                                                                       | CUSIP: 43761DAF7<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3639627.36   | 0.10%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      307000 | PA      | $306877.34    | 0.01%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                         | Store Capital LLC                                                                                                             | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1150587.44   | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      606749 | PA      | $511472.12    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19176 | PA      | $18574.88     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2004-29, Class 1A1                                                                    | CUSIP: 12669GHY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68019 | PA      | $65436.29     | 0.00%             | 2035-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp., Series C                                                                                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     6759000 | PA      | $4580776.33   | 0.12%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                | BlueMountain CLO XXII Ltd., Series 2018-22A, Class B                                                                          | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2020000 | PA      | $2026455.11   | 0.05%             | 2031-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180UFX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      100156 | PA      | $93398.23     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      377930 | PA      | $372515.58    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     9440000 | PA      | $10362240.80  | 0.28%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2212000 | PA      | $2243267.35   | 0.06%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GVGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      256926 | PA      | $241480.65    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412772 | PA      | $391409.90    | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FEB29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      485103 | PA      | $471938.39    | 0.01%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                     | Metropolitan Transportation Authority, Series 2010E                                                                           | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      460000 | PA      | $499767.37    | 0.01%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                                                           | AGL CLO 37 Ltd., Series 2024-37A, Class A1                                                                                    | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250250.00    | 0.01%             | 2038-04-22      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98777 | PA      | $95389.69     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XB                                                                    | CUSIP: 12597BAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4040000 | PA      | $77688.84     | 0.00%             | 2052-09-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137851 | PA      | $135439.33    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68912 | PA      | $64689.37     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series P                                                                                                      | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      444000 | PA      | $408693.25    | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77708 | PA      | $77780.98     | 0.00%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1863000 | PA      | $1869363.56   | 0.05%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1170000 | PA      | $-120395.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                | Hess Corp.                                                                                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      490000 | PA      | $515696.30    | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     6084000 | PA      | $5278722.79   | 0.14%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                        | PCL Funding IX plc, Series 2024-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |      135000 | PA      | $184800.75    | 0.01%             | 2029-07-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      992935 | PA      | $800442.33    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      339427 | PA      | $330323.43    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18905809 | PA      | $18933704.63  | 0.51%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1  | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    40488213 | PA      | $1753544.50   | 0.05%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M4QV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32320 | PA      | $30329.32     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      697243 | PA      | $654384.90    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-VAMF, Class B                                                                                           | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133000 | PA      | $132750.63    | 0.00%             | 2039-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2021-58, Class IY                                                            | CUSIP: 38382RHG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2213842 | PA      | $369225.91    | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5589000 | PA      | $5554922.25   | 0.15%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      777000 | PA      | $780124.32    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312943Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35892 | PA      | $34727.41     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                     | Whitebox CLO III Ltd., Series 2021-3A, Class A1R                                                                              | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      877000 | PA      | $878296.73    | 0.02%             | 2035-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2016-1A, Class A1R                                                                                      | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |      137848 | PA      | $137984.99    | 0.00%             | 2031-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1500480 | PA      | $1209584.59   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2691343 | PA      | $2527527.00   | 0.07%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194328 | PA      | $193720.91    | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1156415 | PA      | $942583.31    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2022-3A, Class D1R                                                                             | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250064.43    | 0.01%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93903 | PA      | $91061.08     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2538214 | PA      | $2650256.98   | 0.07%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 18-R Ltd.                                     | Octagon Investment Partners 18-R Ltd., Series 2018-18A, Class A1A                                                             | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      522186 | PA      | $522283.87    | 0.01%             | 2031-04-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                            | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     1288000 | PA      | $1146448.76   | 0.03%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51741000 | PA      | $50701014.18  | 1.38%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                                      | Elmwood CLO XII Ltd., Series 2021-5A, Class AR                                                                                | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      292000 | PA      | $293056.11    | 0.01%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34647000 | PA      | $34779632.87  | 0.94%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1539000 | PA      | $1525745.84   | 0.04%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                  | Bryant Park Funding Ltd., Series 2024-24A, Class A1                                                                           | CUSIP: 11766DAA0<br>LEI: 3912003A96YDRT8EGP15 | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3261185.85   | 0.09%             | 2037-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103442 | PA      | $108443.08    | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 7 Ltd.                                                    | Signal Peak CLO 7 Ltd., Series 2019-1A, Class A1R                                                                             | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251026.00    | 0.01%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4731000 | PA      | $5210604.04   | 0.14%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                | Quarzo SRL, Series 2024-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |       81863 | PA      | $97473.78     | 0.00%             | 2041-06-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24931 | PA      | $23309.56     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      999336 | PA      | $793457.56    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      838621 | PA      | $790298.25    | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D                                              | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      564000 | PA      | $464112.55    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd.                                           | Madison Park Funding XXIII Ltd., Series 2017-23A, Class CR                                                                    | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250554.25    | 0.01%             | 2031-07-27      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL          | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class D                                          | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |      100000 | PA      | $117816.20    | 0.00%             | 2039-11-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class B                                                                               | CUSIP: 69702EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2500000.00   | 0.07%             | 2034-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11062788 | PA      | $10865641.15  | 0.29%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36181GFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      368777 | PA      | $344810.48    | 0.01%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     5401000 | PA      | $5257113.96   | 0.14%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XEA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1287186 | PA      | $1036802.20   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030678<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -459000 | PA      | $-397099.51   | -0.01%            | 2055-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36241LVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      231892 | PA      | $234915.43    | 0.01%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      678803 | PA      | $607017.92    | 0.02%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A5A                                                                       | CUSIP: 46654CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1870933 | PA      | $1513409.70   | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      208685 | PA      | $202035.35    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                                                                       | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1451000 | PA      | $1451904.55   | 0.04%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      805251 | PA      | $786012.16    | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 Ltd.                                                            | AGL CLO 7 Ltd., Series 2020-7A, Class AR                                                                                      | CUSIP: 008511AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      540000 | PA      | $540643.68    | 0.01%             | 2034-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5805000 | PA      | $4244906.25   | 0.12%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5519000 | PA      | $5553493.75   | 0.15%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YJDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174679 | PA      | $157113.06    | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      675327 | PA      | $620794.13    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     7645000 | PA      | $7552070.59   | 0.20%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36176Q4Q4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33280 | PA      | $31137.88     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                                | INCREF LLC, Series 2025-FL1, Class A                                                                                          | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      819000 | PA      | $820611.96    | 0.02%             | 2042-10-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36177MZY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       56833 | PA      | $53122.07     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X55B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207866 | PA      | $201491.70    | 0.01%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138M7PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50474 | PA      | $49923.75     | 0.00%             | 2027-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GW4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20199 | PA      | $19643.60     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                                | Bletchley Park Funding plc, Series 2025-1, Class D                                                                            | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |      176000 | PA      | $241669.75    | 0.01%             | 2070-01-27      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2844000 | PA      | $2864425.44   | 0.08%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127082 | PA      | $125412.82    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21841 | PA      | $21181.88     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      987000 | PA      | $861232.50    | 0.02%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      520338 | PA      | $477679.31    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     4832000 | PA      | $-28010.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO XXIV Ltd.                                                    | Symphony CLO XXIV Ltd., Series 2020-24A, Class AR                                                                             | CUSIP: 87167QAL2<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |      199469 | PA      | $199813.98    | 0.01%             | 2032-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $209539.07    | 0.01%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2207208 | PA      | $1662454.85   | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                           | CFCRE Commercial Mortgage Trust, Series 2016-C3, Class A3                                                                     | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $109429.21    | 0.00%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      205271 | PA      | $205497.99    | 0.01%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73937 | PA      | $73884.84     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     7078000 | PA      | $7272495.72   | 0.20%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51850 | PA      | $51074.54     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1445419 | PA      | $1457890.86   | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 Ltd.                                                            | AGL CLO 7 Ltd., Series 2020-7A, Class DR                                                                                      | CUSIP: 008511AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251032.10    | 0.01%             | 2034-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                           | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A                                                                    | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1081495 | PA      | $1082119.67   | 0.03%             | 2036-08-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54557 | PA      | $51637.18     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2019-B9, Class XA                                                                            | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2836770 | PA      | $85097.43     | 0.00%             | 2052-03-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                | Navient Student Loan Trust, Series 2019-BA, Class A2A                                                                         | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      129353 | PA      | $126481.52    | 0.00%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class A                                             | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106000 | PA      | $105470.00    | 0.00%             | 2033-10-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2                                                         | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      184375 | PA      | $184374.68    | 0.01%             | 2031-04-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2025-FL19, Class A                                                                                            | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1056000 | PA      | $1058858.49   | 0.03%             | 2042-05-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd.                                                       | Kings Park CLO Ltd., Series 2021-1A, Class A                                                                                  | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250566.03    | 0.01%             | 2035-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2014-5A, Class A2RR                                                         | CUSIP: 14311AAU6<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250192.68    | 0.01%             | 2031-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 3622A2AE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2038671 | PA      | $1995370.67   | 0.05%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     2347730 | PA      | $48697.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO 7 Ltd.                                                   | New Mountain CLO 7 Ltd., Series CLO-7A, Class A1                                                                              | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249826.80    | 0.01%             | 2038-03-31      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2389620 | PA      | $2031507.45   | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1275000 | PA      | $1236750.00   | 0.03%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2316761 | PA      | $1974881.57   | 0.05%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1399442 | PA      | $1225269.04   | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                                                                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     4595000 | PA      | $4044126.13   | 0.11%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     6984000 | PA      | $7669025.64   | 0.21%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31402TTQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151889 | PA      | $149186.93    | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 9 Ltd.                                                 | OHA Credit Funding 9 Ltd., Series 2021-9A, Class A1R                                                                          | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      560000 | PA      | $561971.76    | 0.02%             | 2037-10-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                                  | Green Lakes Park CLO LLC, Series 2025-1A, Class ARR                                                                           | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $820205.00    | 0.02%             | 2038-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HHWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65884 | PA      | $62353.01     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1151500 | PA      | $56392.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                          | UK Logistics DAC, Series 2024-2X, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |      116992 | PA      | $161882.35    | 0.00%             | 2035-02-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41814.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      808000 | PA      | $570041.82    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                    | CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 1A                                                               | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       77769 | PA      | $74417.51     | 0.00%             | 2037-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      146673 | PA      | $141361.01    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OZLM XVIII Ltd.                                                           | OZLM XVIII Ltd., Series 2018-18A, Class A                                                                                     | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |      194303 | PA      | $194464.75    | 0.01%             | 2031-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      454000 | PA      | $461830.67    | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      523000 | PA      | $463176.27    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                                               | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                                                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102601.55    | 0.00%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-3A, Class A1R                                                                                  | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1601600.00   | 0.04%             | 2034-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12141 | PA      | $11735.93     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                                                             | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $1061793.61   | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32238 | PA      | $31799.35     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125349 | PA      | $120421.28    | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359839 | PA      | $347134.15    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16472 | PA      | $16119.51     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     6325000 | PA      | $-32181.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44169 | PA      | $41260.32     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 18 Ltd.                                                          | AMMC CLO 18 Ltd., Series 2016-18A, Class AR                                                                                   | CUSIP: 001746AN6<br>LEI: 549300F8C2GVHBFFH173 | Long             | ABS-CBDO         | CORP              | KY        |       27264 | PA      | $27281.69     | 0.00%             | 2031-05-26      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KJ48, Class A2                      | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      476000 | PA      | $487568.51    | 0.01%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2858000 | PA      | $2931843.60   | 0.08%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      183705 | PA      | $179724.70    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                             | BPR Commercial Mortgage Trust, Series 2024-PARK, Class A                                                                      | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $374754.94    | 0.01%             | 2039-11-05      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      465088 | PA      | $455027.58    | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                         | Atlas Funding plc, Series 2024-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |      102896 | PA      | $141210.05    | 0.00%             | 2061-09-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2020-4, Class A3                                                                           | CUSIP: 92538LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193810 | PA      | $190600.21    | 0.01%             | 2065-05-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20222000 | PA      | $20206794.07  | 0.55%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      509933 | PA      | $483234.88    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                         | Newday Funding Master Issuer plc, Series 2024-2X, Class D                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      337000 | PA      | $466665.35    | 0.01%             | 2032-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46117 | PA      | $43650.84     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM 36 Ltd.                                                               | LCM 36 Ltd., Series 36A, Class A1R                                                                                            | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1090000 | PA      | $1090609.31   | 0.03%             | 2034-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      173000 | PA      | $181731.31    | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1587000 | PA      | $1583443.34   | 0.04%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-171118.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     5541000 | PA      | $5574262.29   | 0.15%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2025-I1, Class M1                                                                                           | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2739130 | PA      | $2773903.26   | 0.08%             | 2069-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16532 | PA      | $14896.17     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1052823 | PA      | $965102.86    | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class XA                                                                      | CUSIP: 90278MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3855519 | PA      | $187702.10    | 0.01%             | 2052-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45675 | PA      | $44784.93     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32178000 | PA      | $31996998.75  | 0.87%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ares XLVIII CLO Ltd.                                                      | Ares XLVIII CLO Ltd., Series 2018-48A, Class B                                                                                | CUSIP: 04017FAE9<br>LEI: 5493005WFBSWHJ1WGQ35 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250478.93    | 0.01%             | 2030-07-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49814 | PA      | $48089.11     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                     | Metropolitan Transportation Authority, Series 2010A                                                                           | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      270000 | PA      | $290569.50    | 0.01%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4357948 | PA      | $3939918.95   | 0.11%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                                                             | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     1180000 | PA      | $14362.36     | 0.00%             | 2049-08-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      642776 | PA      | $542233.13    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2405117 | PA      | $2122266.91   | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      272170 | PA      | $263238.93    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2283000 | PA      | $2039388.44   | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      500033 | PA      | $402343.78    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41622 | PA      | $42139.94     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12880 | PA      | $12317.10     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Household Capital RMBS                                                    | Household Capital RMBS, Series 2025-1, Class A                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      690000 | PA      | $452656.68    | 0.01%             | 2087-07-21      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $182.