# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-038307
**Filing Date:** 2026-4
**Character Count:** 474983
**Document Hash:** 00bf14634ace351121abefc25d1d00f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-038307.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0001410368-26-038307

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001081400

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 26876905

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4255

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO FUNDS TRUST
- **DATE OF NAME CHANGE:** 19990308

## Series and Classes Contracts Data

### Allspring Core Plus Bond Fund (Series ID: S000007418)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000020358 | Class A             | STYAX           |
| C000020360 | Class C             | WFIPX           |
| C000064985 | Institutional Class | WIPIX           |
| C000092792 | Administrator Class | WIPDX           |
| C000176628 | Class R6            | STYJX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ALLSPRING FUNDS TRUST

- **b. Investment Company Act file number:** 811-09253

- **c. CIK number of Registrant:** 0001081400

- **d. LEI of Registrant:** 549300XROIY0CTN7RZ24

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

  - **Street Address 1:** 1415 Vantage Park Drive

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28203

  - **Telephone number:** 833-568-4255

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

- **a. Name of Series:** Allspring Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000007418

- **c. LEI of Series:** 549300CQQ2DZO0F86234

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11326418639.75

**Total Liabilities:** $494604810.83

**Net Assets:** $10831813828.92

**Delayed Delivery Securities:** $304700306.01

**Cash Not Reported:** $41036218.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9099.26000000 | **1-Year:** -213324.01000000 | **5-Year:** -736756.21000000 | **10-Year:** -948717.74000000 | **30-Year:** -532358.80000000

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

- **3-Month:** -3943.35000000 | **1-Year:** -104912.42000000 | **5-Year:** -251726.58000000 | **10-Year:** -95260.33000000 | **30-Year:** -20974.48000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020360 | -0.23%               | 0.35%                | 1.44%                |
| Class ID C000092792 | -0.15%               | 0.41%                | 1.42%                |
| Class ID C000064985 | -0.13%               | 0.43%                | 1.52%                |
| Class ID C000176628 | -0.12%               | 0.35%                | 1.53%                |
| Class ID C000020358 | -0.16%               | 0.41%                | 1.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1182707.12             | $-53385960.06                              |
| Month 2  | $-75463.10               | $20340916.39                               |
| Month 3  | $12124215.02             | $85528008.53                               |

**Designated Index Information**

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

- **Index Identifier:** agg_returns

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Lafayette Federal Credit Union Asset Trust 2026-HI1                                 | Lafayette Federal Credit Union Asset Trust 2026-HI1                                                                    | CUSIP: 50625BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11945000 | PA      | $12041517.99  | 0.11%             | 2046-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $7113474.10   | 0.07%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26465000 | PA      | $27523501.02  | 0.25%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                            | African Export-Import Bank/The                                                                                         | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |     16800000 | PA      | $15210233.30  | 0.14%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       598825 | PA      | $577829.66    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7937888 | PA      | $6891450.12   | 0.06%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bastion Funding LLC                                                                 | Bastion Funding I LLC                                                                                                  | CUSIP: 07030UAA0<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-O            | CORP              | US        |      7669215 | PA      | $7738821.19   | 0.07%             | 2038-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     23100000 | PA      | $23919182.83  | 0.22%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                 | NatWest Markets PLC                                                                                                    | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      4135000 | PA      | $4079583.14   | 0.04%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                                 | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      8610000 | PA      | $3551625.00   | 0.03%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                                                             | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      9340000 | PA      | $9856081.70   | 0.09%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 210000000000 | PA      | $49399717.16  | 0.46%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-380344.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2024-HE2                                                                                                   | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5030693 | PA      | $5175639.02   | 0.05%             | 2054-05-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       183353 | PA      | $183405.50    | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                                    | NMEF Funding 2026-A LLC                                                                                                | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3905000 | PA      | $3931174.82   | 0.04%             | 2034-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                                | FS Rialto 2026-FL11 Issuer LLC                                                                                         | CUSIP: 30343TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23520000 | PA      | $23600899.39  | 0.22%             | 2044-01-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                    | Transurban Finance Co. Pty. Ltd.                                                                                       | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $3738768.44   | 0.03%             | 2033-04-26      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                                                                 | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2350000 | PA      | $2402367.40   | 0.02%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13975000 | PA      | $14357088.94  | 0.13%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21075426 | PA      | $21543261.13  | 0.20%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                                  | Aqua Finance Trust 2021-A                                                                                              | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1492794 | PA      | $1385536.38   | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                                                | Raiffeisen Bank International AG                                                                                       | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      5900000 | PA      | $7395390.21   | 0.07%             | 2032-12-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2026-NQM1                                                                                           | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |      9762888 | PA      | $9780274.77   | 0.09%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                              | Adient Global Holdings Ltd                                                                                             | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      5870000 | PA      | $6160635.44   | 0.06%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                                                         | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     19395000 | PA      | $19749862.36  | 0.18%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                                                             | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3288000 | PA      | $3303203.71   | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XJGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32060606 | PA      | $31892086.57  | 0.29%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15782816 | PA      | $13936681.58  | 0.13%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3767 | NC      | $1142056.46   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      7290000 | PA      | $7584046.96   | 0.07%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                               | Bonos de la Tesoreria de la Republica en pesos                                                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  11700000000 | PA      | $13626226.05  | 0.13%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                   | EUSHI Finance Inc                                                                                                      | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11345000 | PA      | $11976746.33  | 0.11%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                     | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8405000 | PA      | $8403369.43   | 0.08%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                       | LGI Homes Inc                                                                                                          | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       710000 | PA      | $740787.02    | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     19140000 | PA      | $25852150.84  | 0.24%             | 2027-03-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                                                                    | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      3365000 | PA      | $3447010.77   | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                                                                    | CUSIP: 17287HAA8<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      8215000 | PA      | $8212918.07   | 0.08%             | 2026-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     25005000 | PA      | $24922038.41  | 0.23%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                                | Lorca Telecom Bondco SA                                                                                                | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       744681 | PA      | $880740.33    | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                           | Kroger Co/The                                                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     11625000 | PA      | $11237926.44  | 0.10%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                                                | Ciudad Autonoma De Buenos Aires/Government Bonds                                                                       | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     11515000 | PA      | $11790669.10  | 0.11%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114270636 | PA      | $95111641.63  | 0.88%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                             | Delta Air Lines 2020-1 Class AA Pass Through Trust                                                                     | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2634199 | PA      | $2525376.67   | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                           | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12345000 | PA      | $12510435.35  | 0.12%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                                                          | HAVN Trust 2025-MOB                                                                                                    | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16880000 | PA      | $16848350.00  | 0.16%             | 2035-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                               | TRK 2021-INV1 Trust                                                                                                    | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1372893 | PA      | $1256594.22   | 0.01%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| MODIVCARE TOPCO LLC                                                                 | MODIVCARE TOPCO LLC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       413952 | NS      | $2328480.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |     10350000 | PA      | $10500760.41  | 0.10%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50176000 | PA      | $50356320.00  | 0.46%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| ACREC LLC                                                                           | Acrec 2025 Fl 3 LLC                                                                                                    | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9300000 | PA      | $9290569.71   | 0.09%             | 2042-08-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62060000 | PA      | $61953334.38  | 0.57%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4909103 | PA      | $4505287.83   | 0.04%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2480000 | PA      | $2587829.80   | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44837467 | PA      | $45824763.33  | 0.42%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140EXJD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       134386 | PA      | $139596.22    | 0.00%             | 2046-05-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3138WEKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        61035 | PA      | $58877.05     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30480000 | PA      | $26551155.43  | 0.25%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     12630000 | PA      | $12702905.41  | 0.12%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                                | Western Union Co/The                                                                                                   | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      7885000 | PA      | $7903260.16   | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12074098.44  | 0.11%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       556647 | PA      | $545670.80    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Trust 2013-IVR2                                                                                                   | CUSIP: 12646WAU8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       344069 | PA      | $313886.77    | 0.00%             | 2043-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31411AKM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1002 | PA      | $1054.17      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-3                                                                                            | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       682001 | PA      | $683517.75    | 0.01%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C5                                                                                  | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1140000 | PA      | $1121585.69   | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $5983918.42   | 0.06%             | 2028-09-23      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                      | ICG US CLO 2014-1 Ltd                                                                                                  | CUSIP: 44928XBG8<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |      4400000 | PA      | $4400000.00   | 0.04%             | 2034-10-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                                  | Santos Finance Ltd                                                                                                     | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     14000000 | PA      | $14315595.70  | 0.13%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                                       | Vanguard Intermediate-Term Corporate Bond ETF                                                                          | CUSIP: 92206C870<br>LEI: VKDXEYNPEMWGHJ22MR31 | Long             | EC               | RF                | US        |       620486 | NS      | $52567573.92  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133A8B63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       610977 | PA      | $563200.82    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15720000 | PA      | $14178711.85  | 0.13%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                                                                  | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     16530000 | PA      | $16461859.37  | 0.15%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QPFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4155294 | PA      | $3920662.79   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3965000 | PA      | $4019475.93   | 0.04%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132E0M82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18945546 | PA      | $19420942.49  | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140KSZZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21717777 | PA      | $18006654.68  | 0.17%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     19380000 | PA      | $18969633.15  | 0.18%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                                              | Air Canada 2020-1 Class C Pass Through Trust                                                                           | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $4083650.40   | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31412TQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        64159 | PA      | $65184.74     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-HE1                                                                                                   | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2698850 | PA      | $2746876.89   | 0.03%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XJHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3954554 | PA      | $3927146.43   | 0.04%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10875647 | PA      | $11108945.49  | 0.10%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                                                   | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     25895000 | PA      | $25929958.25  | 0.24%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                      | Eli Lilly & Co                                                                                                         | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     11415000 | PA      | $11555819.89  | 0.11%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                          | Allianz SE                                                                                                             | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      3600000 | PA      | $3681032.40   | 0.03%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418ELN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11789728 | PA      | $11536255.16  | 0.11%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                      | Czech Republic Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    502060000 | PA      | $25888445.97  | 0.24%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       147461 | PA      | $152354.88    | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                                      | Becle SAB de CV                                                                                                        | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     13625000 | PA      | $11952653.88  | 0.11%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XLQV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7535470 | PA      | $7351499.85   | 0.07%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9175000 | PA      | $9605390.08   | 0.09%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       483403 | PA      | $464017.86    | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140EWZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       110315 | PA      | $109069.86    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                       | VistaJet Malta Finance PLC 2025 Term Loan B                                                                            | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |       440550 | PA      | $440827.55    | 0.00%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31402QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6985 | PA      | $7219.82      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C25                                                                                         | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14415000 | PA      | $15195831.72  | 0.14%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Hipgnosis Music Assets LP                                                           | Hipgnosis Music Assets 2022-1 LP                                                                                       | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15171882 | PA      | $15159818.76  | 0.14%             | 2062-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                                                                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     13820000 | PA      | $14179207.37  | 0.13%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GSJP Trust                                                                          | GSJP Trust 2025-BEDS                                                                                                   | CUSIP: 362946AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15435000 | PA      | $15419632.91  | 0.14%             | 2042-12-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Educational Services of America Inc                                                 | Edsouth Indenture No 9 LLC                                                                                             | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       260134 | PA      | $259244.86    | 0.00%             | 2056-10-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                           | SHR Trust 2024-LXRY                                                                                                    | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2080000 | PA      | $2099096.48   | 0.02%             | 2041-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund III LLC                                                                                             | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15223130 | PA      | $15429367.15  | 0.14%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | ACHM Trust 2025-HE1                                                                                                    | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13104998 | PA      | $13482575.61  | 0.12%             | 2055-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                                                   | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     11170000 | PA      | $11136490.00  | 0.10%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7235000 | PA      | $7444410.93   | 0.07%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2024-NQM3                                                                                                         | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10223209 | PA      | $10262931.08  | 0.09%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                                                                   | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     10000000 | PA      | $9933963.70   | 0.09%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                        | Danaher Corp                                                                                                           | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2338806.51   | 0.02%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                                 | BHMS Commercial Mortgage Trust 2025-ATLS                                                                               | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8570000 | PA      | $8596872.95   | 0.08%             | 2042-08-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66552593 | PA      | $55518819.59  | 0.51%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                                                 | Repsol International Finance BV                                                                                        | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $588242.52    | 0.01%             | 2026-12-22      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                                                              | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     12825000 | PA      | $13582583.01  | 0.13%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                                                    | TUI Cruises GmbH                                                                                                       | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1707335.33   | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                             | Basin Electric Power Cooperative                                                                                       | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7548647.93   | 0.07%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                                                         | CHNGE Mortgage Trust 2022-2                                                                                            | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       964407 | PA      | $962134.32    | 0.01%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3575000 | PA      | $3835310.05   | 0.04%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QVPC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50285862 | PA      | $52221700.42  | 0.48%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                             | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $6851954.18   | 0.06%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                                                        | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |      1500000 | PA      | $1518083.10   | 0.01%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2024-10                                                                                       | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |      8237948 | PA      | $8289888.70   | 0.08%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     19810000 | PA      | $19786770.99  | 0.18%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                                                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4975000 | PA      | $4781086.94   | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                             | Wintershall Dea Finance 2 BV                                                                                           | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5710484.34   | 0.05%             | 2028-07-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-NQM1 Trust                                                                                                    | CUSIP: 55283FAB4<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      1476139 | PA      | $1397341.46   | 0.01%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XQJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13569925 | PA      | $12811394.00  | 0.12%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                                     | Venture 44 CLO Ltd                                                                                                     | CUSIP: 92332KAQ4<br>LEI: 5493005RF0X3GB54HH60 | Long             | ABS-CBDO         | CORP              | KY        |      4650000 | PA      | $4652887.65   | 0.04%             | 2034-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                             | Duke Energy Indiana LLC                                                                                                | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      8165000 | PA      | $7902760.20   | 0.07%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6597564 | PA      | $6545677.96   | 0.06%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                                                             | Blue Bridge Funding 2023-1 LLC                                                                                         | CUSIP: 09531MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1168000 | PA      | $1191644.52   | 0.01%             | 2030-11-15      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                                                   | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     11850000 | PA      | $12488267.78  | 0.12%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                             | United Airlines 2023-1 Class A Pass Through Trust                                                                      | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6460906 | PA      | $6855331.18   | 0.06%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                    | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1881402.80   | 0.02%             | 2030-09-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DI Issuer LLC                                                                       | DI Issuer LLC                                                                                                          | CUSIP: 23292FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15500000 | PA      | $15633751.05  | 0.14%             | 2054-09-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                                                       | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     22885312 | PA      | $23243858.98  | 0.21%             | 2054-06-05      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                            | Bayer AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5859955.10   | 0.05%             | 2079-11-12      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |            1 | NC      | $1868950.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | Enel Finance International NV                                                                                          | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1188954.30   | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG4                                                                      | CUSIP: 79581UAA2<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |      6535848 | PA      | $6854453.88   | 0.06%             | 2053-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140EBEL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       123733 | PA      | $128427.03    | 0.00%             | 2046-03-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Fannie Mae Trust 2003-W8                                                                                               | CUSIP: 31393CX81<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |        41159 | PA      | $41791.25     | 0.00%             | 2042-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                                              | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                 | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |      8850000 | PA      | $8754623.82   | 0.08%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                                                              | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      9050000 | PA      | $9038911.04   | 0.08%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC                                                                                                   | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300000 | PA      | $1326150.15   | 0.01%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                                                                    | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     28295000 | PA      | $28022954.33  | 0.26%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1908414.08   | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSMLT TRUST                                                                         | CSMLT 2015-1 Trust                                                                                                     | CUSIP: 12592UAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1725610 | PA      | $1657751.14   | 0.02%             | 2045-05-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8629217 | PA      | $8539966.83   | 0.08%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                            | SMBC Aviation Capital Finance DAC                                                                                      | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      5140000 | PA      | $5276266.95   | 0.05%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ModivCare Buyer LLC                                                                 | ModivCare Buyer LLC Takeback Term Loan                                                                                 | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |      3062557 | PA      | $2817552.72   | 0.03%             | 2032-12-30      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                                | Cincinnati Financial Corp                                                                                              | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     12735000 | PA      | $13758826.89  | 0.13%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                         | Aker BP ASA                                                                                                            | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      8035000 | PA      | $7546740.85   | 0.07%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                                                     | Cogent Ipv4 LLC                                                                                                        | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12370000 | PA      | $12932619.76  | 0.12%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VOLT                                                                                                     | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25900000 | PA      | $25948451.13  | 0.24%             | 2044-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       448620 | PA      | $406600.59    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                                                                    | CUSIP: 44148HAA1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |     16750000 | PA      | $16896867.35  | 0.16%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                                                                    | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |       525246 | PA      | $479243.02    | 0.00%             | 2051-06-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2017-4                                                                                       | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |       277124 | PA      | $272896.08    | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer LLC                                                                                                  | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7620000 | PA      | $7358780.30   | 0.07%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16853000 | PA      | $17663298.48  | 0.16%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1055000 | PA      | $1055873.54   | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                                                            | Jimmy Johns Funding LLC                                                                                                | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2305750 | PA      | $2306705.96   | 0.02%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                          | Australia Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     39850000 | PA      | $27686857.25  | 0.26%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2022-FL8 Ltd                                                                                                       | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8750000 | PA      | $8733152.66   | 0.08%             | 2037-02-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                                            | Colombia Telecomunicaciones SA ESP                                                                                     | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |      4095000 | PA      | $3836646.45   | 0.04%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                                                                 | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10674697 | PA      | $10905410.34  | 0.10%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                               | Brooklyn Union Gas Co/The                                                                                              | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |      8755000 | PA      | $9497644.10   | 0.09%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     23725000 | PA      | $24627229.48  | 0.23%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-147263.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2019-GS1                                                                                 | CUSIP: 59981BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4592000 | PA      | $4288877.03   | 0.04%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                            | Anheuser-Busch InBev SA/NV                                                                                             | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4652000.09   | 0.04%             | 2027-07-01      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2024-NQM4                                                                                           | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-MBS          | CORP              | US        |      2299189 | PA      | $2311609.07   | 0.02%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                          | SDAL Trust 2025-DAL                                                                                                    | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4740000 | PA      | $4749995.71   | 0.04%             | 2042-04-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund                                          | Oak Street Investment Grade Net Lease Fund Series 2020-1                                                               | CUSIP: 67181DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3325000 | PA      | $1832893.62   | 0.02%             | 2050-11-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Financial Asset Securitization Inc.                                                 | Financial Asset Sec Inc Mort Part Securities Ser 1997-namc2                                                            | CUSIP: 31738VCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15908 | PA      | $2.48         | 0.00%             | 2027-07-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     13985000 | PA      | $13086707.79  | 0.12%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM 37 Ltd                                                                                                             | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2755664 | PA      | $2755650.69   | 0.03%             | 2034-04-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21191451 | PA      | $17566205.90  | 0.16%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65580000 | PA      | $51659620.64  | 0.48%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000000 | PA      | $3628291.50   | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                            | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      7530000 | PA      | $7660559.21   | 0.07%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                                            | Universal Music Group NV                                                                                               | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $4658137.99   | 0.04%             | 2031-06-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2023-CES1                                                                                    | CUSIP: 89181XAM3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      5738725 | PA      | $5758166.76   | 0.05%             | 2063-07-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    123224000 | PA      | $126304600.00 | 1.17%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                                          | Unum Group                                                                                                             | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      8788000 | PA      | $7291062.63   | 0.07%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                         | CHNGE Mortgage Trust 2022-1                                                                                            | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4600805 | PA      | $4504768.10   | 0.04%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XL6T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30638738 | PA      | $25501818.71  | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2025-1 LLC                                                                                      | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4496850 | PA      | $4547764.24   | 0.04%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5KU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10433805 | PA      | $10322700.41  | 0.10%             | 2055-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10600000 | PA      | $10769947.57  | 0.10%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     10380000 | PA      | $10370202.94  | 0.10%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                                | Protective Life Corp                                                                                                   | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     11090000 | PA      | $11197652.52  | 0.10%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                        | Comcast Corp                                                                                                           | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      9905000 | PA      | $10142268.53  | 0.09%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8495000 | PA      | $8696756.25   | 0.08%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        89717 | PA      | $91651.01     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                | Jacobs Solutions Inc                                                                                                   | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     16145000 | PA      | $16169569.62  | 0.15%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                          | Hasbro Inc                                                                                                             | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      8525000 | PA      | $9153994.11   | 0.08%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | ADMT 2024-NQM6                                                                                                         | CUSIP: 00249YAD8<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |       651140 | PA      | $657165.32    | 0.01%             | 2070-01-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                                                                   | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     16755000 | PA      | $16785851.48  | 0.15%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      9165000 | PA      | $9265762.21   | 0.09%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2021-1 LLC                                                                                      | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1673739 | PA      | $1652699.21   | 0.02%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                             | Schlumberger Holdings Corp                                                                                             | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     11430000 | PA      | $11633835.65  | 0.11%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2021-SFR2 Trust                                                                                         | CUSIP: 33767TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8675000 | PA      | $8537343.37   | 0.08%             | 2038-09-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                                            | Freddie Mac Structured Pass-Through Certificates                                                                       | CUSIP: 31392MH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       686234 | PA      | $748786.63    | 0.01%             | 2042-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                                                          | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      7925000 | PA      | $8298372.98   | 0.08%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183849000 | PA      | $185055509.06 | 1.71%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     23000000 | PA      | $22204543.39  | 0.20%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12224172 | PA      | $11582697.50  | 0.11%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                              | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      2950000 | PA      | $3585716.40   | 0.03%             | 2033-01-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $411009.