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2022-2, Class A1                                                                        | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      397831 | PA      | $397027.83    | 0.01%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      194719 | PA      | $178805.21    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                             | Taurus UK DAC, Series 2025-UK2X, Class B                                                                                      | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      362671 | PA      | $496733.94    | 0.01%             | 2035-02-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      752225 | PA      | $732284.42    | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M4QU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88733 | PA      | $83295.83     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      138287 | PA      | $134229.44    | 0.00%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XBKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9716 | PA      | $9510.17      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2204000 | PA      | $2061972.79   | 0.06%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      163098 | PA      | $158071.46    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      297775 | PA      | $274274.22    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      757000 | PA      | $796101.81    | 0.02%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      620000 | PA      | $418925.24    | 0.01%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund IV DAC                                             | CVC Cordatus Loan Fund IV DAC, Series 4X, Class BR1                                                                           | CUSIP: N/A<br>LEI: 2138005AFEIY5AMT4165       | Long             | ABS-CBDO         | CORP              | IE        |      260000 | PA      | $304393.32    | 0.01%             | 2034-02-22      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                 | CBAM Ltd., Series 2019-10A, Class A1R                                                                                         | CUSIP: 12482NAN1<br>LEI: 254900IPFC9SXD6VQ444 | Long             | ABS-CBDO         | CORP              | KY        |      356889 | PA      | $357398.04    | 0.01%             | 2032-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2023-NQM4, Class A1                                                                                        | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1201828 | PA      | $1140920.54   | 0.03%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35475 | PA      | $33227.04     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RR 32 Ltd.                                                                | RR 32 Ltd., Series 2024-32RA, Class A1R                                                                                       | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2850000 | PA      | $2860305.32   | 0.08%             | 2039-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      604994 | PA      | $620532.36    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class XB                                            | CUSIP: 46639YAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2704371 | PA      | $8207.50      | 0.00%             | 2046-04-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4192949 | PA      | $3535531.38   | 0.10%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1006504.55   | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                      | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1180000 | PA      | $1177787.50   | 0.03%             | 2037-05-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31827 | PA      | $30760.98     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class B                                                                      | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      138643 | PA      | $134058.70    | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      142517 | PA      | $137775.61    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                    | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                                                                               | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270351.00    | 0.01%             | 2034-04-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                      | Navient Private Education Loan Trust, Series 2018-BA, Class A2A                                                               | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39987 | PA      | $39788.71     | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      979387 | PA      | $981504.72    | 0.03%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A3                                                                        | CUSIP: 46653XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10924105 | PA      | $10041297.49  | 0.27%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3096000 | PA      | $2854872.37   | 0.08%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      577828 | PA      | $19226.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144802 | PA      | $139284.20    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359063 | PA      | $330071.35    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                           | Canyon CLO Ltd., Series 2018-1A, Class A                                                                                      | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      136503 | PA      | $136632.27    | 0.00%             | 2031-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66625 | PA      | $63561.94     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10408000 | PA      | $6630627.79   | 0.18%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co., Series A                                                                                                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      933000 | PA      | $639615.99    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                            | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                                                                       | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1127000 | PA      | $1152278.16   | 0.03%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      590381 | PA      | $545440.40    | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      715005 | PA      | $696213.56    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                                                      | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      983574 | PA      | $926760.82    | 0.03%             | 2036-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      339284 | PA      | $273100.91    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                          | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111722.57    | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      929222 | PA      | $855864.76    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2423393 | PA      | $1949928.01   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2020-2, Class M1                                                                             | CUSIP: 19688JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1283000 | PA      | $1286713.52   | 0.03%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31298EYB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          52 | PA      | $53.45        | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -363000 | PA      | $-295554.64   | -0.01%            | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      165223 | PA      | $147426.42    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2024-2A, Class B                                                                               | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751824.23    | 0.02%             | 2037-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                 | CBAM Ltd., Series 2020-12A, Class AR                                                                                          | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250248.35    | 0.01%             | 2034-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6750308 | PA      | $5739315.53   | 0.16%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    12055000 | PA      | $11532028.78  | 0.31%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                        | SC Germany SA Compartment Consumer, Series 2024-2, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $117975.70    | 0.00%             | 2038-05-14      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                                                               | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      969000 | PA      | $915858.68    | 0.02%             | 2037-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                                | Cassia SRL, Series 2022-1A, Class A                                                                                           | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |     1397008 | PA      | $1649023.63   | 0.04%             | 2034-05-22      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                               | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                          | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      488000 | PA      | $489285.20    | 0.01%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                               | BBCMS Trust, Series 2015-SRCH, Class A1                                                                                       | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390617 | PA      | $382330.28    | 0.01%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                           | Residential Mortgage Loan Trust, Series 2020-2, Class M1                                                                      | CUSIP: 76123MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1680000 | PA      | $1596007.73   | 0.04%             | 2060-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                                                           | KKR CLO 35 Ltd., Series 35A, Class AR                                                                                         | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250042.00    | 0.01%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                                              | OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4                                                                       | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |      580000 | PA      | $579605.89    | 0.02%             | 2038-02-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      411000 | PA      | $397955.58    | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20002.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      370000 | PA      | $350687.69    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2021-NQM3, Class B1                                                                                        | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      328000 | PA      | $239128.40    | 0.01%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     9664000 | PA      | $-35715.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19767 | PA      | $17653.46     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23685.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                                 | OHA Credit Funding 2 Ltd., Series 2019-2A, Class AR2                                                                          | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3470000 | PA      | $3475866.73   | 0.09%             | 2038-01-21      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    11729000 | PA      | $11555362.95  | 0.31%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class AS                                                          | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $39118.42     | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       12835 | PA      | $-201.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QA4A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3755283 | PA      | $3679518.51   | 0.10%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRET Trust                                                                | PRET Trust, Series 2025-RPL1, Class A1                                                                                        | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6679756 | PA      | $6463891.69   | 0.18%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class D                                                                                               | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3250000 | PA      | $3067926.23   | 0.08%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     9396000 | PA      | $9561126.71   | 0.26%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14145400 | PA      | $14424440.08  | 0.39%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36197MQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48956 | PA      | $47600.67     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     8346000 | PA      | $-47486.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL        | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class C                                        | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $118606.61    | 0.00%             | 2034-03-21      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      560142 | PA      | $445194.03    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31416WSC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218254 | PA      | $217713.06    | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2132924 | PA      | $2011870.78   | 0.05%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      324000 | PA      | $328516.67    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      197000 | PA      | $-16145.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HLPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14086 | PA      | $13691.62     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95300 | PA      | $93095.47     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5655000 | PA      | $5751075.51   | 0.16%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      981000 | PA      | $998848.27    | 0.03%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4464000 | PA      | $4490914.97   | 0.12%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YD3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34376 | PA      | $31004.30     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 12175309902 | PA      | $-193604.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJMD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      105866 | PA      | $108617.74    | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                         | Homeward Opportunities Fund Trust, Series 2022-1, Class M1                                                                    | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      671000 | PA      | $655836.94    | 0.02%             | 2067-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2907857 | PA      | $2472589.62   | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      659206 | PA      | $590052.27    | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR 32 Ltd.                                                                | RR 32 Ltd., Series 2024-32RA, Class A2R                                                                                       | CUSIP: 74988CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250768.20    | 0.01%             | 2039-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                        | A&D Mortgage Trust, Series 2023-NQM5, Class A1                                                                                | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-MBS          | CORP              | US        |     1704296 | PA      | $1727007.14   | 0.05%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class AJV                                                                                          | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      519160 | PA      | $518835.53    | 0.01%             | 2036-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412173 | PA      | $395857.39    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6741000 | PA      | $6749955.15   | 0.18%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5414000 | PA      | $4569416.00   | 0.12%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5540000 | PA      | $4960996.26   | 0.13%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5036000 | PA      | $4955781.61   | 0.13%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                               | BANK5 Trust, Series 2024-5YR6, Class A3                                                                                       | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85996 | PA      | $90536.75     | 0.00%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1970138 | PA      | $1576801.86   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                             | TCO Commercial Mortgage Trust, Series 2024-DPM, Class D                                                                       | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203000 | PA      | $200976.70    | 0.01%             | 2039-12-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2503000 | PA      | $2599265.38   | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2024-SPBX, Class A                                                                                           | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      970000 | PA      | $971535.80    | 0.03%             | 2034-03-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Milos CLO Ltd.                                                            | Milos CLO Ltd., Series 2017-1A, Class AR                                                                                      | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |       88160 | PA      | $88230.08     | 0.00%             | 2030-10-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8563 | PA      | $8379.26      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Railroad Co. Pass-Through Trust                             | Union Pacific Railroad Co. Pass-Through Trust, Series 2014-1                                                                  | CUSIP: 907825AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1044914 | PA      | $1032426.09   | 0.03%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                          | UK Logistics DAC, Series 2024-2X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |      268981 | PA      | $371891.98    | 0.01%             | 2035-02-17      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-1A, Class A1R                                                                                  | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300786.90    | 0.01%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180E4C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      128149 | PA      | $119461.54    | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                | Red & Black Auto Italy SRL, Series 3, Class C                                                                                 | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |      100000 | PA      | $118111.28    | 0.00%             | 2036-07-28      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     4583000 | PA      | $4751109.30   | 0.13%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      720066 | PA      | $718965.47    | 0.02%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |      839000 | PA      | $858678.75    | 0.02%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     1366000 | PA      | $1350488.33   | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2356075 | PA      | $1993204.61   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                      | Navient Private Education Loan Trust, Series 2020-A, Class A2B                                                                | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      188737 | PA      | $188194.23    | 0.01%             | 2068-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGWN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8680637 | PA      | $7250587.28   | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2308427.76   | 0.06%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                         | Asimi Funding plc, Series 2025-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |      148292 | PA      | $203779.94    | 0.01%             | 2032-05-16      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $936876.06    | 0.03%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2022-FL4, Class A                                                                                | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      979675 | PA      | $979674.18    | 0.03%             | 2039-01-19      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     6102000 | PA      | $8135.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2017-3A, Class A1R2                                                                               | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1420000 | PA      | $1425680.00   | 0.04%             | 2037-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-4A, Class A1                                                                      | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      212157 | PA      | $203848.78    | 0.01%             | 2036-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                  | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |     1701000 | PA      | $1710032.31   | 0.05%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4216113.03   | 0.11%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138A5V66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61024 | PA      | $62386.42     | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11632 | PA      | $11389.69     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2017-CALI, Class C                                                                                         | CUSIP: 12652FAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $111188.70    | 0.00%             | 2032-11-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| RR 38 Ltd.                                                                | RR 38 Ltd., Series 2025-38A, Class A1A                                                                                        | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2140000 | PA      | $2138878.43   | 0.06%             | 2040-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90997.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      966766 | PA      | $989194.04    | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19426700 | PA      | $19250645.53  | 0.52%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                         | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                                  | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1131000 | PA      | $1044772.56   | 0.03%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-1A, Class A2                                                                     | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500201.80    | 0.01%             | 2032-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut XIII DAC                                             | SCF Rahoituspalvelut XIII DAC, Series 13, Class C                                                                             | CUSIP: N/A<br>LEI: 875500BJTX1DZ2QIPK23       | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $117788.64    | 0.00%             | 2034-06-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y4T58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129299 | PA      | $126538.28    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                               | PRKCM Trust, Series 2022-AFC1, Class A1A                                                                                      | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234853 | PA      | $231947.87    | 0.01%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                | NCMF Trust, Series 2025-MFS, Class A                                                                                          | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1129000 | PA      | $1126807.59   | 0.03%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                  | Noria DE, Series 2024-DE1, Class D                                                                                            | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |      100000 | PA      | $117788.76    | 0.00%             | 2043-02-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1728000 | PA      | $1765489.22   | 0.05%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4285000 | PA      | $3712865.17   | 0.10%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79986 | PA      | $77316.66     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2020-4, Class A3                                                                             | CUSIP: 03464LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112954 | PA      | $108944.34    | 0.00%             | 2065-06-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| BlueMountain Fuji US CLO II Ltd.                                          | BlueMountain Fuji US CLO II Ltd., Series 2017-2A, Class A1AR                                                                  | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      407519 | PA      | $408212.15    | 0.01%             | 2030-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2014-1A, Class AAR2                                                                                     | CUSIP: 92915PAH8<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |      301506 | PA      | $301946.25    | 0.01%             | 2031-04-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      447417 | PA      | $428259.20    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1456249.65   | 0.04%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152680 | PA      | $149511.38    | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                       | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      428000 | PA      | $426180.44    | 0.01%             | 2039-06-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                           | Rad CLO 15 Ltd., Series 2021-15A, Class A                                                                                     | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      611890 | PA      | $613049.23    | 0.02%             | 2034-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     8075000 | PA      | $-33343.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256208 | PA      | $240210.20    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                 | ACREC LLC, Series 2023-FL2, Class A                                                                                           | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      725541 | PA      | $726022.05    | 0.02%             | 2038-02-19      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                | Regatta XVIII Funding Ltd., Series 2021-1A, Class BR                                                                          | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250211.13    | 0.01%             | 2038-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128KBBX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30494 | PA      | $31310.25     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2020-3, Class A3                                                                             | CUSIP: 12597QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49230 | PA      | $48154.01     | 0.00%             | 2065-04-27      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110904 | PA      | $104835.75    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1141000 | PA      | $991796.47    | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417GQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      403787 | PA      | $364859.30    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                                      | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                                                               | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249526.77    | 0.01%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO V Ltd.                                                       | Owl Rock CLO V Ltd., Series 2020-5A, Class A1R                                                                                | CUSIP: 69120JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250610.23    | 0.01%             | 2034-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     4892000 | PA      | $4986822.47   | 0.14%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312943WD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36251 | PA      | $35085.94     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1183349.08   | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13698000 | PA      | $8592819.64   | 0.23%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                          | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $902301.51    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                                                               | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      286000 | PA      | $187207.41    | 0.01%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32756 | PA      | $30483.97     | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      264326 | PA      | $277108.74    | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class A                                             | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1612307.36   | 0.04%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1116508 | PA      | $898135.10    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       83615 | PA      | $75186.97     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A3FL                                                            | CUSIP: 95000DAG6<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |      390000 | PA      | $387542.84    | 0.01%             | 2049-06-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                                  | NJ Trust, Series 2023-GSP, Class A                                                                                            | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490000 | PA      | $515365.10    | 0.01%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                           | NGPL PipeCo LLC                                                                                                               | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     4207000 | PA      | $3747816.55   | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                                 | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                                                          | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174000 | PA      | $171174.24    | 0.00%             | 2035-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                  | SURA Asset Management SA                                                                                                      | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      804000 | PA      | $846129.60    | 0.02%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35128000 | PA      | $24729563.30  | 0.67%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class C                                                                                  | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       47558 | PA      | $48727.78     | 0.00%             | 2051-07-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A2II                                                                                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1137285 | PA      | $1165113.34   | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                            | Edenbrook Mortgage Funding plc, Series 2024-1, Class D                                                                        | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |      190524 | PA      | $262680.93    | 0.01%             | 2057-03-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      158613 | PA      | $142543.11    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1019 | PA      | $1011.07      | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      360275 | PA      | $287014.15    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      837000 | PA      | $809823.56    | 0.02%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5550 | PA      | $5215.80      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-3A, Class A1                                                                                   | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250989.93    | 0.01%             | 2037-07-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      501000 | PA      | $349447.50    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                      | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class A1                                                               | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250978.50    | 0.01%             | 2037-10-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47885 | PA      | $44850.55     | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Andiron Financing LLC                                                     | Andiron Financing LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      170000 | PA      | $170000.00    | 0.00%             | 2030-01-21      | Floating      | 7.33%                 | No            |                  3 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                | Cedar Funding VII CLO Ltd., Series 2018-7A, Class AR                                                                          | CUSIP: 15032FAL0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |      165896 | PA      | $165884.27    | 0.00%             | 2031-01-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                                                        | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1179000 | PA      | $1210399.13   | 0.03%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16071 | PA      | $15945.89     | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-C, Class A                                                                              | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4013753 | PA      | $4002670.17   | 0.11%             | 2061-01-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                                                          | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $14347.26     | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112729 | PA      | $108914.41    | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L8JK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      411493 | PA      | $309582.56    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                                                                | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      738000 | PA      | $559318.72    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-2A, Class DR                                                                             | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |     1039000 | PA      | $1041040.70   | 0.03%             | 2029-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                                   | New Mountain CLO 3 Ltd., Series CLO-3A, Class C                                                                               | CUSIP: 647550AG7<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003059.70   | 0.03%             | 2034-10-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MAAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10252 | PA      | $10240.08     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31402RH28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3770 | PA      | $3920.03      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3223000 | PA      | $140459.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO XI Ltd.                                                     | Battalion CLO XI Ltd., Series 2017-11A, Class BR                                                                              | CUSIP: 07132LAN9<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250734.73    | 0.01%             | 2034-04-24      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31283HQM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         864 | PA      | $895.95       | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QMPY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31478 | PA      | $30125.71     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                           | Canyon CLO Ltd., Series 2020-3A, Class A1R                                                                                    | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501906.40    | 0.01%             | 2037-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1844000 | PA      | $1391879.51   | 0.04%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      646228 | PA      | $547659.93    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040677<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -287000 | PA      | $-266831.60   | -0.01%            | 2055-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1792000 | PA      | $1817484.25   | 0.05%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                   | Regatta VI Funding Ltd., Series 2016-1A, Class AR2                                                                            | CUSIP: 75887NAW9<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |     1040000 | PA      | $1042813.62   | 0.03%             | 2034-04-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       73000 | PA      | $78131.90     | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1439000 | PA      | $988249.08    | 0.03%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      517000 | PA      | $407611.31    | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2018-3A, Class A1R                                                                              | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      339496 | PA      | $339865.07    | 0.01%             | 2030-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4760000 | PA      | $2673781.25   | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1574000 | PA      | $1114654.20   | 0.03%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1067815 | PA      | $860781.59    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                                                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3326816 | PA      | $3330974.86   | 0.09%             | 2041-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3170000 | PA      | $3321656.10   | 0.09%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2017-5A, Class AR                                                                                   | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250787.33    | 0.01%             | 2037-07-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                        | SC Germany SA Compartment Consumer, Series 2024-2, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      200000 | PA      | $237504.40    | 0.01%             | 2038-05-14      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      801193 | PA      | $740215.74    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8625000 | PA      | $4798330.04   | 0.13%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                             | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |      138000 | PA      | $152413.85    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                                                                 | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      453601 | PA      | $456024.51    | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2589163 | PA      | $2266510.03   | 0.06%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                                                   | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                                                             | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500391.35    | 0.01%             | 2038-01-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134889 | PA      | $121195.95    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36211SXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         194 | PA      | $193.88       | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 2 Ltd.                                                   | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                                                                             | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      390000 | PA      | $391167.11    | 0.01%             | 2038-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YGYL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45775 | PA      | $44126.31     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      596798 | PA      | $624562.25    | 0.02%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2019-C49, Class D                                                               | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103000 | PA      | $88855.46     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022477<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -24000 | PA      | $-22403.11    | -0.00%            | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class D                                                              | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $481761.47    | 0.01%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2602000 | PA      | $2193352.83   | 0.06%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      906000 | PA      | $811683.99    | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2017-H1, Class B                                                                       | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3302000 | PA      | $3169093.18   | 0.09%             | 2050-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      782000 | PA      | $765741.56    | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3587877 | PA      | $3018318.31   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                               | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class C                                                           | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |      357000 | PA      | $490074.76    | 0.01%             | 2031-08-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3032337 | PA      | $2867145.93   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/JPY Up-and-in barrier option; Barrier price USD 155.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    39135000 | PA      | $58922.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class A1A                                                                          | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250369.10    | 0.01%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| AGL CLO 12 Ltd.                                                           | AGL CLO 12 Ltd., Series 2021-12A, Class A1                                                                                    | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |     1730000 | PA      | $1733199.46   | 0.05%             | 2034-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXVIII Ltd.                                              | BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class A                                                                        | CUSIP: 09630PAA1<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |      130000 | PA      | $130000.00    | 0.00%             | 2034-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2286706 | PA      | $1928136.40   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.                                  | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A                                                            | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1010000 | PA      | $1013039.49   | 0.03%             | 2038-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Milford Park CLO Ltd.                                                     | Milford Park CLO Ltd., Series 2022-1A, Class AR                                                                               | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      610000 | PA      | $609695.00    | 0.02%             | 2038-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    55653000 | PA      | $65038.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JMFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33989 | PA      | $31291.78     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101438 | PA      | $98198.79     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     5379000 | PA      | $5532941.22   | 0.15%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dryden 64 CLO Ltd.                                                        | Dryden 64 CLO Ltd., Series 2018-64A, Class A                                                                                  | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      122786 | PA      | $122909.23    | 0.00%             | 2031-04-18      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12067000 | PA      | $10381390.94  | 0.28%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GW3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13998 | PA      | $13645.97     | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4229975 | PA      | $4077222.74   | 0.11%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |      583000 | PA      | $580388.16    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38703 | PA      | $36631.28     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     9664000 | PA      | $-57675.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2064000 | PA      | $2076013.12   | 0.06%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4777000 | PA      | $4450928.14   | 0.12%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21727600 | PA      | $21203082.26  | 0.58%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1548000 | PA      | $1578639.56   | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      882363 | PA      | $712931.46    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      169294 | PA      | $151828.01    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2022-FL9, Class A                                                         | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      808695 | PA      | $808989.17    | 0.02%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H032688<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6600000 | PA      | $5986214.92   | 0.16%             | 2055-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO 20 Ltd.                                                      | Generate CLO 20 Ltd., Series 2024-20A, Class B                                                                                | CUSIP: 370912AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $511045.60    | 0.01%             | 2038-01-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                 | HIH Trust, Series 2024-61P, Class D                                                                                           | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      246313 | PA      | $245697.67    | 0.01%             | 2041-10-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -424000 | PA      | $-424556.41   | -0.01%            | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B2                                                             | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1383524 | PA      | $1390501.47   | 0.04%             | 2032-10-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74316 | PA      | $70364.61     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XA                                                                    | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1883298 | PA      | $78534.46     | 0.00%             | 2052-09-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      122258 | PA      | $112190.66    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5516, Class FC                                                   | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    26308208 | PA      | $26373872.98  | 0.72%             | 2055-03-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2933000 | PA      | $1981700.60   | 0.05%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-LIFE, Class A                                                                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1863000 | PA      | $1897676.95   | 0.05%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      247783 | PA      | $232337.64    | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.                                | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class BR                                                         | CUSIP: 64132YAS1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250205.50    | 0.01%             | 2035-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                        | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A2AR                                                               | CUSIP: 08181LAW7<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250652.38    | 0.01%             | 2034-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     4050000 | PA      | $-18975.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      523000 | PA      | $554780.73    | 0.02%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-11, Class A1                                                                            | CUSIP: 03463QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      693570 | PA      | $696067.29    | 0.02%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      116161 | PA      | $117750.11    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                            | ILPT Commercial Mortgage Trust, Series 2025-LPF2, Class A                                                                     | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2027000 | PA      | $2056732.44   | 0.06%             | 2042-07-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                                       | BFLD Mortgage Trust, Series 2024-VICT, Class A                                                                                | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1710000 | PA      | $1714275.00   | 0.05%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3042000 | PA      | $2893846.60   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A                                             | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2330000 | PA      | $2377068.33   | 0.06%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Trestles CLO Ltd.                                                         | Trestles CLO Ltd., Series 2017-1A, Class A1RR                                                                                 | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     1440000 | PA      | $1446370.56   | 0.04%             | 2037-07-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-58940.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                            | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |     1682000 | PA      | $1696717.50   | 0.05%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2024-CRE9, Class A                                                                                         | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     4234801 | PA      | $4247138.33   | 0.12%             | 2041-05-17      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-AA, Class C                                                                       | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289000 | PA      | $293911.32    | 0.01%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      617000 | PA      | $395610.90    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2167000 | PA      | $2202981.52   | 0.06%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      589000 | PA      | $392841.85    | 0.01%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-117.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                                      | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class A1R                                                               | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1218758 | PA      | $1220586.62   | 0.03%             | 2030-07-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      554463 | PA      | $509693.64    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class D                                                                         | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1130485 | PA      | $1131898.44   | 0.03%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                          | MortgageIT Trust, Series 2004-1, Class A1                                                                                     | CUSIP: 61913PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169618 | PA      | $163706.51    | 0.00%             | 2034-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      303415 | PA      | $279459.13    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |        8000 | PA      | $7212.80      | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12706000 | PA      | $10792976.76  | 0.29%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      214000 | PA      | $187859.52    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120469 | PA      | $115829.48    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                                                                       | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1160000 | PA      | $1159637.50   | 0.03%             | 2040-04-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1017000 | PA      | $1068254.19   | 0.03%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                     | Thunder Logistics DAC, Series 2024-1X, Class B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       93052 | PA      | $109774.50    | 0.00%             | 2036-11-17      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4281122 | PA      | $3464397.04   | 0.09%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      973341 | PA      | $977434.64    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9731 | PA      | $9414.91      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   218086000 | PA      | $221602165.68 | 6.01%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2018-TALL, Class B                                                                               | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $257663.45    | 0.01%             | 2037-03-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Battalion CLO 18 Ltd.                                                     | Battalion CLO 18 Ltd., Series 2020-18A, Class BR                                                                              | CUSIP: 07134QAQ9<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |      375000 | PA      | $376118.03    | 0.01%             | 2036-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19183 | PA      | $18835.39     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87977 | PA      | $82943.69     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1832.18      | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-1A, Class C                                                                               | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101495.47    | 0.00%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                       | Elmwood CLO VI Ltd., Series 2020-3A, Class ARR                                                                                | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $361118.23    | 0.01%             | 2037-07-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6732 | PA      | $6602.58      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    14400000 | PA      | $1.44         | 0.00%             | 2017-11-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | SHELL                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1320000 | PA      | $-735.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                | MIRA Trust, Series 2023-MILE, Class A                                                                                         | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      694000 | PA      | $722254.20    | 0.02%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                          | Jersey Central Power & Light Co., Series WI*                                                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      270000 | PA      | $269201.80    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                              | NY Commercial Mortgage Trust, Series 2025-299P, Class B                                                                       | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176000 | PA      | $182053.36    | 0.00%             | 2047-02-10      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL        | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class E                                        | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $118712.03    | 0.00%             | 2034-03-21      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417GWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      452376 | PA      | $408952.89    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179DLP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       83964 | PA      | $78559.23     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                        | Viper Energy, Inc.                                                                                                            | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     7091000 | PA      | $7524154.87   | 0.20%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                               | Castell plc, Series 2025-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137338.16    | 0.00%             | 2062-01-27      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                          | Winchester 1 plc, Series 1, Class C                                                                                           | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $136900.56    | 0.00%             | 2056-10-21      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25083 | PA      | $25033.17     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAU3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      285000 | PA      | $289409.39    | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                   | Reynolds American, Inc.                                                                                                       | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      345000 | PA      | $360192.60    | 0.01%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      800775 | PA      | $639182.06    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     3518000 | PA      | $3538580.72   | 0.10%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307KBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75677 | PA      | $73539.98     | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      325700 | PA      | $298384.46    | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38147 | PA      | $37035.30     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                            | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                                                     | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      680000 | PA      | $678997.48    | 0.02%             | 2038-04-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class A1RR                                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1254062.50   | 0.03%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXI Ltd.                                             | Madison Park Funding XXI Ltd., Series 2016-21A, Class AARR                                                                    | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      598320 | PA      | $599517.22    | 0.02%             | 2032-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-1A, Class BR                                                                                   | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500726.60    | 0.01%             | 2038-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                    | One Market Plaza Trust, Series 2017-1MKT, Class XNCP                                                                          | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2833113 | PA      | $7411.42      | 0.00%             | 2032-02-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                                  | Regatta XIX Funding Ltd., Series 2022-1A, Class A1                                                                            | CUSIP: 75888EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $280963.76    | 0.01%             | 2035-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7494000 | PA      | $5143205.87   | 0.14%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPF86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1506840 | PA      | $1493152.33   | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1185823.72   | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2782008 | PA      | $2853565.23   | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120851 | PA      | $126693.65    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VNDO Trust                                                                | VNDO Trust, Series 2016-350P, Class D                                                                                         | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $690673.16    | 0.02%             | 2035-01-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1691000 | PA      | $1727797.60   | 0.05%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312943JY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24629 | PA      | $23834.45     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1345T                                                                     | 1345T, Series 2025-AOA, Class A                                                                                               | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2660000 | PA      | $2664151.20   | 0.07%             | 2030-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C18, Class XA                                                                      | CUSIP: 90278PBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6733674 | PA      | $210992.28    | 0.01%             | 2052-12-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227451 | PA      | $182866.93    | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      547906 | PA      | $514600.10    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO 8 Ltd.                                                       | Generate CLO 8 Ltd., Series 8A, Class A1R2                                                                                    | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251105.75    | 0.01%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1354285 | PA      | $1385699.68   | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $449704.58    | 0.01%             | 2035-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      684571 | PA      | $588640.80    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 10 Ltd.                                                           | KKR CLO 10 Ltd., Series 10, Class BR                                                                                          | CUSIP: 48250GAS9<br>LEI: 549300N7FISC1W1QKR21 | Long             | ABS-CBDO         | CORP              | KY        |       91142 | PA      | $91193.67     | 0.00%             | 2029-09-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                     | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                                                             | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |      355407 | PA      | $354879.71    | 0.01%             | 2032-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      599000 | PA      | $521320.67    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-1A, Class A1R2                                                                                 | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |     1370000 | PA      | $1374974.88   | 0.04%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      437000 | PA      | $448587.05    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2509236 | PA      | $2530882.75   | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67583 | PA      | $68396.66     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-82.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2021-6, Class M1                                                                           | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165000 | PA      | $121137.49    | 0.00%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                                      | Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR                                                                              | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250908.45    | 0.01%             | 2037-10-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2839000 | PA      | $1947554.00   | 0.05%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class C                                                                    | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268000 | PA      | $245803.52    | 0.01%             | 2051-08-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance SRL                                             | Miltonia Mortgage Finance SRL, Series 1, Class B                                                                              | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-MBS          | CORP              | IT        |      351000 | PA      | $407636.03    | 0.01%             | 2062-04-28      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227719 | PA      | $215847.69    | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      900027 | PA      | $870070.51    | 0.02%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38196 | PA      | $36151.45     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122108 | PA      | $114742.89    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                           | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      937000 | PA      | $923334.20    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8888117 | PA      | $7466909.01   | 0.20%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      991000 | PA      | $991192.65    | 0.03%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                              | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1298246.22   | 0.04%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14057 | PA      | $13348.87     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A                                                                 | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483668 | PA      | $421279.00    | 0.01%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      189000 | PA      | $183329.08    | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      276000 | PA      | $219696.60    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36177Q3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       52931 | PA      | $49507.29     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2019-BN20, Class XB                                                                                              | CUSIP: 06540AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8371000 | PA      | $119495.19    | 0.00%             | 2062-09-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEKA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1276461 | PA      | $1145181.78   | 0.03%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      364550 | PA      | $345110.45    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                       | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3761000 | PA      | $3550424.99   | 0.10%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43004 | PA      | $40883.13     | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250524 | PA      | $237946.86    | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      313769 | PA      | $287623.84    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      304000 | PA      | $295039.27    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2024-37A, Class A1                                                                                       | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |      310000 | PA      | $311178.47    | 0.01%             | 2037-10-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2024-A, Class A                                                             | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2622296 | PA      | $2656163.60   | 0.07%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                                                            | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      352000 | PA      | $369886.01    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4503000 | PA      | $4600785.17   | 0.12%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1695686 | PA      | $1364063.42   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1658336 | PA      | $1329429.87   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 41B-R Ltd.                                     | Golub Capital Partners CLO 41B-R Ltd., Series 2019-41A, Class AR                                                              | CUSIP: 38178AAA1<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |      490000 | PA      | $491641.11    | 0.01%             | 2034-01-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2024-2, Class A                                                                    | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      741000 | PA      | $745054.31    | 0.02%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      311000 | PA      | $230054.15    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      492726 | PA      | $457634.12    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAD CLO 21 Ltd.                                                           | RAD CLO 21 Ltd., Series 2023-21A, Class A1R                                                                                   | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $280207.06    | 0.01%             | 2037-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XI Ltd.                                               | MidOcean Credit CLO XI Ltd., Series 2022-11A, Class A1R2                                                                      | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $349967.42    | 0.01%             | 2036-01-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                     | One Bryant Park Trust, Series 2019-OBP, Class A                                                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      324000 | PA      | $294970.09    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      763270 | PA      | $701193.18    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class A1RR                                                                               | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      539867 | PA      | $540372.21    | 0.01%             | 2036-07-24      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5148000 | PA      | $241560.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4088000 | PA      | $4553423.75   | 0.12%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      518973 | PA      | $499446.86    | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3006000 | PA      | $3129108.27   | 0.08%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -36634000 | PA      | $-35037544.50 | -0.95%            | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129359 | PA      | $126968.96    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                            | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A                                                      | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1701634 | PA      | $1701633.41   | 0.05%             | 2037-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class A                                                                       | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1174000 | PA      | $1188989.87   | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      358000 | PA      | $357655.50    | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400304 | PA      | $372301.64    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     1294800 | PA      | $42594.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3147000 | PA      | $3040002.00   | 0.08%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC                                             | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4330000 | PA      | $28897.99     | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     4204000 | PA      | $4136002.36   | 0.11%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                      | Flatiron CLO 21 Ltd., Series 2021-1A, Class A2R                                                                               | CUSIP: 33883PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      430000 | PA      | $430676.78    | 0.01%             | 2037-10-19      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                           | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1722000 | PA      | $1155428.49   | 0.03%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      168000 | PA      | $134578.51    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class A1                                                                   | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5005443 | PA      | $5029519.85   | 0.14%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   680650000 | PA      | $4337149.73   | 0.12%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36178D7L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75072 | PA      | $70123.40     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1639000 | PA      | $1561920.68   | 0.04%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239738 | PA      | $232793.86    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     4664000 | PA      | $4682828.89   | 0.13%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31390MJS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         811 | PA      | $821.46       | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23645000 | PA      | $23676029.10  | 0.64%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1177281 | PA      | $1141477.12   | 0.03%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329KME1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         793 | PA      | $801.88       | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31005 | PA      | $28854.04     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      539222 | PA      | $516794.75    | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       90000 | PA      | $66255.53     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      549000 | PA      | $499234.64    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                         | Asimi Funding plc, Series 2024-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |      114000 | PA      | $156940.91    | 0.00%             | 2031-09-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      276000 | PA      | $230644.97    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meacham Park CLO Ltd.                                                     | Meacham Park CLO Ltd., Series 2024-1A, Class B                                                                                | CUSIP: 58286QAE5<br>LEI: 254900ZA60EDHY111387 | Long             | ABS-CBDO         | CORP              | KY        |      730000 | PA      | $731002.22    | 0.02%             | 2037-10-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X4S68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158636 | PA      | $156186.99    | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cali                                                                      | Cali, Series 2024-SUN, Class A                                                                                                | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370000 | PA      | $1371712.50   | 0.04%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7411000 | PA      | $7571940.39   | 0.21%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC, Series N                                                                                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1009000 | PA      | $617246.99    | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2244778.45   | 0.06%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45545 | PA      | $47746.37     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      420000 | PA      | $359216.23    | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2023-DELC, Class D                                                                                           | CUSIP: 05610DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100937.50    | 0.00%             | 2038-05-15      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138E2GK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30350 | PA      | $30715.14     | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RR 24 Ltd.                                                                | RR 24 Ltd., Series 2022-24A, Class A1A2                                                                                       | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |      500000 | PA      | $501621.00    | 0.01%             | 2037-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1463973 | PA      | $1501597.61   | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307MYJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      485727 | PA      | $475488.10    | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                                                     | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3178850 | PA      | $3075461.93   | 0.08%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association ACES Variable Rate Notes, Series 2006-M2, Class A2A                                     | CUSIP: 31396PGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      518621 | PA      | $519324.62    | 0.01%             | 2032-10-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                                                       | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1740000 | PA      | $1750853.08   | 0.05%             | 2041-10-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                               | PRKCM Trust, Series 2022-AFC2, Class A1                                                                                       | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1731431 | PA      | $1725379.12   | 0.05%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1918000 | PA      | $1797530.42   | 0.05%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                   | Port Authority of New York & New Jersey, Series 2014-181                                                                      | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1665000 | PA      | $1558124.94   | 0.04%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45518 | PA      | $40653.40     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -256000 | PA      | $-226395.98   | -0.01%            | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFCW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6132 | PA      | $6003.96      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class A                                                        | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      447000 | PA      | $448680.36    | 0.01%             | 2039-03-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      471371 | PA      | $451700.78    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      266000 | PA      | $267017.39    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class A                                                                                  | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $718575.88    | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-HF1, Class A                                                                                  | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      616000 | PA      | $616385.00    | 0.02%             | 2041-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMQ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1157135 | PA      | $1053929.06   | 0.03%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1068512 | PA      | $952383.00    | 0.03%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-1, Class A1                                                                             | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |     1785898 | PA      | $1792400.54   | 0.05%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      666000 | PA      | $629423.28    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31419EXV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74560 | PA      | $74068.82     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9588.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1524000 | PA      | $1530456.93   | 0.04%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 29 Ltd.                                             | Anchorage Capital CLO 29 Ltd., Series 2024-29A, Class A1                                                                      | CUSIP: 03332QAA3<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |      640000 | PA      | $642958.27    | 0.02%             | 2037-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                                                                     | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $730912.50    | 0.02%             | 2041-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JNXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91127 | PA      | $87481.71     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                                                       | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2736000 | PA      | $2571839.45   | 0.07%             | 2036-12-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2025-2A, Class A                                                                                    | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      670000 | PA      | $669019.12    | 0.02%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5253000 | PA      | $5101807.10   | 0.14%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                                                 | HMH Trust, Series 2017-NSS, Class A                                                                                           | CUSIP: 40390AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $977500.00    | 0.03%             | 2031-07-05      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9268500 | PA      | $7566137.18   | 0.21%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                        | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    83215958 | NS      | $83215957.77  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      184945 | PA      | $180691.68    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2020-PTA, Class A2A                                                                  | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1597400 | PA      | $1502617.24   | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     5518250 | PA      | $6829.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-460248.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 23 Ltd.                                 | GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class A                                                           | CUSIP: 38139KAC3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |      370000 | PA      | $370620.64    | 0.01%             | 2039-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3427000 | PA      | $2675014.11   | 0.07%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A                                              | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79667 | PA      | $79667.15     | 0.00%             | 2038-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                             | Golden Bar Securitisation SRL, Series 2024-1, Class B                                                                         | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-O            | CORP              | IT        |      305066 | PA      | $362681.42    | 0.01%             | 2043-09-22      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                           | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                                                                      | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      667000 | PA      | $639107.59    | 0.02%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44089 | PA      | $41030.17     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10031743 | PA      | $8462524.87   | 0.23%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31389GP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           9 | PA      | $8.88         | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                      | Ellington Financial Mortgage Trust, Series 2024-INV2, Class A1                                                                | CUSIP: 26844LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5811170 | PA      | $5771165.54   | 0.16%             | 2069-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2021-2, Class B                                                                    | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $120335.33    | 0.00%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QS5C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      657777 | PA      | $687920.41    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                          | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2674000 | PA      | $2753200.80   | 0.07%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                                            | HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A                                                                     | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640000 | PA      | $640400.00    | 0.02%             | 2041-06-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 29 Ltd.                                                     | Ballyrock CLO 29 Ltd., Series 2025-29A, Class A1A                                                                             | CUSIP: 05876GAA2<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250062.50    | 0.01%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3614 | PA      | $3788.34      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2304406 | PA      | $1859956.92   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXII                                                           | Apidos CLO XXII, Series 2015-22A, Class A2R                                                                                   | CUSIP: 03765XAJ5<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250439.45    | 0.01%             | 2031-04-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1270096 | PA      | $1034849.78   | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                               | Castell plc, Series 2025-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137338.85    | 0.00%             | 2062-01-27      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      484000 | PA      | $377681.69    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                                             | Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class A1R3                                                                    | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |     2490000 | PA      | $2497470.25   | 0.07%             | 2039-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-1A, Class AR2                                                                            | CUSIP: 77340EAW6<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |      917000 | PA      | $919353.39    | 0.02%             | 2034-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      422650 | PA      | $390467.74    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-4A, Class A1R                                                                                  | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1830000 | PA      | $1835699.72   | 0.05%             | 2040-01-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2024-BHP, Class A                                                                                         | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1190000 | PA      | $1195937.51   | 0.03%             | 2039-08-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class C                                                              | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1120000 | PA      | $1126295.98   | 0.03%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                        | SC Germany SA Compartment Consumer, Series 2025-1, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $118631.23    | 0.00%             | 2038-12-14      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXVIII Ltd.                                                  | Trinitas CLO XXVIII Ltd., Series 2024-28A, Class A1                                                                           | CUSIP: 89640FAA3<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250913.05    | 0.01%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2020-NQM1, Class A3                                                                                         | CUSIP: 552754AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177438 | PA      | $167739.82    | 0.00%             | 2049-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Generate CLO 2 Ltd.                                                       | Generate CLO 2 Ltd., Series 2A, Class AR2                                                                                     | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $652600.00    | 0.02%             | 2037-10-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    72520000 | PA      | $144878.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-P015, Class A1                                         | CUSIP: 3137HDJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      418211 | PA      | $409697.10    | 0.01%             | 2032-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class B                                                                          | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635000 | PA      | $632420.31    | 0.02%             | 2041-06-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20579 | PA      | $18377.50     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      289859 | PA      | $274432.38    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H2, Class A1                                                                                | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1227200 | PA      | $1227261.43   | 0.03%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      407340 | PA      | $390399.79    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      301340 | PA      | $274184.68    | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                                | Regatta XXIII Funding Ltd., Series 2021-4A, Class A1                                                                          | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250666.93    | 0.01%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     2347730 | PA      | $150075.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      483779 | PA      | $433520.06    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020471<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -135000 | PA      | $-123330.03   | -0.00%            | 2040-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-HTL, Class A                                                                                  | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80569 | PA      | $80493.68     | 0.00%             | 2037-02-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     2258000 | PA      | $2033095.30   | 0.06%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1674000 | PA      | $1726797.04   | 0.05%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9698721 | PA      | $8008595.74   | 0.22%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2567000 | PA      | $2666370.47   | 0.07%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2021-1, Class A                                                                    | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35694 | PA      | $35618.36     | 0.00%             | 2031-03-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5148000 | PA      | $183327.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1395467.07   | 0.04%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1220364 | PA      | $1199519.27   | 0.03%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                | RR 29 Ltd., Series 2024-29RA, Class A1R                                                                                       | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250798.93    | 0.01%             | 2039-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2714461 | PA      | $2285516.56   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                    | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                                                           | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14165563 | PA      | $44108.73     | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1786000 | PA      | $1252317.77   | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                         | Asimi Funding plc, Series 2024-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |      123000 | PA      | $168875.80    | 0.00%             | 2031-09-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                     | OneMain Direct Auto Receivables Trust, Series 2025-1A, Class D                                                                | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $294401.68    | 0.01%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                            | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class D                                                                     | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640000 | PA      | $622400.00    | 0.02%             | 2034-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      536690 | PA      | $540449.02    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2021-97, Class LI                                                            | CUSIP: 38382VHH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2593503 | PA      | $431538.22    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO 7 Ltd.                                                       | Generate CLO 7 Ltd., Series 7A, Class A1R                                                                                     | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $281071.03    | 0.01%             | 2037-04-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2410252.36   | 0.07%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-TI, Class A                                                                                          | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490000 | PA      | $496553.90    | 0.01%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                 | SHR Trust, Series 2024-LXRY, Class A                                                                                          | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1888000 | PA      | $1886820.00   | 0.05%             | 2041-10-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2022-NQM1, Class A4                                                               | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122017 | PA      | $111275.12    | 0.00%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    22134000 | PA      | $26547686.44  | 0.72%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36178WQH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36387 | PA      | $33920.43     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68275.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2022-85, Class IK                                                            | CUSIP: 38383R2G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1467865 | PA      | $252399.67    | 0.01%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3898531 | PA      | $3670433.53   | 0.10%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      456000 | PA      | $456986.18    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1737435 | PA      | $1814128.55   | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9ZW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232854 | PA      | $232127.39    | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2014-3RA, Class A1A                                                         | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       42821 | PA      | $42817.19     | 0.00%             | 2031-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |    12080000 | PA      | $-42652.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JN7C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      499395 | PA      | $490652.19    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7742818 | PA      | $6516474.19   | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd.                                           | Madison Park Funding XXIII Ltd., Series 2017-23A, Class BR                                                                    | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250409.50    | 0.01%             | 2031-07-27      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      307803 | PA      | $310458.52    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2143000 | PA      | $1913857.35   | 0.05%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2438912 | PA      | $1836038.16   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VII Ltd.                                                     | Trestles CLO VII Ltd., Series 2024-7A, Class A1                                                                               | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |     1140000 | PA      | $1142280.00   | 0.03%             | 2037-10-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                           | New York City Municipal Water Finance Authority, Series 2011CC                                                                | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      440000 | PA      | $444647.04    | 0.01%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     6445808 | PA      | $-26025.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1718000 | PA      | $1274451.24   | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1022000 | PA      | $689491.12    | 0.02%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                 | OHA Credit Funding 5 Ltd., Series 2020-5A, Class AR                                                                           | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1950000 | PA      | $1956878.82   | 0.05%             | 2037-10-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                                                            | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |      415050 | PA      | $414132.76    | 0.01%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      202434 | PA      | $164696.61    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class D                                                                       | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      494000 | PA      | $495232.63    | 0.01%             | 2041-10-15      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2022-2, Class A1                                                                             | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74386 | PA      | $70069.33     | 0.00%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      449622 | PA      | $414012.20    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-2A, Class B                                                                               | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      263000 | PA      | $262025.87    | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1422853.41   | 0.04%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GJ5A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30295 | PA      | $29248.38     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                                                  | Regatta XII Funding Ltd., Series 2019-1A, Class ARR                                                                           | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |      670000 | PA      | $672583.86    | 0.02%             | 2037-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      242985 | PA      | $228804.20    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class XP10                                                                                        | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10185000 | PA      | $21608.50     | 0.00%             | 2039-06-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ARZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158511 | PA      | $157711.09    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62513 | PA      | $59397.64     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                             | Taurus UK DAC, Series 2025-UK2X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      965351 | PA      | $1328093.03   | 0.04%             | 2035-02-18      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                          | UK Logistics DAC, Series 2024-1X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |      230000 | PA      | $316340.92    | 0.01%             | 2034-05-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2021-3A, Class D                                                                         | CUSIP: 05683NAG7<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248232.80    | 0.01%             | 2034-07-24      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2915079.51   | 0.08%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31412RHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26598 | PA      | $26521.29     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307MPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1250 | PA      | $1211.47      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     5499000 | PA      | $5546944.08   | 0.15%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      534822 | PA      | $499268.13    | 0.01%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      522000 | PA      | $535300.02    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                                                        | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |      946000 | PA      | $830053.51    | 0.02%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    53067000 | PA      | $108072.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd.                                                           | Octagon 66 Ltd., Series 2022-1A, Class A1R                                                                                    | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1010000 | PA      | $1014493.49   | 0.03%             | 2036-11-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    13626000 | PA      | $13692617.51  | 0.37%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2508000 | PA      | $2469380.96   | 0.07%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      636586 | PA      | $587822.14    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2101970 | PA      | $2120103.18   | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                   | Reynolds American, Inc.                                                                                                       | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      202000 | PA      | $237734.71    | 0.01%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Recette CLO Ltd.                                                          | Recette CLO Ltd., Series 2015-1A, Class BRR                                                                                   | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250063.38    | 0.01%             | 2034-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     6102000 | PA      | $9118.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     6391000 | PA      | $6053059.96   | 0.16%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                     | Arroyo Mortgage Trust, Series 2022-1, Class A3                                                                                | CUSIP: 042855AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3785000 | PA      | $3044515.47   | 0.08%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212314 | PA      | $200011.24    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3547000 | PA      | $3499982.32   | 0.09%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $335579.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      146436 | PA      | $146674.89    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      465000 | PA      | $438964.32    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 15 Ltd.                                                      | AGL Core CLO 15 Ltd., Series 2021-15A, Class A1                                                                               | CUSIP: 00121GAA6<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501069.00    | 0.01%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042681<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -31700000 | PA      | $-30308654.67 | -0.82%            | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                             | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                                       | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1562000 | PA      | $1558985.96   | 0.04%             | 2039-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                           | Sage AR Funding, Series 2025-1X, Class D                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      283000 | PA      | $390719.24    | 0.01%             | 2037-05-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                                                         | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55620 | PA      | $53263.18     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1672000 | PA      | $134208.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5357532 | PA      | $4249673.31   | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp., Series B                                                                                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2111000 | PA      | $2087331.64   | 0.06%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     4882000 | PA      | $7583.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1416891000 | PA      | $70893.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MP CLO III Ltd.                                                           | MP CLO III Ltd., Series 2013-1A, Class AR                                                                                     | CUSIP: 553205AC9<br>LEI: 549300FWSFBNCWDD1P18 | Long             | ABS-CBDO         | CORP              | KY        |       14808 | PA      | $14809.36     | 0.00%             | 2030-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                            | Madison Park Funding LVII Ltd., Series 2022-57A, Class A1R                                                                    | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250466.98    | 0.01%             | 2034-07-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 5 Ltd.                                                           | 1988 CLO 5 Ltd., Series 2024-5A, Class A1                                                                                     | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $803522.16    | 0.02%             | 2037-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23693 | PA      | $22326.00     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102600 | PA      | $101350.05    | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding IV Ltd.                                                 | Ares Loan Funding IV Ltd., Series 2023-ALF4A, Class A1                                                                        | CUSIP: 04020FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      260000 | PA      | $261073.20    | 0.01%             | 2036-10-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-1A, Class D                                                                               | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      195000 | PA      | $199606.17    | 0.01%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7328000 | PA      | $7556181.98   | 0.20%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      955384 | PA      | $932989.16    | 0.03%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -3356 | NC      | $-7761832.99  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6613800 | PA      | $5214826.27   | 0.14%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                                                         | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       59773 | PA      | $0.62         | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2022-NQM4, Class A1                                                                                        | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1860804 | PA      | $1853955.62   | 0.05%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      728318 | PA      | $669697.40    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class A                                                                       | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14067 | PA      | $14066.81     | 0.00%             | 2038-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3078862 | PA      | $2585272.41   | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd.                                                        | Dryden 77 CLO Ltd., Series 2020-77A, Class AR                                                                                 | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |      810000 | PA      | $811291.71    | 0.02%             | 2034-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FFPA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120125 | PA      | $115241.13    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2389724 | PA      | $2114685.49   | 0.06%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      577828 | PA      | $27289.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd.                                                       | Elmwood CLO 29 Ltd., Series 2024-5A, Class AR1                                                                                | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1010000 | PA      | $1013570.15   | 0.03%             | 2037-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXII                                                          | Apidos CLO XXXII, Series 2019-32A, Class A1R                                                                                  | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      248788 | PA      | $248763.64    | 0.01%             | 2033-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267591 | PA      | $266982.09    | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      247906 | PA      | $242085.36    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      394702 | PA      | $384258.32    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28564 | PA      | $26860.35     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1506807 | PA      | $1389118.58   | 0.04%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1469224.48   | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82387 | PA      | $79148.33     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      610000 | PA      | $615815.78    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                 | LBA Trust, Series 2024-7IND, Class D                                                                                          | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      166000 | PA      | $166311.25    | 0.00%             | 2041-10-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ENGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1305832 | PA      | $1281912.10   | 0.03%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51331200 | PA      | $47353032.00  | 1.28%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1097000 | PA      | $961744.19    | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201223 | PA      | $200207.18    | 0.01%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12051800 | PA      | $12080517.15  | 0.33%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      523217 | PA      | $421295.54    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California, Series 2009                                                                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1300000 | PA      | $1558433.72   | 0.04%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4582.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5167000 | PA      | $4155196.46   | 0.11%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6268891 | PA      | $5574198.91   | 0.15%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      274000 | PA      | $290226.76    | 0.01%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-AA, Class A                                                                       | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2080000 | PA      | $2108222.69   | 0.06%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15223000 | PA      | $15338361.72  | 0.42%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177298 | PA      | $169944.72    | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23254.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4162000 | PA      | $4068287.49   | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6682357 | PA      | $6901880.40   | 0.19%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2019-C18, Class D                                                                     | CUSIP: 12597DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2849000 | PA      | $2305454.96   | 0.06%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2586000 | PA      | $2212438.85   | 0.06%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36181FEB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      128963 | PA      | $120221.63    | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      855000 | PA      | $841895.55    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VLT6, Class A                                                                                           | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4766979 | PA      | $4763999.64   | 0.13%             | 2042-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Generate CLO 4 Ltd.                                                       | Generate CLO 4 Ltd., Series 4A, Class ARR                                                                                     | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |     1050000 | PA      | $1054172.28   | 0.03%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                                                         | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185945 | PA      | $186236.00    | 0.01%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2013-2A, Class A1L2                                                                                 | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |      126450 | PA      | $126602.83    | 0.00%             | 2030-10-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2023-VLT3, Class A                                                                       | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $360000.00    | 0.01%             | 2028-11-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                             | Taurus UK DAC, Series 2021-UK4A, Class D                                                                                      | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |      498749 | PA      | $685479.85    | 0.02%             | 2031-08-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4067588 | PA      | $3990548.91   | 0.11%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     3404000 | PA      | $3015880.92   | 0.08%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15724 | PA      | $16321.57     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3381 | PA      | $3271.83      | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31416VBK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51029 | PA      | $50191.25     | 0.00%             | 2035-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1563489 | PA      | $1258919.79   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -474000 | PA      | $-486575.03   | -0.01%            | 2055-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1025803 | PA      | $967403.75    | 0.03%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2015-CR24, Class B                                                                          | CUSIP: 12593JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1232000 | PA      | $1218805.90   | 0.03%             | 2048-08-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      354000 | PA      | $363096.45    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                      | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class B                                                                | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250500.43    | 0.01%             | 2037-10-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    55653000 | PA      | $-52931.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                              | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      454000 | PA      | $412251.87    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      820451 | PA      | $780015.83    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12414 | PA      | $12192.73     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1801224 | PA      | $1452020.08   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QK2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398719 | PA      | $343888.29    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700902 | PA      | $644041.66    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                            | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class B                                                                     | CUSIP: 929342AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1015000 | PA      | $1015000.00   | 0.03%             | 2027-11-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                              | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class A1R3                                                                     | CUSIP: 64130TBJ3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $349804.67    | 0.01%             | 2039-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                                                       | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268000 | PA      | $198842.70    | 0.01%             | 2041-11-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 55B Ltd.                                       | Golub Capital Partners CLO 55B Ltd., Series 2021-55A, Class A                                                                 | CUSIP: 38178LAA7<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500472.60    | 0.01%             | 2034-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                        | Aqua Finance Trust, Series 2021-A, Class A                                                                                    | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       41050 | PA      | $37774.30     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class B                                                            | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      187091 | PA      | $167760.38    | 0.00%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1332000 | PA      | $1399010.75   | 0.04%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                                                                      | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4004073 | PA      | $4011535.59   | 0.11%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                            | ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A                                                                     | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1607000 | PA      | $1604991.25   | 0.04%             | 2039-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                                          | Riserva CLO Ltd., Series 2016-3A, Class ARR                                                                                   | CUSIP: 76761RAY5<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |     1220000 | PA      | $1222196.00   | 0.03%             | 2034-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                    | Los Angeles Community College District, Series 2010E                                                                          | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      980000 | PA      | $1040081.23   | 0.03%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11294500 | PA      | $9212076.56   | 0.25%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2422611 | PA      | $2059253.13   | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     4616000 | PA      | $4488533.31   | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36182XAY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20421 | PA      | $19308.58     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2021-2A, Class A1                                                                             | CUSIP: 77341LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      430000 | PA      | $430717.15    | 0.01%             | 2034-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4196000 | PA      | $4191574.52   | 0.11%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5449000 | PA      | $5353304.06   | 0.15%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      918110 | PA      | $865006.43    | 0.02%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14307900 | PA      | $14752786.27  | 0.40%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2016-1A, Class AR                                                                             | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      133210 | PA      | $133346.93    | 0.00%             | 2031-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class X                                                              | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13882000 | PA      | $126022.18    | 0.00%             | 2043-07-15      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4293170 | PA      | $3643089.18   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16108 | PA      | $15982.66     | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44382 | PA      | $41311.90     | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138AFCC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4347 | PA      | $4401.47      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      333074 | PA      | $336746.00    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      328896 | PA      | $264083.14    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO Ltd.                                                     | Orchard Park CLO Ltd., Series 2024-1A, Class A                                                                                | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |     3070000 | PA      | $3081170.50   | 0.08%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 38 Ltd.                                                      | AGL Core CLO 38 Ltd., Series 2025-38A, Class A1                                                                               | CUSIP: 00852QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      710000 | PA      | $710710.00    | 0.02%             | 2038-01-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5519000 | PA      | $5096020.42   | 0.14%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      356123 | PA      | $319125.88    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307MWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      249225 | PA      | $243476.55    | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2022-1, Class C                                                                    | CUSIP: 75907DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99831.28     | 0.00%             | 2032-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47796 | PA      | $44211.82     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YBWL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79409 | PA      | $76791.07     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dryden 50 Senior Loan Fund                                                | Dryden 50 Senior Loan Fund, Series 2017-50A, Class A1R                                                                        | CUSIP: 262431AH2<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |      106749 | PA      | $106837.40    | 0.00%             | 2030-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1938592.94   | 0.05%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      300000 | PA      | $203412.49    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3724000 | PA      | $3841286.00   | 0.10%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      308731 | PA      | $284927.83    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO V DAC                                                       | Voya Euro CLO V DAC, Series 5A, Class B1                                                                                      | CUSIP: N/A<br>LEI: 549300IGE7MPYA8F0423       | Long             | ABS-CBDO         | CORP              | IE        |      440000 | PA      | $517413.78    | 0.01%             | 2035-04-15      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73227 | PA      | $70817.98     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      136000 | PA      | $96974.60     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      899477 | PA      | $892059.56    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                            | Mariner Finance issuance Trust, Series 2024-BA, Class A                                                                       | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3007000 | PA      | $3039641.29   | 0.08%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      269003 | PA      | $275914.76    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18256.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2021-BN33, Class XB                                                                                              | CUSIP: 06541CBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81230000 | PA      | $2057583.52   | 0.06%             | 2064-05-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Cedar Funding II CLO Ltd.                                                 | Cedar Funding II CLO Ltd., Series 2013-1A, Class BRR                                                                          | CUSIP: 15032TBG0<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |      680000 | PA      | $679588.40    | 0.02%             | 2034-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      147753 | PA      | $142905.94    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPCT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      707934 | PA      | $701503.80    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1427413 | PA      | $1453161.06   | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class D1RR                                                                               | CUSIP: 96467FBC3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $898495.56    | 0.02%             | 2036-07-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042475<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5329000 | PA      | $5294604.93   | 0.14%             | 2040-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares LVII CLO Ltd.                                                        | Ares LVII CLO Ltd., Series 2020-57A, Class AR                                                                                 | CUSIP: 04017NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250665.55    | 0.01%             | 2035-01-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      562000 | PA      | $555481.42    | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66562 | PA      | $67373.59     | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21449500 | PA      | $20806015.00  | 0.56%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104277 | PA      | $78434.45     | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |     1825000 | PA      | $1704093.75   | 0.05%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5488474 | PA      | $5598266.89   | 0.15%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class A                                                                                           | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3639000 | PA      | $3637862.81   | 0.10%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                       | Affirm Master Trust, Series 2025-1A, Class B                                                                                  | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      221000 | PA      | $222432.52    | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8169000 | PA      | $8232668.37   | 0.22%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23635 | PA      | $22924.58     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     4791000 | PA      | $4741055.26   | 0.13%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157283 | PA      | $151451.39    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121000 | PA      | $114925.84    | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                                                               | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      405000 | PA      | $334915.15    | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2016-12A, Class XR3                                                                                      | CUSIP: 67092RAW8<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |      405000 | PA      | $405005.14    | 0.01%             | 2037-10-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class A                                                                                                | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1088000 | PA      | $1089360.00   | 0.03%             | 2041-06-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2019-1A, Class A1RR                                                                                     | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |     2060000 | PA      | $2068184.17   | 0.06%             | 2037-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      605000 | PA      | $597681.98    | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36181GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      127033 | PA      | $118898.62    | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                             | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1684000 | PA      | $1725258.00   | 0.05%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| LCM 26 Ltd.                                                               | LCM 26 Ltd., Series 26A, Class A1                                                                                             | CUSIP: 50200FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       91169 | PA      | $91215.53     | 0.00%             | 2031-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                     | Trinitas CLO XIV Ltd., Series 2020-14A, Class BR                                                                              | CUSIP: 89641QAS9<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      730000 | PA      | $728588.47    | 0.02%             | 2034-01-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      417531 | PA      | $391881.05    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5104428 | PA      | $4338816.96   | 0.12%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9720000 | PA      | $9433715.67   | 0.26%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                                                             | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      608061 | PA      | $608474.74    | 0.02%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3316700 | PA      | $1747356.76   | 0.05%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1862249.54   | 0.05%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                                                  | Regatta VII Funding Ltd., Series 2016-1A, Class BR2                                                                           | CUSIP: 75888ABJ4<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250400.28    | 0.01%             | 2034-06-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7714 | PA      | $7525.64      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9PE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187174 | PA      | $175275.26    | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1557000 | PA      | $1566013.89   | 0.04%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMR23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      434006 | PA      | $412473.93    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                                      | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                                                               | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |      590000 | PA      | $589733.32    | 0.02%             | 2038-04-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3067360 | PA      | $2586157.01   | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                            | European Union                                                                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     2860000 | PA      | $2618620.83   | 0.07%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2127000 | PA      | $2174926.54   | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                     | BANK5, Series 2024-5YR11, Class A3                                                                                            | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74000 | PA      | $77521.78     | 0.00%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2024-3ELV, Class A                                                                                          | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1256348 | PA      | $1262975.49   | 0.03%             | 2029-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     3998000 | PA      | $4158481.24   | 0.11%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      461230 | PA      | $392101.32    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                       | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                                                                | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      139000 | PA      | $138695.94    | 0.00%             | 2037-04-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      228000 | PA      | $198684.60    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Dryden 53 CLO Ltd.                                                        | Dryden 53 CLO Ltd., Series 2017-53A, Class A                                                                                  | CUSIP: 26243EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3024691 | PA      | $3026203.29   | 0.08%             | 2031-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |    12080000 | PA      | $-69806.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     7662000 | PA      | $7649181.78   | 0.21%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-1A, Class A                                                                               | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1380000 | PA      | $1390782.35   | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      394442 | PA      | $385591.24    | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      812415 | PA      | $749791.88    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27878.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19811000 | PA      | $18481496.07  | 0.50%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     9215000 | PA      | $8768825.92   | 0.24%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2823704 | PA      | $2258172.93   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26415100 | PA      | $19626625.60  | 0.53%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20209000 | PA      | $20280244.61  | 0.55%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                                                      | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                                                                               | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |      500000 | PA      | $501616.80    | 0.01%             | 2038-01-05      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YXT21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21459 | PA      | $20752.62     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173613 | PA      | $167148.82    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class A                                                                                         | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1344921.17   | 0.04%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128M9QK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      522384 | PA      | $530135.94    | 0.01%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2701000 | PA      | $2708573.60   | 0.07%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd.                                                    | Halseypoint CLO 7 Ltd., Series 2023-7A, Class A1R                                                                             | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250000.00    | 0.01%             | 2038-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp., Series 2996, Class MK                                                                       | CUSIP: 31395UYX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1247 | PA      | $1284.61      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138AK7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47724 | PA      | $47139.30     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                       | Homeward Opportunities Fund I Trust, Series 2020-2, Class A3                                                                  | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      891843 | PA      | $882041.85    | 0.02%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                 | EQM Midstream Partners LP                                                                                                     | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $2126867.52   | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TYSN Mortgage Trust                                                       | TYSN Mortgage Trust, Series 2023-CRNR, Class A                                                                                | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $487262.04    | 0.01%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44000 | PA      | $42455.32     | 0.00%             | 2040-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48198 | PA      | $50527.46     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alen Mortgage Trust                                                       | Alen Mortgage Trust, Series 2021-ACEN, Class A                                                                                | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      231000 | PA      | $221182.50    | 0.01%             | 2034-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020679<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -1198000 | PA      | $-948082.34   | -0.03%            | 2055-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      480000 | PA      | $397915.42    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GSA2, Class XA                                                                      | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3855813 | PA      | $261423.36    | 0.01%             | 2053-12-12      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      806899 | PA      | $758924.12    | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41453 | PA      | $41858.36     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36225BSB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         447 | PA      | $454.77       | 0.00%             | 2032-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                          | Great Wolf Trust, Series 2024-WLF2, Class A                                                                                   | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3764000 | PA      | $3773514.64   | 0.10%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31092 | PA      | $30906.62     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                                                   | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |     1060000 | PA      | $1061908.00   | 0.03%             | 2034-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd.                                                           | AGL CLO 13 Ltd., Series 2021-13A, Class A1                                                                                    | CUSIP: 00120JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250500.00    | 0.01%             | 2034-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd.                                                           | Romark CLO Ltd., Series 2017-1A, Class A1R                                                                                    | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      178344 | PA      | $178566.84    | 0.00%             | 2030-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                                                       | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      975223 | PA      | $976136.83    | 0.03%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2552729 | PA      | $2197413.07   | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                               | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class D                                                           | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |      271000 | PA      | $372628.71    | 0.01%             | 2031-08-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1124322 | PA      | $1009201.33   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bardot CLO Ltd.                                                           | Bardot CLO Ltd., Series 2019-2A, Class ARR                                                                                    | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |      287014 | PA      | $286921.11    | 0.01%             | 2032-10-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4966048 | PA      | $4660885.73   | 0.13%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPR Mortgage Trust                                                        | BPR Mortgage Trust, Series 2023-STON, Class A                                                                                 | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1152000 | PA      | $1199629.21   | 0.03%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                            | Mariner Finance issuance Trust, Series 2024-BA, Class D                                                                       | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      267000 | PA      | $272158.79    | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| DC Trust                                                                  | DC Trust, Series 2024-HLTN, Class A                                                                                           | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $171821.26    | 0.00%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                                                | BlueMountain CLO XXIX Ltd., Series 2020-29A, Class BR                                                                         | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251633.58    | 0.01%             | 2034-07-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      415000 | PA      | $437933.83    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2014-5A, Class A1R                                                                                       | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |       13407 | PA      | $13417.23     | 0.00%             | 2031-04-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class A                                                                           | CUSIP: 83012KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      757000 | PA      | $759002.72    | 0.02%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     7231000 | PA      | $6702343.54   | 0.18%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HKYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90779 | PA      | $88984.74     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     4831000 | PA      | $-28241.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       93997 | PA      | $87476.80     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3291000 | PA      | $2302716.91   | 0.06%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class D                                                                                            | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      769000 | PA      | $755355.48    | 0.02%             | 2041-03-15      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                          | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                                                                   | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      539512 | PA      | $540050.89    | 0.01%             | 2032-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                                    | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class A                                                            | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      780000 | PA      | $783010.96    | 0.02%             | 2037-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class C                                                                                | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2810000 | PA      | $2570057.19   | 0.07%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2021-2, Class C                                                                    | CUSIP: 75907UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      323000 | PA      | $300682.80    | 0.01%             | 2033-08-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217836 | PA      | $209748.34    | 0.01%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2830074830 | PA      | $9982.