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4238837 | PA      | $4271032.77   | 0.04%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                                               | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16163870 | PA      | $16315729.08  | 0.15%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                                                  | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       491250 | PA      | $439301.05    | 0.00%             | 2051-08-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                                                        | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18210000 | PA      | $18658951.16  | 0.17%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | FREED Mortgage Trust 2022-HE1                                                                                          | CUSIP: 35634KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4467043 | PA      | $4597591.90   | 0.04%             | 2037-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                               | CUSIP: 38373MU99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       214747 | PA      | $1997.23      | 0.00%             | 2050-02-16      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                                           | Avant Loans Funding Trust 2024-REV1                                                                                    | CUSIP: 05352UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1240000 | PA      | $1243856.15   | 0.01%             | 2033-10-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2019-RPL1 Trust                                                                                                   | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       866833 | PA      | $848915.94    | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     20712000 | PA      | $20370488.12  | 0.19%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24770000 | PA      | $22516388.00  | 0.21%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10975000 | PA      | $9977046.21   | 0.09%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GSA1                                                                                 | CUSIP: 36261PAZ5<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $461658.45    | 0.00%             | 2052-11-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15272713 | PA      | $13259121.77  | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                                                          | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     14635000 | PA      | $14393450.20  | 0.13%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2021-1 LLC                                                                                      | CUSIP: 81758VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6445000 | PA      | $6262339.68   | 0.06%             | 2032-02-02      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                                  | Koninklijke KPN NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      4600000 | PA      | $5662507.88   | 0.05%             | 2031-07-03      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                    | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $6103651.74   | 0.06%             | 2030-04-04      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                 | Abbott Laboratories                                                                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     26000000 | PA      | $26007835.62  | 0.24%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      8960000 | PA      | $8944848.01   | 0.08%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                                                              | CUSIP: 46658XAE5<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $507280.45    | 0.00%             | 2055-05-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     10720000 | PA      | $11706532.66  | 0.11%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                          | Affirm Asset Securitization Trust 2024-B                                                                               | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2506541.75   | 0.02%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2022-FL8 Ltd                                                                                                       | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5578341 | PA      | $5576505.35   | 0.05%             | 2037-02-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | Danske Bank A/S                                                                                                        | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     24800000 | PA      | $24891690.31  | 0.23%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3129406B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       227131 | PA      | $236078.90    | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17570000 | PA      | $17735405.03  | 0.16%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                                                    | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000000 | PA      | $21037548.00  | 0.19%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16969749 | PA      | $16136896.50  | 0.15%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                                               | Bojangles Issuer LLC                                                                                                   | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19104000 | PA      | $19370821.75  | 0.18%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     21645000 | PA      | $21759242.31  | 0.20%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7607343 | PA      | $6319947.93   | 0.06%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      4340000 | PA      | $4373919.40   | 0.04%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     17235000 | PA      | $17829659.21  | 0.16%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                          | Loews Corp                                                                                                             | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     13080000 | PA      | $13048245.29  | 0.12%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132D53P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       206094 | PA      | $201057.01    | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10008378.00  | 0.09%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3138WGC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1065416 | PA      | $992887.54    | 0.01%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                            | Northwestern Mutual Life Insurance Co/The                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      6240000 | PA      | $6732819.66   | 0.06%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                          | PacifiCorp                                                                                                             | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     11280000 | PA      | $10744759.04  | 0.10%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                         | Chemours Co/The                                                                                                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      6195000 | PA      | $6300599.97   | 0.06%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34835000 | PA      | $34854510.74  | 0.32%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                        | AES Corp/The                                                                                                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       935000 | PA      | $939808.71    | 0.01%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                                                 | Omnis Funding Trust                                                                                                    | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19735000 | PA      | $20570824.22  | 0.19%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4540168 | PA      | $4314524.45   | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                                                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5915000 | PA      | $3872516.96   | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81463422 | PA      | $82817691.61  | 0.76%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                            | Ajax Mortgage Loan Trust 2021-E                                                                                        | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2470731 | PA      | $2212262.27   | 0.02%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2020-1                                                                                       | CUSIP: 89178WAU2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      4709082 | PA      | $4576407.44   | 0.04%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XKGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34366861 | PA      | $35093446.00  | 0.32%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                           | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      3800000 | PA      | $3842077.70   | 0.04%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2020-2                                                                                | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       796519 | PA      | $785574.47    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     33455000 | PA      | $35826673.79  | 0.33%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132CXAW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10820763 | PA      | $10589349.30  | 0.10%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                                                             | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3610000 | PA      | $3707768.19   | 0.03%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      2285000 | PA      | $2296481.35   | 0.02%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37955000 | PA      | $38929998.29  | 0.36%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                              | Transatlantic Holdings Inc                                                                                             | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |      6994000 | PA      | $8760196.01   | 0.08%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128M7DM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        56967 | PA      | $58617.17     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                       | PRA Group Inc                                                                                                          | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |       970000 | PA      | $895365.78    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                                                            | CUSIP: 61766NBF1<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      4610000 | PA      | $4439517.59   | 0.04%             | 2049-09-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140EU4V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       641493 | PA      | $634514.64    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                            | United Wholesale Mortgage LLC                                                                                          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1005251.25   | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26709847 | PA      | $23287597.16  | 0.21%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7447 | NC      | $1898316.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Structured Pass Through Securities                                            | Freddie Mac Structured Pass-Through Certificates                                                                       | CUSIP: 31394PPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        92678 | PA      | $79658.36     | 0.00%             | 2043-10-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                                               | Equinix Asia Financing Corp Pte Ltd                                                                                    | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |     16000000 | PA      | $15988003.52  | 0.15%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2024-NQM5                                                                                           | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      1517357 | PA      | $1530283.69   | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1351460.66   | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140HTBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       884386 | PA      | $880429.78    | 0.01%             | 2029-03-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3145000 | PA      | $3435047.63   | 0.03%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES2                                                                                          | CUSIP: 74938PAA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      3735620 | PA      | $3774250.73   | 0.03%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                               | OneMain Direct Auto Receivables Trust 2025-1                                                                           | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6500000 | PA      | $6791057.65   | 0.06%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      3490000 | PA      | $2485207.12   | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1985665 | PA      | $1894518.40   | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    413000000 | PA      | $26680487.31  | 0.25%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                                                             | Blue Bridge Funding 2023-1 LLC                                                                                         | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       614228 | PA      | $618763.14    | 0.01%             | 2030-11-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-9                                                                                      | CUSIP: 92540RAF1<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |      1659000 | PA      | $1680172.49   | 0.02%             | 2069-11-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                                                      | BAWAG Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $6343715.66   | 0.06%             | 2029-09-18      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                    | Essential Properties LP                                                                                                | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |     16938000 | PA      | $15633596.15  | 0.14%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                                                             | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     16020000 | PA      | $16023650.64  | 0.15%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     14090000 | PA      | $14844519.50  | 0.14%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                                                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     20440000 | PA      | $13939990.25  | 0.13%             | 2029-04-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-7436530.08  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NMABS Issuer I, LLC.                                                                | NMABS Issuer I LLC                                                                                                     | CUSIP: 629174AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5706432 | PA      | $5716069.67   | 0.05%             | 2055-11-22      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     11160000 | PA      | $11049377.28  | 0.10%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED SGD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | SG        |            1 | NC      | $735.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer, LLC                                                 | Edgeconnex Data Centers Issuer LLC                                                                                     | CUSIP: 28000XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12049763 | PA      | $12250271.08  | 0.11%             | 2054-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                                                        | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17250000 | PA      | $17291486.25  | 0.16%             | 2054-01-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31410FSK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6378 | PA      | $6554.56      | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                                       | Sesac Finance LLC                                                                                                      | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2303000 | PA      | $2356375.71   | 0.02%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15582442 | PA      | $15844295.63  | 0.15%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-CP1                                                                                               | CUSIP: 67118PAA0<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |      2396496 | PA      | $2280775.98   | 0.02%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                                                            | SPGN Trust 2026-TFLM                                                                                                   | CUSIP: 847946AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2400000 | PA      | $2397000.00   | 0.02%             | 2041-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10785000 | PA      | $9543180.26   | 0.09%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     11740000 | PA      | $11821276.02  | 0.11%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Credit Fund III LP                                                   | Oxford Finance Credit Fund III 2024-A LP                                                                               | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9018538 | PA      | $9160682.55   | 0.08%             | 2032-01-14      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144348033 | PA      | $148078091.34 | 1.37%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                           | Nokia Oyj                                                                                                              | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      4165000 | PA      | $4510490.92   | 0.04%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                                                         | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      6425000 | PA      | $6023503.74   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XKHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6874199 | PA      | $6224310.88   | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                          | DaVita Inc                                                                                                             | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      9775000 | PA      | $10149216.33  | 0.09%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                                                       | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     11920000 | PA      | $12570594.32  | 0.12%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2022-B33 Mortgage Trust                                                                                      | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14391000 | PA      | $13634350.00  | 0.13%             | 2055-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                                                        | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      5785000 | PA      | $5881686.96   | 0.05%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2958 | NC      | $1427953.79   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Auto Receivables Trust                                                     | Prestige Auto Receivables Trust 2024-2                                                                                 | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1900000 | PA      | $1899076.98   | 0.02%             | 2029-02-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-AFC1 Trust                                                                                                   | CUSIP: 12657LAB0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      3591298 | PA      | $3112645.81   | 0.03%             | 2056-03-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                                  | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13115000 | PA      | $13153568.59  | 0.12%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                                          | Singapore Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     31250000 | PA      | $26138924.03  | 0.24%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     43800000 | PA      | $52134426.16  | 0.48%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106485000 | PA      | $107695435.23 | 0.99%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      4810000 | PA      | $4679898.45   | 0.04%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8380000 | PA      | $8337417.87   | 0.08%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| GSJP Trust                                                                          | GSJP Trust 2025-BEDS                                                                                                   | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7995000 | PA      | $7986981.02   | 0.07%             | 2042-12-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140AE2X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11999535 | PA      | $12445270.29  | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5905000 | PA      | $6035740.18   | 0.06%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT                                                            | CIMIC Finance USA Pty Ltd                                                                                              | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |      3540000 | PA      | $3897396.13   | 0.04%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      7390000 | PA      | $7803529.84   | 0.07%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2013-C15                                                                    | CUSIP: 46640NAP3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      2356177 | PA      | $2162499.20   | 0.02%             | 2045-11-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                             | New York Life Insurance Co                                                                                             | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $4907988.54   | 0.05%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                                                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3476000 | PA      | $3467245.69   | 0.03%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust                                               | Harvest Commercial Capital Loan Trust 2024-1                                                                           | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7830821 | PA      | $8099072.03   | 0.07%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                            | Almaviva-The Italian Innovation Co SpA                                                                                 | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5728138.15   | 0.05%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10919341 | PA      | $11209582.39  | 0.10%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7960000 | PA      | $8154339.66   | 0.08%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing 2023-2 LLC                                                                                  | CUSIP: 29375NAC9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      7185000 | PA      | $7296581.61   | 0.07%             | 2030-04-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1238103.87   | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                                             | Infrastrutture Wireless Italiane SpA                                                                                   | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |      4800000 | PA      | $5364744.38   | 0.05%             | 2031-04-19      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17188497 | PA      | $17507190.81  | 0.16%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                        | KBC Group NV                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      5800000 | PA      | $7528308.30   | 0.07%             | 2028-09-05      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM2                                                                                 | CUSIP: 452761AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3288011 | PA      | $2874586.19   | 0.03%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2020-NQM1                                                                                 | CUSIP: 452760AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       389280 | PA      | $372071.15    | 0.00%             | 2055-10-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                                                       | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6184500 | PA      | $6288232.00   | 0.06%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       889485 | PA      | $875580.48    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                                                     | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     13575000 | PA      | $13677433.01  | 0.13%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                                                         | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      9350000 | PA      | $9449717.75   | 0.09%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                                                           | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      4505000 | PA      | $4826229.03   | 0.04%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      6870000 | PA      | $7260730.01   | 0.07%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                                                           | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2580000 | PA      | $2670230.34   | 0.02%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418ED49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2506606 | PA      | $2083209.56   | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                                                             | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      6965000 | PA      | $7071936.29   | 0.07%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5420000 | PA      | $3566534.20   | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      9625000 | PA      | $9650305.67   | 0.09%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132E0M58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11921659 | PA      | $11871040.45  | 0.11%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 312941ZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        59141 | PA      | $60970.43     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Camber Credit Auto Trust                                                            | Camber Credit 2026-1 Auto Trust                                                                                        | CUSIP: 13189HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7115000 | PA      | $7115000.00   | 0.07%             | 2031-12-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Jonah Energy LLC                                                                    | Jonah Energy Abs I LLC                                                                                                 | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |      5461507 | PA      | $5569667.11   | 0.05%             | 2037-12-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2024-CES1                                                                      | CUSIP: 79581VAA0<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |      4142628 | PA      | $4231339.53   | 0.04%             | 2054-03-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                               | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     12015000 | PA      | $10747180.80  | 0.10%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Non Gold Pool                                                                                              | CUSIP: 3128NHML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2085 | PA      | $2120.91      | 0.00%             | 2036-01-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     27645000 | PA      | $27767228.22  | 0.26%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                                                               | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      2265000 | PA      | $2225819.80   | 0.02%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     13320000 | PA      | $12917205.73  | 0.12%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                           | News Corp                                                                                                              | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      4470000 | PA      | $4447148.29   | 0.04%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Trust 2014-IVR2                                                                                                   | CUSIP: 12648HAK1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       936068 | PA      | $909581.06    | 0.01%             | 2044-04-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                              | Banque Federative du Credit Mutuel SA                                                                                  | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     18705000 | PA      | $19128535.63  | 0.18%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133KM4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8414499 | PA      | $7437423.63   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diversified ABS X LLC                                                               | Diversified Abs X LLC                                                                                                  | CUSIP: 255126AA2<br>LEI: 2549000V3WDZQQ691H02 | Long             | ABS-O            | CORP              | US        |      4641840 | PA      | $4674606.91   | 0.04%             | 2045-02-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14845000 | PA      | $15718023.61  | 0.15%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     23870000 | PA      | $24107679.56  | 0.22%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                              | APA Infrastructure Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      8250000 | PA      | $9338956.42   | 0.09%             | 2030-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -622 | NC      | $-418963.65   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                                                        | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7595000 | PA      | $7718622.30   | 0.07%             | 2054-07-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17411813 | PA      | $17866970.22  | 0.16%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                                                              | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3727028 | PA      | $3545371.66   | 0.03%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      7525000 | PA      | $7709428.19   | 0.07%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7060413 | PA      | $7124016.30   | 0.07%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund II LLC                                                                                              | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1005931 | PA      | $1020994.72   | 0.01%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | ACHM Mortgage Trust 2024-HE1                                                                                           | CUSIP: 00449TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3155625 | PA      | $3245320.49   | 0.03%             | 2039-05-25      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                                     | AREIT 2025-CRE11                                                                                                       | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5225000 | PA      | $5234308.86   | 0.05%             | 2043-07-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12503794 | PA      | $12784235.73  | 0.12%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133BRD68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15357613 | PA      | $15499136.28  | 0.14%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer 2021-1                                                                                               | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4395429 | PA      | $4345116.31   | 0.04%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | Enel Finance International NV                                                                                          | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3705319.35   | 0.03%             | 2031-02-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4845000 | PA      | $5120175.65   | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                                                        | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1721410.23   | 0.02%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                             | Banco Bradesco SA/Cayman Islands                                                                                       | CUSIP: 05947KBC3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     10295000 | PA      | $10377360.00  | 0.10%             | 2031-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418EHT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4145411 | PA      | $4116679.81   | 0.04%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                            | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                  | CUSIP: 592250AR5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |       765000 | PA      | $222321.01    | 0.00%             | 2051-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2023-HE3                                                                                                   | CUSIP: 31684CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2396078 | PA      | $2468765.62   | 0.02%             | 2053-11-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                                                               | Banco Santander Chile                                                                                                  | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |      8465000 | PA      | $8522477.35   | 0.08%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                         | MetLife Inc                                                                                                            | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     16180000 | PA      | $16065845.25  | 0.15%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     11350000 | PA      | $10138387.50  | 0.09%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding LLC                                                                                              | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9068400 | PA      | $9324886.09   | 0.09%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       144417 | PA      | $127375.79    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                                                         | Sotheby's Artfi Master Trust                                                                                           | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |      4940000 | PA      | $4960933.74   | 0.05%             | 2033-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13079362 | PA      | $12718135.79  | 0.12%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANC                                                             | Rentokil Initial Finance BV                                                                                            | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3597379.79   | 0.03%             | 2027-06-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                                                                    | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      7475000 | PA      | $7444852.65   | 0.07%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                              | Commonwealth Bank of Australia                                                                                         | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     24890000 | PA      | $26009128.07  | 0.24%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BT FINANCE PLC                                                                      | BT Finance PLC                                                                                                         | CUSIP: 000000000<br>LEI: 64882D4OUTP2YP126091 | Long             | DBT              | CORP              | GB        |      5400000 | PA      | $6388944.24   | 0.06%             | 2032-11-17      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                              | Discovery Global Holdings Inc                                                                                          | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      8925000 | PA      | $8199843.75   | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC                                                                                                | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18370000 | PA      | $18157639.13  | 0.17%             | 2055-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418EV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11473830 | PA      | $11171179.37  | 0.10%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57504529 | PA      | $58499679.00  | 0.54%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31371NNB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2426 | PA      | $2511.64      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC                                                                                                | CUSIP: 15201EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2469791.25   | 0.02%             | 2054-10-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                | OI European Group BV                                                                                                   | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1691535.91   | 0.02%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26712840 | PA      | $27403053.41  | 0.25%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10410000 | PA      | $10510023.96  | 0.10%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                            | MET PIER & EXPOSITION AUTH IL DEDICATED ST TAX REVENUE                                                                 | CUSIP: 592248AY4<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |      1975000 | PA      | $1960778.42   | 0.02%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                                                      | ALLSPRING GOVERNMENT MONEY MAR                                                                                         | CUSIP: 000000000<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |    238913793 | NS      | $238913792.99 | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     14465000 | PA      | $13862614.48  | 0.13%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5XQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98402831 | PA      | $99796662.41  | 0.92%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                                       | RCI Banque SA                                                                                                          | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $6358446.37   | 0.06%             | 2032-11-03      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $39970.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                                                                  | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     12300000 | PA      | $10343685.00  | 0.10%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DQU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38008780 | PA      | $31647692.74  | 0.29%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                           | SHR Trust 2024-LXRY                                                                                                    | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9635000 | PA      | $9647043.75   | 0.09%             | 2041-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19600000 | PA      | $20262110.34  | 0.19%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QRWN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8160600 | PA      | $8124533.00   | 0.08%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                        | CD 2017-CD6 Mortgage Trust                                                                                             | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1035000 | PA      | $1023677.10   | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     12450000 | PA      | $12667337.53  | 0.12%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                              | Lendmark Funding Trust 2021-1                                                                                          | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2065000 | PA      | $2023508.99   | 0.02%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6810287 | PA      | $6638938.86   | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69598553 | PA      | $61457725.29  | 0.57%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       211978 | PA      | $193413.22    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                               | Southwest Airlines Co                                                                                                  | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      9655000 | PA      | $9576037.93   | 0.09%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2021-SFR1 Trust                                                                                         | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1178064 | PA      | $1163267.84   | 0.01%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust 2020-1                                                                                 | CUSIP: 76119CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4905706.50   | 0.05%             | 2060-01-26      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14549786 | PA      | $14621198.28  | 0.13%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                                  | STWD 2022-FL3 Ltd                                                                                                      | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       342615 | PA      | $341363.68    | 0.00%             | 2038-11-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132CXAN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4167663 | PA      | $3974542.79   | 0.04%             | 2037-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya Ai Debt Grantor Trust 2025-6                                                                                    | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10739010 | PA      | $10727855.61  | 0.10%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2026-A                                                                                  | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5135000 | PA      | $5168609.09   | 0.05%             | 2033-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $6192165.99   | 0.06%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury STRIPS Coupon                                                                                            | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20515000 | PA      | $10798562.20  | 0.10%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                                                               | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     19980000 | PA      | $19385221.17  | 0.18%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                                                                     | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1575000 | PA      | $1590354.05   | 0.01%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50880000 | PA      | $47943229.30  | 0.44%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QSKZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10512578 | PA      | $10770577.84  | 0.10%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                                                                 | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     13500000 | PA      | $13472858.39  | 0.12%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17016601 | PA      | $15026066.55  | 0.14%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-NYCH                                                                        | CUSIP: 95004KAA9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1494375.00   | 0.01%             | 2042-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140W0PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18845997 | PA      | $17784571.49  | 0.16%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                       | DBSG 2024-ALTA Mortgage Trust                                                                                          | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13810000 | PA      | $14008848.81  | 0.13%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10061593 | PA      | $8384015.66   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15049969 | PA      | $14972315.74  | 0.14%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM1                                                                                 | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       970213 | PA      | $880947.65    | 0.01%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                                                                     | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     12901000 | PA      | $13232603.56  | 0.12%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                            | Virgin Media Secured Finance PLC                                                                                       | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      1385000 | PA      | $1262507.28   | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2024-1 LLC                                                                                      | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8115110 | PA      | $8336085.58   | 0.08%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                            | Aspen Insurance Holdings Ltd                                                                                           | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     11597000 | PA      | $12163055.02  | 0.11%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                            | Ford Credit Floorplan Master Owner Trust A                                                                             | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4010791.60   | 0.04%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                            | RenaissanceRe Holdings Ltd                                                                                             | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      5790000 | PA      | $6067089.95   | 0.06%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                                | Niagara Mohawk Power Corp                                                                                              | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     24000000 | PA      | $24505796.16  | 0.23%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                                                     | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     12430000 | PA      | $12852599.37  | 0.12%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                            | Camelot Return Merger Sub Inc                                                                                          | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3775056.50   | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                                                                     | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     14040000 | PA      | $14147087.99  | 0.13%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      8525000 | PA      | $8576610.35   | 0.08%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust                                      | Finance of America Structured Securities Trust                                                                         | CUSIP: 31741AAB2<br>LEI: 2549002UL0FAQKYSIR51 | Long             | ABS-MBS          | CORP              | US        |     10859703 | PA      | $10615045.80  | 0.10%             | 2074-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50760000 | PA      | $33122882.69  | 0.31%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11495072 | PA      | $11569157.29  | 0.11%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                            | Sensata Technologies Inc                                                                                               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      4125000 | PA      | $4318000.50   | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                                                               | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     22900000 | PA      | $22938348.34  | 0.21%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50842744 | PA      | $51685431.68  | 0.48%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                | Jacobs Solutions Inc                                                                                                   | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      9310000 | PA      | $9311570.69   | 0.09%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                 | Abbott Laboratories                                                                                                    | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     22000000 | PA      | $22075634.02  | 0.20%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9081276 | PA      | $7553005.53   | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                             | Glencore Finance Canada Ltd                                                                                            | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      3145000 | PA      | $3610525.35   | 0.03%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC                                                                | TSC SPV Funding LLC                                                                                                    | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7085312 | PA      | $7290775.23   | 0.07%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31413KH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       153692 | PA      | $162467.64    | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-277P Mortgage Trust                                                                                          | CUSIP: 12654FAG5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5211303.00   | 0.05%             | 2044-08-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                                                                     | CUSIP: 92538EAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      4571354 | PA      | $4393176.59   | 0.04%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1038085 | PA      | $995491.31    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                                                                 | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     11850000 | PA      | $12045145.80  | 0.11%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                       | BHG Securitization Trust 2025-1CON                                                                                     | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4903213 | PA      | $4981618.80   | 0.05%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $8858339.24   | 0.08%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 31292HAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           20 | PA      | $20.39        | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | ACHM Trust 2023-HE2                                                                                                    | CUSIP: 00111NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7977795 | PA      | $8405203.52   | 0.08%             | 2038-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                  | Harbour Energy PLC                                                                                                     | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     25155000 | PA      | $26199341.52  | 0.24%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     22590000 | PA      | $22741773.63  | 0.21%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-SCHATZ FUT MAR26                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -317 | NC      | $-54836.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                                          | Evergy Inc                                                                                                             | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      8790000 | PA      | $9050324.64   | 0.08%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                       | Aroundtown SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      5500000 | PA      | $6398039.24   | 0.06%             | 2031-01-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2014-2                                                                                        | CUSIP: 46641YAS2<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |      1215000 | PA      | $1173863.75   | 0.01%             | 2029-06-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2017-GS7                                                                                  | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       990000 | PA      | $980631.63    | 0.01%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-4                                                                                        | CUSIP: 03464LAA4<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       349556 | PA      | $339711.03    | 0.00%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                            | RenaissanceRe Holdings Ltd                                                                                             | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      6065000 | PA      | $6392925.63   | 0.06%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                             | FTAI Aviation Investors LLC                                                                                            | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     24680000 | PA      | $25906670.04  | 0.24%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     17085000 | PA      | $15706274.67  | 0.15%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                                  | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4890000 | PA      | $4952031.12   | 0.05%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132D6CG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2029771 | PA      | $2013307.11   | 0.02%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3138WF2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       419403 | PA      | $390548.39    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                                                              | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      5000000 | PA      | $5343750.00   | 0.05%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1817118 | PA      | $1369743.55   | 0.01%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       344895 | PA      | $316525.28    | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                        | Comcast Corp                                                                                                           | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $4082200.85   | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                                                | Computershare US Inc                                                                                                   | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      7450000 | PA      | $7778336.45   | 0.07%             | 2031-10-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      4520000 | PA      | $4847939.56   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2172500 | PA      | $2172021.62   | 0.02%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                              | National Securities Clearing Corp                                                                                      | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |      5165000 | PA      | $5290426.29   | 0.05%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Fannie Mae Trust 2004-W15                                                                                              | CUSIP: 31394BZ80<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-MBS          | USGSE             | US        |       102366 | PA      | $107561.96    | 0.00%             | 2044-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8265000 | PA      | $8452620.21   | 0.08%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                                     | CoreVest American Finance 2021-3 Trust                                                                                 | CUSIP: 21873NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       355000 | PA      | $348541.73    | 0.00%             | 2054-10-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2020-INV1 Trust                                                                                                    | CUSIP: 67113CAX4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      1251878 | PA      | $1151628.24   | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QNGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6428798 | PA      | $5856245.60   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2021-NMR1                                                                                | CUSIP: 59982HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5731000 | PA      | $4526734.65   | 0.04%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BOBL FUTURE MAR26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -939 | NC      | $-1066045.07  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31410NJ41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2805 | PA      | $2895.62      | 0.00%             | 2036-09-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                                   | Ephios Subco 3 Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |      1300000 | PA      | $1639870.76   | 0.02%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                 | PURCHASED USD / SOLD SEK                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |            1 | NC      | $-385783.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69930950 | PA      | $71076280.53  | 0.66%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     18185000 | PA      | $18247315.63  | 0.17%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4903466 | PA      | $4789068.97   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG3                                                                      | CUSIP: 79582AAA5<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |      6764318 | PA      | $7061341.88   | 0.07%             | 2053-08-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                            | FS Trust 2026-HULA                                                                                                     | CUSIP: 30345AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16810000 | PA      | $16817922.55  | 0.16%             | 2041-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     13870000 | PA      | $12205512.20  | 0.11%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                                       | Sesac Finance LLC                                                                                                      | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $5010317.50   | 0.05%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                               | DirecTV Financing LLC Term Loan                                                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       157083 | PA      | $157082.87    | 0.00%             | 2027-08-02      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                            | Flex Ltd                                                                                                               | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     15860000 | PA      | $16033830.83  | 0.15%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                                               | Toll Road Investors Partnership II LP                                                                                  | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1050000 | PA      | $997055.99    | 0.01%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                                | BAT International Finance PLC                                                                                          | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      5250000 | PA      | $6034762.25   | 0.06%             | 2030-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                  | Coterra Energy Inc                                                                                                     | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      4490000 | PA      | $4466044.82   | 0.04%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     23469000 | PA      | $24639675.73  | 0.23%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XHJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45130452 | PA      | $42654214.06  | 0.39%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5GK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9394133 | PA      | $8820549.83   | 0.08%             | 2055-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QQBC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36401440 | PA      | $36161213.87  | 0.33%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                                                              | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      3376000 | PA      | $3852741.62   | 0.04%             | 2029-01-18      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QPKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14273301 | PA      | $13458492.39  | 0.12%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31410SNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          812 | PA      | $853.49       | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                                             | Fannie Mae Grantor Trust 2002-T12                                                                                      | CUSIP: 31392D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2927 | PA      | $3140.57      | 0.00%             | 2042-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust 2021-1R                                                                                | CUSIP: 76090NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       282857 | PA      | $275357.16    | 0.00%             | 2065-01-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18530039 | PA      | $18839029.17  | 0.17%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                        | Entegris Inc                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     15830000 | PA      | $15843154.73  | 0.15%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                                                             | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      9745000 | PA      | $9823784.82   | 0.09%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     24480000 | PA      | $24678040.75  | 0.23%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                               | RIO TINTO FIN USA PLC                                                                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     19865000 | PA      | $20617357.08  | 0.19%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                 | Prairie Acquiror LP                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      5050000 | PA      | $5269599.25   | 0.05%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133USHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99492797 | PA      | $86409975.41  | 0.80%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                                                            | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3159504.50   | 0.03%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42200000 | PA      | $39006976.67  | 0.36%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-NQM1 Trust                                                                                                    | CUSIP: 55283FAA6<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       912968 | PA      | $862545.36    | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1226866 | PA      | $1039769.21   | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128MJUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       467762 | PA      | $463347.13    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                            | Equitable America Global Funding                                                                                       | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     21885000 | PA      | $22359317.76  | 0.21%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                            | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                        | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |      7321500 | PA      | $7372212.88   | 0.07%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                               | Banijay Entertainment SAS                                                                                              | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1711086.73   | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     11510000 | PA      | $11582835.28  | 0.11%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                              | TUI AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |      5030000 | PA      | $6127256.96   | 0.06%             | 2029-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                                                    | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    270000000 | PA      | $268967587.50 | 2.48%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                                                                 | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3500000 | PA      | $3519671.40   | 0.03%             | 2053-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                                                   | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     13585000 | PA      | $13752774.75  | 0.13%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133B1RZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24108374 | PA      | $20051028.14  | 0.19%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3138WFKM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       928270 | PA      | $895446.54    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                             | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52760000 | PA      | $52939003.60  | 0.49%             | 2056-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-C8 Mortgage Trust                                                                                             | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10685000 | PA      | $11475325.64  | 0.11%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                     | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                     | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1000618.40   | 0.01%             | 2042-08-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                                                                   | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     16120000 | PA      | $15753970.25  | 0.15%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                                     | Bermuda Government International Bond                                                                                  | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      7259000 | PA      | $5111279.67   | 0.05%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-5050304.59  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     17000000 | PA      | $10650500.00  | 0.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                                                       | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     11680000 | PA      | $12191153.36  | 0.11%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                                                       | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5825000 | PA      | $5020217.94   | 0.05%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                                                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     15540000 | PA      | $15901427.46  | 0.15%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31989705 | PA      | $27772197.85  | 0.26%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                            | FS 2026-ORL                                                                                                            | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3409000 | PA      | $3409000.00   | 0.03%             | 2041-02-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                                                       | Scalelogix Abs Us Issuer LLC                                                                                           | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1400000 | PA      | $1416933.14   | 0.01%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                                                                | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3290000 | PA      | $3302627.68   | 0.03%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2013-3                                                                                        | CUSIP: 46640MAU4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      3616907 | PA      | $2948330.40   | 0.03%             | 2043-07-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133C5VR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14701024 | PA      | $13346006.74  | 0.12%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     14340000 | PA      | $14440861.25  | 0.13%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                              | TPG Operating Group II LP                                                                                              | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      6843000 | PA      | $7086325.38   | 0.07%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2024-RPL4                                                                          | CUSIP: 362948AA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |       439814 | PA      | $435036.51    | 0.00%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-407046.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      9465000 | PA      | $9825114.86   | 0.09%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      3695000 | PA      | $3813078.90   | 0.04%             | 2029-09-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                                                           | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6165989.35   | 0.06%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                                                           | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15750000 | PA      | $15992720.10  | 0.15%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7085374 | PA      | $7140245.54   | 0.07%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3138XD5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       435613 | PA      | $420397.51    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1036458.00   | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                     | Aligned Data Centers Issuer LLC                                                                                        | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2881000 | PA      | $2847028.11   | 0.03%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                              | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $285795.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140JBE36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6687 | PA      | $6996.04      | 0.00%             | 2038-11-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418VWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17699 | PA      | $18226.11     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                                                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      8705000 | PA      | $8859609.51   | 0.08%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                          | Intuit Inc                                                                                                             | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     13005000 | PA      | $12308341.66  | 0.11%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                  | One New York Plaza Trust 2020-1NYP                                                                                     | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7702293 | PA      | $7514588.15   | 0.07%             | 2036-01-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CHORUS LTD                                                                          | Chorus Ltd                                                                                                             | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      5400000 | PA      | $6423218.68   | 0.06%             | 2032-11-26      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                                                              | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2746181 | PA      | $2489090.56   | 0.02%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11695566.64  | 0.11%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3132QU4R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       181215 | PA      | $174327.66    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $283462.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      8715000 | PA      | $8728707.91   | 0.08%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31410KDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8815 | PA      | $9290.53      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | ACHM Trust 2024-HE2                                                                                                    | CUSIP: 00112DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4650014 | PA      | $4724315.03   | 0.04%             | 2039-10-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                                | FS Rialto 2021-FL3                                                                                                     | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012640.71   | 0.03%             | 2036-11-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 31329QWF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       816056 | PA      | $804520.27    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                                                                 | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     10060000 | PA      | $10722662.26  | 0.10%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PUREWEST ABS ISSUER LLC                                                             | PUREWEST ABS ISSUER LLC                                                                                                | CUSIP: 74628AAA2<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |      3528418 | PA      | $3551914.42   | 0.03%             | 2040-04-05      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                                                    | Westgate Resorts 2022-1 LLC                                                                                            | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1131447 | PA      | $1124362.54   | 0.01%             | 2036-08-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                                  | CUSIP: 871044AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20265000 | PA      | $20453727.95  | 0.19%             | 2055-10-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140HTBL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       417478 | PA      | $416888.37    | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                                                        | Jack in the Box Funding LLC                                                                                            | CUSIP: 466365AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4784000 | PA      | $4253186.02   | 0.04%             | 2052-02-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60825000 | PA      | $59829465.67  | 0.55%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                                                               | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     16130000 | PA      | $16159425.96  | 0.15%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2019-4                                                                                       | CUSIP: 89178BAC8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3654527.20   | 0.03%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128M7AV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       121802 | PA      | $126888.44    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54246541 | PA      | $49791896.08  | 0.46%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37378000 | PA      | $38061316.56  | 0.35%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES6                                                                                    | CUSIP: 891947AC7<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |      6375000 | PA      | $6472135.88   | 0.06%             | 2064-11-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                        | Comcast Corp                                                                                                           | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      9770000 | PA      | $8999309.28   | 0.08%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149524000 | PA      | $151042603.13 | 1.39%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     14500000 | PA      | $14585430.96  | 0.13%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12514804 | PA      | $11050878.33  | 0.10%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-405073.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2021-6                                                                             | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1542278 | PA      | $1388045.80   | 0.01%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3940000 | PA      | $3923556.41   | 0.04%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      1575000 | PA      | $1623504.79   | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                            | CenterPoint Energy Houston Electric LLC                                                                                | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      8645000 | PA      | $8671728.18   | 0.08%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                              | PURCHASED USD / SOLD COP                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $1208432.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                              | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      5695000 | PA      | $5738629.40   | 0.05%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                                | Protective Life Corp                                                                                                   | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     10145000 | PA      | $10294186.79  | 0.10%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     28200000 | PA      | $38979284.99  | 0.36%             | 2030-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | FREED Mortgage Trust 2022-HE1                                                                                          | CUSIP: 35634KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6890597 | PA      | $7225372.52   | 0.07%             | 2037-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                                | FS Rialto 2025-FL10 Issuer LLC                                                                                         | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1895000 | PA      | $1893818.09   | 0.02%             | 2042-08-19      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11235000 | PA      | $11863356.47  | 0.11%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                                         | Eutelsat SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1829485.27   | 0.02%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DQLZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10831432 | PA      | $10961927.58  | 0.10%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                                                   | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9345000 | PA      | $9798741.80   | 0.09%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Fannie Mae Trust 2005-W4                                                                                               | CUSIP: 31394VQB9<br>LEI: 549300DT3ZN0G36OPC94 | Long             | ABS-MBS          | USGSE             | US        |        17555 | PA      | $17959.34     | 0.00%             | 2045-06-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                         | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      9215000 | PA      | $9201711.97   | 0.08%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | Danske Bank A/S                                                                                                        | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     14365000 | PA      | $14991995.04  | 0.14%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES1                                                                                          | CUSIP: 749427AA8<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |       363790 | PA      | $368145.46    | 0.00%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM3                                                                                                         | CUSIP: 26846YAC2<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |     18767268 | PA      | $18973795.65  | 0.18%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                                                           | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      5824000 | PA      | $6593405.37   | 0.06%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Co                                                                                          | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     10950000 | PA      | $10077561.16  | 0.09%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund                                          | Oak Street Investment Grade Net Lease Fund Series 2021-1                                                               | CUSIP: 67190AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4881906 | PA      | $2984287.32   | 0.03%             | 2051-01-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                   | Vornado Realty LP                                                                                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      8300000 | PA      | $8421287.65   | 0.08%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                            | South Bow USA Infrastructure Holdings LLC                                                                              | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     17200000 | PA      | $17587058.31  | 0.16%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE MAR26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -455 | NC      | $-984612.02   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2022-NQM2 Trust                                                                                                    | CUSIP: 55285QAA0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      5177760 | PA      | $5189196.28   | 0.05%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                    | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     19490000 | PA      | $19601742.41  | 0.18%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132CXDM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8049991 | PA      | $7986818.49   | 0.07%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-CLS                                                                                                      | CUSIP: 05609XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $988240.60    | 0.01%             | 2027-10-13      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9275070 | PA      | $8513455.28   | 0.08%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                                      | Bancolombia SA                                                                                                         | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |      6040000 | PA      | $6464297.92   | 0.06%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                                                        | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12490000 | PA      | $12773315.67  | 0.12%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-4                                                                                            | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2602281 | PA      | $2621091.82   | 0.02%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                            | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     10850000 | PA      | $10856831.70  | 0.10%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund I LLC                                                                                               | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11043714 | PA      | $11269036.09  | 0.10%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       595539 | PA      | $598203.45    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                                                                    | CUSIP: 89183CAC9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      2769000 | PA      | $2797654.44   | 0.03%             | 2064-01-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                                       | Agate Bay Mortgage Trust 2015-3                                                                                        | CUSIP: 00841YCE6<br>LEI: 549300GXWD0QSMEEID35 | Long             | ABS-MBS          | CORP              | US        |       366967 | PA      | $309900.36    | 0.00%             | 2045-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     13545000 | PA      | $13218863.35  | 0.12%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $30065.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vital Care Issuer LLC                                                               | Vital Care Issuer LLC                                                                                                  | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6165000 | PA      | $6278940.91   | 0.06%             | 2056-01-30      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    305000000 | PA      | $54202542.67  | 0.50%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12710000 | PA      | $12767009.94  | 0.12%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                  | Realty Income Corp                                                                                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      4700000 | PA      | $6150224.65   | 0.06%             | 2034-07-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10725000 | PA      | $10947351.56  | 0.10%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6810000 | PA      | $6844965.88   | 0.06%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                                                             | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     33000000 | PA      | $33299477.97  | 0.31%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                                                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      6840000 | PA      | $6950712.24   | 0.06%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust                                      | Finance Of America Structured Securities Trust Series 2024-S2                                                          | CUSIP: 31739VAA2<br>LEI: 2549004CLYOCOW3IBQ95 | Long             | ABS-O            | CORP              | US        |     22703931 | PA      | $22339778.42  | 0.21%             | 2074-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                               | NextGear Floorplan Master Owner Trust                                                                                  | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13650000 | PA      | $13769124.92  | 0.13%             | 2029-09-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-1                                                                                   | CUSIP: 784212AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4971091 | PA      | $4255741.25   | 0.04%             | 2061-07-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                                                                   | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13180000 | PA      | $13336578.40  | 0.12%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2014-150E                                                                               | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      6695000 | PA      | $6313667.53   | 0.06%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                                                               | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7960000 | PA      | $7920189.65   | 0.07%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     27365000 | PA      | $28329780.44  | 0.26%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| QDOBA Funding LLC                                                                   | Qdoba Funding LLC                                                                                                      | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10234350 | PA      | $10712229.67  | 0.10%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2019-4                                                                                       | CUSIP: 89178BAD6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      3680000 | PA      | $3279117.36   | 0.03%             | 2059-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12491214 | PA      | $10584069.19  | 0.10%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                            | Octane Receivables Trust 2023-1                                                                                        | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2046615 | PA      | $2052943.47   | 0.02%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                                                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5595000 | PA      | $5755906.61   | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                      | FirstKey Homes 2021-SFR1 Trust                                                                                         | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6770000 | PA      | $6682138.94   | 0.06%             | 2038-08-17      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                     | Lyra Music Assets Delaware LP                                                                                          | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      9248359 | PA      | $9379884.99   | 0.09%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                                                                        | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |      6595000 | PA      | $6482284.20   | 0.06%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15162826 | PA      | $15377580.49  | 0.14%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                       | DBSG 2024-ALTA Mortgage Trust                                                                                          | CUSIP: 239918AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3015000 | PA      | $3056933.83   | 0.03%             | 2037-06-10      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                       | CUSIP: 05969BAC7<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      6900000 | PA      | $7363003.80   | 0.07%             | 2028-10-01      | Fixed         | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       582903 | PA      | $538535.72    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                                                       | Vattenfall AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      4713000 | PA      | $6034174.52   | 0.06%             | 2083-06-29      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53789011 | PA      | $54762558.73  | 0.51%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP                                                                                                                | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     12755000 | PA      | $12869872.04  | 0.12%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16347301 | PA      | $16618230.39  | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                          | Australia Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     39425000 | PA      | $26911805.74  | 0.25%             | 2028-05-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2003-10                                                                                         | CUSIP: 78442GJH0<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |      2339992 | PA      | $2330582.32   | 0.02%             | 2068-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWKB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18596595 | PA      | $18102221.34  | 0.17%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                            | APA Corp                                                                                                               | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      5921000 | PA      | $5215648.97   | 0.05%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                            | Ares Strategic Income Fund                                                                                             | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     12440000 | PA      | $12537786.49  | 0.12%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10623142 | PA      | $9380492.92   | 0.09%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM3                                                                                           | CUSIP: 00250FAC7<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |     26032169 | PA      | $26220646.68  | 0.24%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XLTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18345689 | PA      | $16625770.04  | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2021-3                                                                            | CUSIP: 24381VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1870519 | PA      | $1684105.47   | 0.02%             | 2066-08-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133A8WX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1207411 | PA      | $1102088.56   | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2025-AB3 LLC                                                                                                      | CUSIP: 15723JAA0<br>LEI: 984500B0B47A6AEABC92 | Long             | ABS-MBS          | CORP              | US        |      1851969 | PA      | $1801093.62   | 0.02%             | 2055-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     16330000 | PA      | $16147184.02  | 0.15%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3920815 | PA      | $3602383.72   | 0.03%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2018-RPL9 Trust                                                                                                   | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1785611 | PA      | $1747036.22   | 0.02%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                   | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9835537.00   | 0.09%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                 | Southern California Edison Co                                                                                          | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      9175000 | PA      | $8830496.37   | 0.08%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11011261 | PA      | $10413276.11  | 0.10%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44095571 | PA      | $45072769.42  | 0.42%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27531482 | PA      | $24310949.39  | 0.22%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                        | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2820000 | PA      | $2890961.07   | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ClickLease Equipment Receivables 2024-1 Trust                                       | ClickLease Equipment Receivables 2024-1 Trust                                                                          | CUSIP: 18682FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1292619 | PA      | $1307831.02   | 0.01%             | 2030-02-15      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DPG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23639471 | PA      | $21485313.69  | 0.20%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                               | New Economy Assets - Phase 1 Sponsor LLC                                                                               | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3750000 | PA      | $2415518.63   | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                    | WULF Compute LLC                                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6980000 | PA      | $7391917.72   | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                   | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8105000 | PA      | $8130717.17   | 0.08%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                                              | Market Bidco Finco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6740196.65   | 0.06%             | 2027-11-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     18760000 | PA      | $12700906.64  | 0.12%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     19875000 | PA      | $19492479.19  | 0.18%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      7205000 | PA      | $6742613.72   | 0.06%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                                                     | Cogent Ipv4 LLC                                                                                                        | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21950000 | PA      | $22802162.66  | 0.21%             | 2055-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133A6UM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       422142 | PA      | $389131.70    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $5565208.56   | 0.05%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3660996 | PA      | $3635620.38   | 0.03%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESC CB144A UNIFIN FINA                                                              | ESC CB144A UNIFIN FINA                                                                                                 | CUSIP: 904ESCAN0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |      2350000 | PA      | $183300.00    | 0.00%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8315000 | PA      | $8370668.76   | 0.08%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                              | SES SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |     10295000 | PA      | $11968900.14  | 0.11%             | 2054-09-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     21920000 | PA      | $26056234.15  | 0.24%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XRM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22838916 | PA      | $22281307.78  | 0.21%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18822081 | PA      | $17156538.83  | 0.16%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                                                              | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     14805000 | PA      | $14851034.07  | 0.14%             | 2031-01-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Portfolio High Yield Bond ETF                                     | State Street SPDR Portfolio High Yield Bond ETF                                                                        | CUSIP: 78468R606<br>LEI: 549300B3SM8J1H4W2052 | Long             | EC               | RF                | US        |       844925 | NS      | $20024722.50  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     23610000 | PA      | $24459150.18  | 0.23%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13193926 | PA      | $13307580.67  | 0.12%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                                                                  | Contact Energy Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |      5400000 | PA      | $6417361.25   | 0.06%             | 2032-11-03      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Sweden Government Bonds                                                             | Sweden Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    271000000 | PA      | $27027233.82  | 0.25%             | 2031-05-12      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      9055000 | PA      | $7919285.23   | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TELE COLUMBUS AG                                                                    | Tele Columbus AG                                                                                                       | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |         8674 | PA      | $6369.13      | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                          | Allianz SE                                                                                                             | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     21185000 | PA      | $22733141.12  | 0.21%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                                            | Perrigo Finance Unlimited Co                                                                                           | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      1500000 | PA      | $1216533.45   | 0.01%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418XGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       460784 | PA      | $471592.49    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                            | Nexi SpA                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $6850395.20   | 0.06%             | 2029-04-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                   | GEO Group Inc/The                                                                                                      | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      2190000 | PA      | $2278730.04   | 0.02%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                                               | Toll Road Investors Partnership II LP                                                                                  | CUSIP: 88948ABD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1008954.02   | 0.01%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $1181257.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-FIX1                                                                                    | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |     17397805 | PA      | $17482643.26  | 0.16%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                    | Cinemark USA Inc                                                                                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       700000 | PA      | $700126.00    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                              | Booking Holdings, Inc.                                                                                                 | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $3077625.79   | 0.03%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31415SMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        85445 | PA      | $88312.14     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |       925000 | PA      | $904308.77    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                               | American Airlines 2015-1 Class A Pass Through Trust                                                                    | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16448408 | PA      | $16263988.56  | 0.15%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                                                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      9136000 | PA      | $8501151.51   | 0.08%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32945000 | PA      | $25184908.04  | 0.23%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| ENERGIA GROUP ROI                                                                   | Energia Group Roi Financeco DAC                                                                                        | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |      3180000 | PA      | $3884946.15   | 0.04%             | 2028-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11530000 | PA      | $10548167.46  | 0.10%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                                                               | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14395000 | PA      | $14393831.70  | 0.13%             | 2043-06-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                     | Telefonaktiebolaget LM Ericsson                                                                                        | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      1550000 | PA      | $1727707.98   | 0.02%             | 2029-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31402DGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23761 | PA      | $24513.04     | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31410DNC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5962 | PA      | $6311.86      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                                                            | Store Master Funding I-VII XIV XIX XX XXIV                                                                             | CUSIP: 86212XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6903750 | PA      | $6924604.11   | 0.06%             | 2053-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2020-NQM3 Trust                                                                                                    | CUSIP: 552757AA4<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       375335 | PA      | $360536.60    | 0.00%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                                                                      | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      8970000 | PA      | $9082866.73   | 0.08%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF 2020-KF76 Mortgage Trust                                                                                         | CUSIP: 30316EAE5<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |      2338104 | PA      | $2289582.32   | 0.02%             | 2030-01-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133A6ZT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1323917 | PA      | $1220426.14   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                             | PartnerRe Finance B LLC                                                                                                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |      7490000 | PA      | $7239080.51   | 0.07%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                              | ConocoPhillips Co                                                                                                      | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      3975000 | PA      | $3904491.05   | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      5250000 | PA      | $6172153.31   | 0.06%             | 2032-02-11      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                                                             | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       995000 | PA      | $1002221.71   | 0.01%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36442417 | PA      | $35436124.04  | 0.33%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     13470000 | PA      | $13659301.72  | 0.13%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                      | ICG US CLO 2014-1 Ltd                                                                                                  | CUSIP: 44928XBQ6<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |      4400000 | PA      | $4400000.00   | 0.04%             | 2034-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1169571.50   | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Monroe Capital ABS Funding LTD                                                      | Monroe Capital ABS Funding II Ltd                                                                                      | CUSIP: 61035MAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1245000 | PA      | $1247151.36   | 0.01%             | 2034-07-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| MNR ABS ISSUER I LLC                                                                | MNR ABS ISSUER I LLC                                                                                                   | CUSIP: 55317XAA7<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |      4448264 | PA      | $4537228.80   | 0.04%             | 2038-12-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| ZIGGO BV                                                                            | Ziggo BV                                                                                                               | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11250953.20  | 0.10%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    186635000 | PA      | $187947277.34 | 1.74%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QF4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8925945 | PA      | $7774055.65   | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2024-RPL2                                                                          | CUSIP: 36269MAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     11199832 | PA      | $11014094.39  | 0.10%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28470616 | PA      | $28627439.90  | 0.26%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2023-CES3                                                                                          | CUSIP: 749407AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     11030166 | PA      | $11151808.18  | 0.10%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                                      | BOCA Commercial Mortgage Trust 2025-BOCA                                                                               | CUSIP: 05619RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6050000 | PA      | $6069965.61   | 0.06%             | 2042-12-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                            | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      2670000 | PA      | $2326107.95   | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31407H4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