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL05, Class X1P | CUSIP: 3137FNAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13486000 | PA      | $429659.91    | 0.01%             | 2029-06-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2089000 | PA      | $1345976.88   | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K121, Class X1  | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3017108 | PA      | $128077.43    | 0.00%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                 | BXP Trust, Series 2017-GM, Class D                                                                                            | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $132889.69    | 0.00%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36177YDZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      116075 | PA      | $108315.35    | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1102595 | PA      | $887804.96    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212913 | PA      | $201568.66    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class XA                                                                                 | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3312000 | PA      | $41252.62     | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-1A, Class B                                                                               | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      437000 | PA      | $444581.78    | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2022-3A, Class B1R                                                                             | CUSIP: 69690AAW7<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250323.13    | 0.01%             | 2037-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3059000 | PA      | $1987394.06   | 0.05%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                 | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3782000 | PA      | $4197747.05   | 0.11%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5075771 | PA      | $4670784.35   | 0.13%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95470 | PA      | $92327.69     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2019-GSA1, Class XA                                                                      | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5118074 | PA      | $147375.44    | 0.00%             | 2052-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A4                                                                        | CUSIP: 46653XAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5509509 | PA      | $3910509.17   | 0.11%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16378000 | PA      | $16341533.40  | 0.44%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                                                              | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |      917299 | PA      | $917399.27    | 0.02%             | 2030-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119960 | PA      | $107133.71    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                                 | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR                                                          | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |     1740000 | PA      | $1741247.06   | 0.05%             | 2034-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class D                                             | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $449608.69    | 0.01%             | 2039-11-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                         | Newday Funding Master Issuer plc, Series 2024-2X, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      156000 | PA      | $215846.04    | 0.01%             | 2032-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                       | DBGS Mortgage Trust, Series 2018-5BP, Class B                                                                                 | CUSIP: 33830CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $562725.00    | 0.02%             | 2033-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                                                                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     3005000 | PA      | $2965311.67   | 0.08%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37556 | PA      | $33242.88     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                       | DBGS Mortgage Trust, Series 2019-1735, Class X                                                                                | CUSIP: 23307EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5975000 | PA      | $62462.53     | 0.00%             | 2037-04-10      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4155000 | PA      | $254335.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -2364000 | PA      | $-2148955.22  | -0.06%            | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76335 | PA      | $70191.29     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      944000 | PA      | $983381.68    | 0.03%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                 | Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class A1                                                          | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |      127609 | PA      | $127686.04    | 0.00%             | 2031-05-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    10435000 | PA      | $10501763.13  | 0.28%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 10 Ltd.                                                   | Birch Grove CLO 10 Ltd., Series 2024-10A, Class A                                                                             | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $552086.87    | 0.01%             | 2038-01-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    22363000 | PA      | $20813483.61  | 0.56%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class D                                              | CUSIP: 466330AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1550968.75   | 0.04%             | 2038-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179DEK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      216886 | PA      | $202992.18    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235084 | PA      | $225307.71    | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 5 Ltd.                                                   | Silver Point CLO 5 Ltd., Series 2024-5A, Class A1                                                                             | CUSIP: 82809BAA4<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250961.63    | 0.01%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1065014.29   | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      420547 | PA      | $407299.51    | 0.01%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     9664000 | PA      | $-74704.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15461.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                  | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class B                                                           | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |      158000 | PA      | $217028.35    | 0.01%             | 2057-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19181621 | PA      | $17465765.42  | 0.47%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                      | Ellington Financial Mortgage Trust, Series 2024-NQM1, Class A1A                                                               | CUSIP: 26845DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      837670 | PA      | $840346.36    | 0.02%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12460 | PA      | $11993.50     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F062671<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -7897000 | PA      | $-8153467.79  | -0.22%            | 2055-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2023-H2, Class A1A                                                                               | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      915241 | PA      | $929023.46    | 0.03%             | 2068-11-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36183AF47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29965 | PA      | $28356.65     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      220975 | PA      | $222004.93    | 0.01%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3472 | PA      | $3364.45      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41430 | PA      | $40109.46     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      554652 | PA      | $496733.45    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31400EU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         910 | PA      | $924.17       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  4703130566 | PA      | $42735.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13930000 | PA      | $13971660.87  | 0.38%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     3524000 | PA      | $3527279.72   | 0.10%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| University of California                                                  | University of California, Series 2012AD                                                                                       | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      425000 | PA      | $356631.85    | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd.                          | Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class A                                                   | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1103000 | PA      | $1105614.88   | 0.03%             | 2041-01-20      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                                                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1975911 | PA      | $1979607.82   | 0.05%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                  | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class C                                                           | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $138073.35    | 0.00%             | 2057-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      497685 | PA      | $506624.70    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                          | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class A1                                                                    | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250750.00    | 0.01%             | 2038-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78169 | PA      | $72108.85     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXII                                                           | Apidos CLO XXII, Series 2015-22A, Class CR                                                                                    | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251441.75    | 0.01%             | 2031-04-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class B                                                               | CUSIP: 95001QAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      429000 | PA      | $410804.39    | 0.01%             | 2051-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67901 | PA      | $62417.84     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      999762 | PA      | $873783.85    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36177Q6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54509 | PA      | $51018.46     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2017-C1, Class B                                                                                 | CUSIP: 07332VBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1863538.40   | 0.05%             | 2050-02-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     1623000 | PA      | $1693600.50   | 0.05%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8212000 | PA      | $8008945.49   | 0.22%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4563000 | PA      | $4677857.33   | 0.13%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2024-CES2, Class A1A                                                                  | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |      318813 | PA      | $319921.97    | 0.01%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2022-CSMO, Class B                                                                       | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      775000 | PA      | $780812.50    | 0.02%             | 2027-06-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5507000 | PA      | $5440468.45   | 0.15%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2022-NQM1, Class M1                                                                                         | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      596689 | PA      | $518530.80    | 0.01%             | 2066-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417GTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25034 | PA      | $22486.07     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD5, Class B                                                                                   | CUSIP: 12515HBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446000 | PA      | $428324.40    | 0.01%             | 2050-08-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                                                        | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      285000 | PA      | $284764.65    | 0.01%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1009949 | PA      | $925277.12    | 0.03%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                      | DBJPM Mortgage Trust, Series 2016-C1, Class A4                                                                                | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $236521.18    | 0.01%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     5268000 | PA      | $5498924.52   | 0.15%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                                                            | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      269000 | PA      | $273693.14    | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                                                                       | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $54642.62     | 0.00%             | 2052-11-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class B                                                               | CUSIP: 95001XBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2639000 | PA      | $2461070.18   | 0.07%             | 2052-05-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      243649 | PA      | $225115.74    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  4758113208 | PA      | $42582.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1793259.51   | 0.05%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                         | Homeward Opportunities Fund Trust, Series 2022-1, Class A1                                                                    | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2632040 | PA      | $2617673.82   | 0.07%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                                 | Sixth Street CLO XIV Ltd., Series 2019-14A, Class A1R2                                                                        | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      590000 | PA      | $589749.66    | 0.02%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                           | Sage AR Funding, Series 2025-1X, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      328000 | PA      | $452994.06    | 0.01%             | 2037-05-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366381 | PA      | $337450.63    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       79261 | PA      | $73077.02     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28899000 | PA      | $27184250.67  | 0.74%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1614377 | PA      | $1651828.88   | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series Q                                                                                                      | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     2527000 | PA      | $2144992.93   | 0.06%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1112000 | PA      | $1008485.52   | 0.03%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     2347730 | PA      | $151406.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      194000 | PA      | $179552.92    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443349 | PA      | $454735.48    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-VINO, Class D                                                                       | CUSIP: 05608KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2520000 | PA      | $2519212.46   | 0.07%             | 2038-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19477 | PA      | $19325.69     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                          | Winchester 1 plc, Series 1, Class D                                                                                           | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137138.03    | 0.00%             | 2056-10-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 46 Ltd.                                       | Octagon Investment Partners 46 Ltd., Series 2020-2A, Class BR                                                                 | CUSIP: 67577VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      710000 | PA      | $712137.81    | 0.02%             | 2036-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ares LIX CLO Ltd.                                                         | Ares LIX CLO Ltd., Series 2021-59A, Class A                                                                                   | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250792.55    | 0.01%             | 2034-04-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       63098 | PA      | $59089.04     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7513.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                                                               | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |     3824698 | PA      | $3849339.42   | 0.10%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                 | BXP Trust, Series 2021-601L, Class D                                                                                          | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      758000 | PA      | $593182.68    | 0.02%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2024-37A, Class B1                                                                                       | CUSIP: 67120AAE1<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |      310000 | PA      | $310721.22    | 0.01%             | 2037-10-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      613211 | PA      | $-8964.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                              | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR3                                                                       | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      930000 | PA      | $933577.99    | 0.03%             | 2037-04-28      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36294V5Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34719 | PA      | $35544.95     | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3051477 | PA      | $2865734.71   | 0.08%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      739499 | PA      | $678050.71    | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                     | FTA Consumo Santander, Series 7, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |      172622 | PA      | $203889.46    | 0.01%             | 2038-07-20      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd.                                                       | Elmwood CLO 38 Ltd., Series 2025-1A, Class A                                                                                  | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1370000 | PA      | $1368733.44   | 0.04%             | 2038-04-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1912601 | PA      | $1948227.29   | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      463340 | PA      | $430643.92    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      284290 | PA      | $271854.74    | 0.01%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1040532 | PA      | $836843.48    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X4GB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352258 | PA      | $346026.32    | 0.01%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1084000 | PA      | $881168.51    | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1309000 | PA      | $1135010.78   | 0.03%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      205582 | PA      | $200773.65    | 0.01%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3170438 | PA      | $2673347.71   | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5351000 | PA      | $4728412.92   | 0.13%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                           | Rad CLO 18 Ltd., Series 2023-18A, Class A1R                                                                                   | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250812.95    | 0.01%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Wildwood Park CLO Ltd.                                                    | Wildwood Park CLO Ltd., Series 2024-1A, Class A                                                                               | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      690000 | PA      | $692890.13    | 0.02%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                   | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1                                                                            | CUSIP: 89640LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250437.13    | 0.01%             | 2035-01-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                      | Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class A                                                               | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      366008 | PA      | $365429.89    | 0.01%             | 2039-10-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                                    | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B                                                            | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      410000 | PA      | $410551.00    | 0.01%             | 2037-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1639978.50   | 0.04%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17357 | PA      | $15466.86     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31272000 | PA      | $31434467.73  | 0.85%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      389010 | PA      | $352271.63    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4323000 | PA      | $4220959.43   | 0.11%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133WGB95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      215411 | PA      | $223916.62    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1943000 | PA      | $1979248.53   | 0.05%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-2, Class A1                                                                             | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |     3999330 | PA      | $4010496.95   | 0.11%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2074933 | PA      | $1763735.01   | 0.05%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3655000 | PA      | $2473913.65   | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                            | State of Texas, Series 2009A                                                                                                  | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     1235000 | PA      | $1270900.01   | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      195000 | PA      | $185960.73    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO 6 Ltd.                                                    | Halseypoint CLO 6 Ltd., Series 2022-6A, Class A1R                                                                             | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250973.43    | 0.01%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8216000 | PA      | $7628684.33   | 0.21%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1039000 | PA      | $1041815.89   | 0.03%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1316014 | PA      | $1111314.28   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                           | Cameron LNG LLC                                                                                                               | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2107925.86   | 0.06%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |    12080000 | PA      | $-91777.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28922 | PA      | $28110.32     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2064000 | PA      | $1898799.38   | 0.05%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      124489 | PA      | $124167.13    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33907 | PA      | $31313.17     | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      810000 | PA      | $791586.68    | 0.02%             | 2026-10-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM14, Class A1                                                                                        | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     2511815 | PA      | $2497335.54   | 0.07%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-27A, Class A2                                                                                   | CUSIP: 67402UAC0<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250368.28    | 0.01%             | 2037-10-22      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6667437 | PA      | $5726900.24   | 0.16%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030470<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22000 | PA      | $20975.16     | 0.00%             | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      622632 | PA      | $606031.01    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2017-H1, Class XD                                                                      | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3030000 | PA      | $108229.48    | 0.00%             | 2050-06-15      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-18A, Class D1R2                                                                                     | CUSIP: 671078BG7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250177.35    | 0.01%             | 2037-07-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO Ltd.                                                       | Myers Park CLO Ltd., Series 2018-1A, Class B1                                                                                 | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250551.85    | 0.01%             | 2030-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2020-1A, Class BRR                                                                                   | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248899.40    | 0.01%             | 2038-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                                                             | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1180000 | PA      | $1181888.00   | 0.03%             | 2038-01-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2021-FCMT, Class D                                                              | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1890000 | PA      | $1871424.14   | 0.05%             | 2031-05-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class A                                                                                  | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      274761 | PA      | $274497.00    | 0.01%             | 2051-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class A                                                                              | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      116250 | PA      | $116448.29    | 0.00%             | 2031-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174526 | PA      | $164010.80    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30173 | PA      | $29433.23     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding II CLO Ltd.                                                 | Cedar Funding II CLO Ltd., Series 2013-1A, Class ARR                                                                          | CUSIP: 15032TBE5<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |      710000 | PA      | $711643.72    | 0.02%             | 2034-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     6140000 | PA      | $6073919.36   | 0.16%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2016-96                                                  | CUSIP: 38379UZW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      718270 | PA      | $27067.00     | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                          | SLG Office Trust, Series 2021-OVA, Class A                                                                                    | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3510000 | PA      | $3078602.40   | 0.08%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180E5C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      129880 | PA      | $121117.17    | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                        | Exmoor Funding plc, Series 2024-1, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137027.53    | 0.00%             | 2094-03-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36198QTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39644 | PA      | $37516.29     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1181409 | PA      | $1191383.33   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17389800 | PA      | $16776401.93  | 0.46%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3556191 | PA      | $3022827.10   | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      558000 | PA      | $580814.54    | 0.02%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                                                       | Generate CLO 9 Ltd., Series 9A, Class AR                                                                                      | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |      690000 | PA      | $692067.86    | 0.02%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                                                                 | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131749 | PA      | $129168.72    | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5415000 | PA      | $5509530.09   | 0.15%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180DPF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       97417 | PA      | $90844.17     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -532000 | PA      | $-539771.07   | -0.01%            | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L6BK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      661208 | PA      | $533422.00    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $230230.96    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     3768000 | PA      | $3679946.96   | 0.10%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Assistance Loan Trust                   | Structured Asset Securities Corp. Assistance Loan Trust, Series 2003-AL1, Class A                                             | CUSIP: 86359AME0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30137 | PA      | $29937.54     | 0.00%             | 2031-04-25      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2095496 | PA      | $1768566.57   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OZLM XXII Ltd.                                                            | OZLM XXII Ltd., Series 2018-22A, Class A1                                                                                     | CUSIP: 67111VAC0<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |       32466 | PA      | $32466.21     | 0.00%             | 2031-01-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XX                                                             | Apidos CLO XX, Series 2015-20A, Class A1RA                                                                                    | CUSIP: 03765LAP7<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |      180167 | PA      | $180419.58    | 0.00%             | 2031-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                       | Homeward Opportunities Fund I Trust, Series 2020-2, Class B1                                                                  | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $149492.15    | 0.00%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                        | A&D Mortgage Trust, Series 2024-NQM5, Class M1                                                                                | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      380000 | PA      | $385062.78    | 0.01%             | 2069-11-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Dryden 104 CLO Ltd.                                                       | Dryden 104 CLO Ltd., Series 2022-104A, Class A1R                                                                              | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      690000 | PA      | $691701.68    | 0.02%             | 2034-08-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2021-3A, Class AR                                                                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $850491.30    | 0.02%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67656 | PA      | $66263.80     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65880 | PA      | $63694.37     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                      | Ellington Financial Mortgage Trust, Series 2025-INV1, Class A1                                                                | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5373290 | PA      | $5387056.01   | 0.15%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22448700 | PA      | $20957089.17  | 0.57%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                             | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                                                                     | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |     1770000 | PA      | $1775493.20   | 0.05%             | 2037-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                               | Last Mile Securities PE DAC, Series 2021-1X, Class D                                                                          | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |      872820 | PA      | $1028445.08   | 0.03%             | 2031-08-17      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-NQM3, Class A1B                                                                                       | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1589000 | PA      | $1551383.76   | 0.04%             | 2067-03-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO LLC                                                    | Southwick Park CLO LLC, Series 2019-4A, Class A1R                                                                             | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      239084 | PA      | $239423.73    | 0.01%             | 2032-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10408000 | PA      | $6402952.79   | 0.17%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2055232.52   | 0.06%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12773000 | PA      | $12224501.58  | 0.33%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class D1                                                         | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      233000 | PA      | $211165.83    | 0.01%             | 2048-12-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| BlackRock ETF Trust II                                                    | iShares AAA CLO Active ETF                                                                                                    | CUSIP: 092528504<br>LEI: 529900KNSFG5S5J6YP44 | Long             |  | RF                | US        |      100000 | NS      | $5192000.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9000.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMUR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3828361 | PA      | $3418421.08   | 0.09%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO Ltd.                                                      | Cayuga Park CLO Ltd., Series 2020-1A, Class AR                                                                                | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |      690000 | PA      | $691134.71    | 0.02%             | 2034-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4453000 | PA      | $4556519.43   | 0.12%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXII DAC                                                        | Avoca CLO XXII DAC, Series 22X, Class B1                                                                                      | CUSIP: N/A<br>LEI: 5493000BN1WPGQDK4X78       | Long             | ABS-CBDO         | CORP              | IE        |      200000 | PA      | $233826.54    | 0.01%             | 2035-04-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Dryden 50 Senior Loan Fund                                                | Dryden 50 Senior Loan Fund, Series 2017-50A, Class B                                                                          | CUSIP: 262431AD1<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250666.90    | 0.01%             | 2030-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3594879 | PA      | $2854940.10   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd.                                | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A                                                          | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |      851742 | PA      | $852593.79    | 0.02%             | 2033-04-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     1294800 | PA      | $60553.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1011000 | PA      | $759710.77    | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98901 | PA      | $91064.07     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INV Mortgage Trust                                                        | INV Mortgage Trust, Series 2024-IND, Class A                                                                                  | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $959451.55    | 0.03%             | 2041-11-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQGC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      909618 | PA      | $901355.08    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd.                                            | Madison Park Funding XXIV Ltd., Series 2016-24A, Class BR2                                                                    | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249953.58    | 0.01%             | 2029-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                                   | Pony SA, Series 2024-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $117901.96    | 0.00%             | 2033-01-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      773891 | PA      | $796526.82    | 0.02%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D                                                                  | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199000 | PA      | $190654.56    | 0.01%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                              | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      187000 | PA      | $191726.26    | 0.01%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2898245 | PA      | $2312526.55   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2016-3A, Class A1R2                                                                             | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      238839 | PA      | $239078.77    | 0.01%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1813307 | PA      | $1817840.27   | 0.05%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |        6807 | PA      | $7035.58      | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22719 | PA      | $22391.09     | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                        | Exmoor Funding plc, Series 2024-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |      110000 | PA      | $152392.85    | 0.00%             | 2094-03-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 3617ALXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38880 | PA      | $37960.75     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                                                         | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1084000 | PA      | $1123846.55   | 0.03%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9032944 | PA      | $7630600.88   | 0.21%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2865715 | PA      | $2417566.48   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dryden 55 CLO Ltd.                                                        | Dryden 55 CLO Ltd., Series 2018-55A, Class A1                                                                                 | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      317179 | PA      | $317772.23    | 0.01%             | 2031-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H8AS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25977 | PA      | $25297.34     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7897000 | PA      | $8153467.79   | 0.22%             | 2055-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KSL Trust 2025-MAK                                                        | KSL Trust                                                                                                                     | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1313000 | PA      | $1338871.56   | 0.04%             | 2030-06-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      110523 | PA      | $102866.93    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     9640000 | PA      | $8829710.57   | 0.24%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class D                                                                       | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103171.22    | 0.00%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M6SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25029 | PA      | $23464.09     | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                            | SELF Commercial Mortgage Trust, Series 2024-STRG, Class A                                                                     | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $654207.06    | 0.02%             | 2034-11-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                               | Visio Trust, Series 2020-1, Class M1                                                                                          | CUSIP: 92837KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1919904.00   | 0.05%             | 2055-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5132000 | PA      | $4925791.06   | 0.13%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2372000 | PA      | $2222564.85   | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1996000 | PA      | $1760587.27   | 0.05%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3572.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                                                  | Regatta VII Funding Ltd., Series 2016-1A, Class A1R2                                                                          | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |      720000 | PA      | $721895.69    | 0.02%             | 2034-06-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust                                          | Onemain Financial Issuance Trust, Series 2025-1A, Class D                                                                     | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      421000 | PA      | $424952.97    | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55645 | PA      | $55569.75     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X8XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40564 | PA      | $39826.63     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313236 | PA      | $308837.11    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180344 | PA      | $161168.83    | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                             | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class D                                                                      | CUSIP: 78398EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101000 | PA      | $99739.82     | 0.00%             | 2035-03-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GW4L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16995 | PA      | $16528.24     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2019-H6, Class XB                                                                      | CUSIP: 61769JBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5210000 | PA      | $130173.41    | 0.00%             | 2052-06-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27526 | PA      | $26747.68     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                 | LBA Trust, Series 2024-BOLT, Class A                                                                                          | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2540000 | PA      | $2541583.44   | 0.07%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3455950 | PA      | $2914406.13   | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1496131.74   | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36189MS74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26535 | PA      | $24799.68     | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.                                      | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class A1                                                               | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      461871 | PA      | $462474.94    | 0.01%             | 2038-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                             | Taurus UK DAC, Series 2025-UK2X, Class C                                                                                      | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      448648 | PA      | $610910.55    | 0.02%             | 2035-02-18      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                                                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      853000 | PA      | $808315.41    | 0.02%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                           | Madison Park Funding XXVII Ltd., Series 2018-27A, Class A1R                                                                   | CUSIP: 55820YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249907.68    | 0.01%             | 2038-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      735000 | PA      | $748417.38    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1654000 | PA      | $1244595.27   | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66021 | PA      | $62072.99     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1188279 | PA      | $1048314.27   | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                    | GSAA Home Equity Trust, Series 2006-5, Class 2A1                                                                              | CUSIP: 362334GR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      414018 | PA      | $131791.50    | 0.00%             | 2036-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      247229 | PA      | $231180.16    | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                            | Embraer Netherlands Finance BV                                                                                                | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      832000 | PA      | $854505.60    | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TIAA CLO III Ltd.                                                         | TIAA CLO III Ltd., Series 2017-2A, Class A                                                                                    | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |      174911 | PA      | $174961.86    | 0.00%             | 2031-01-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      386086 | PA      | $363040.12    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                          | OneMain Financial Issuance Trust, Series 2020-2A, Class D                                                                     | CUSIP: 682696AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1410000 | PA      | $1341290.84   | 0.04%             | 2035-09-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10572 | PA      | $9922.13      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                 | SHR Trust, Series 2024-LXRY, Class D                                                                                          | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      358000 | PA      | $357776.25    | 0.01%             | 2041-10-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      890000 | PA      | $922560.27    | 0.03%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                   | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                                                             | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $361192.00    | 0.01%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                              | Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class D                                                        | CUSIP: 63874TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $280870.08    | 0.01%             | 2038-08-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2064000 | PA      | $1978537.50   | 0.05%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8383980 | PA      | $526697.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162434 | PA      | $162334.08    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-1A, Class A1R                                                                                  | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      960000 | PA      | $962400.00    | 0.03%             | 2038-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| European Union                                                            | European Union, Series NGEU                                                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    29189956 | PA      | $29509701.29  | 0.80%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-LBA6, Class A                                                                                           | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      252000 | PA      | $251842.50    | 0.01%             | 2039-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6916000 | PA      | $6180906.80   | 0.17%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                               | PRKCM Trust, Series 2021-AFC2, Class A1                                                                                       | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      232250 | PA      | $205651.65    | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XV                                                             | Apidos CLO XV, Series 2013-15A, Class A1RR                                                                                    | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |      135904 | PA      | $136074.47    | 0.00%             | 2031-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $1753356.23   | 0.05%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      860000 | PA      | $817535.81    | 0.02%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2811847 | PA      | $2514525.60   | 0.07%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25459 | PA      | $24805.29     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8383980 | PA      | $557821.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    20070000 | PA      | $19711694.71  | 0.53%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50815 | PA      | $51980.53     | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22466.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XII Ltd.                                              | MidOcean Credit CLO XII Ltd., Series 2023-12A, Class A1R                                                                      | CUSIP: 59803TAQ4<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |      760000 | PA      | $760855.00    | 0.02%             | 2036-04-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd.                                               | OHA Credit Partners XI Ltd., Series 2015-11A, Class A1R2                                                                      | CUSIP: 67109FAU9<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $301120.29    | 0.01%             | 2037-04-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1343000 | PA      | $1307483.95   | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138XTR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      345636 | PA      | $340486.41    | 0.01%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2015-C4, Class D                                                                      | CUSIP: 12635RBE7<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |     1270000 | PA      | $1234416.76   | 0.03%             | 2048-11-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1721000 | PA      | $1633355.18   | 0.04%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A04K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      448041 | PA      | $408679.82    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91484 | PA      | $85822.64     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JQEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      115784 | PA      | $113566.50    | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                      | DBJPM Mortgage Trust, Series 2017-C6, Class XD                                                                                | CUSIP: 23312JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3040000 | PA      | $49836.88     | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2022-1, Class B                                                                    | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151000 | PA      | $149074.03    | 0.00%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20489.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     5887000 | PA      | $6086966.26   | 0.17%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -90 | NC      | $163473.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153758 | PA      | $144547.92    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JAST3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70537 | PA      | $66164.94     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032476<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -1004000 | PA      | $-968753.29   | -0.03%            | 2040-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3693013 | PA      | $3110307.67   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2218793 | PA      | $1790851.96   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                          | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1186209.32   | 0.03%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $570043.89    | 0.02%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7462800 | PA      | $7110649.13   | 0.19%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1466247 | PA      | $73040.20     | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFBR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1324429 | PA      | $1188919.51   | 0.03%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      484026 | PA      | $386511.26    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                   | Mila BV, Series 2024-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |      100000 | PA      | $117793.12    | 0.00%             | 2041-09-16      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| KKR CLO 33 Ltd.                                                           | KKR CLO 33 Ltd., Series 33A, Class A                                                                                          | CUSIP: 48254QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250435.98    | 0.01%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36180DVB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37899 | PA      | $35329.56     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2078621 | PA      | $1916488.56   | 0.05%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                          | Great Wolf Trust, Series 2024-WOLF, Class A                                                                                   | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      624000 | PA      | $624975.00    | 0.02%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7669000 | PA      | $7872455.50   | 0.21%             | 2055-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147227 | PA      | $142110.71    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1063000 | PA      | $996382.60    | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2025-40A, Class A                                                                                        | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      610000 | PA      | $609087.62    | 0.02%             | 2038-04-16      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| RAD CLO 27 Ltd.                                                           | Rad CLO 27 Ltd., Series 2024-27A, Class A1                                                                                    | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250735.50    | 0.01%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                               | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E                                                         | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $479530.50    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-AA, Class B                                                                       | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      281000 | PA      | $286127.29    | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2021-BN33, Class XA                                                                                              | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12163173 | PA      | $507901.28    | 0.01%             | 2064-05-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                         | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       86786 | PA      | $103036.68    | 0.00%             | 2036-12-29      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300771 | PA      | $277583.77    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     4059000 | PA      | $-18796.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      456358 | PA      | $428754.48    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                 | HIH Trust, Series 2024-61P, Class A                                                                                           | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660120 | PA      | $660532.61    | 0.02%             | 2041-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class C                                                                                               | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1440000 | PA      | $1418239.01   | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dryden 65 CLO Ltd.                                                        | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                  | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250517.15    | 0.01%             | 2030-07-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      436229 | PA      | $425002.09    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class A3FL                                                            | CUSIP: 94989YBG7<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |      374905 | PA      | $374010.42    | 0.01%             | 2059-01-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A                                              | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      899312 | PA      | $773953.96    | 0.02%             | 2035-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80699 | PA      | $79769.21     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307MQX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49394 | PA      | $47463.52     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM 29 Ltd.                                                               | LCM 29 Ltd., Series 29A, Class AR                                                                                             | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      138106 | PA      | $138249.86    | 0.00%             | 2031-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254868 | PA      | $241106.65    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1640000 | PA      | $1128012.50   | 0.03%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                    | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      487000 | PA      | $363680.65    | 0.01%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2747000 | PA      | $1930368.27   | 0.05%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                                                                      | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       80788 | PA      | $75487.69     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** BlackRock Funds V

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer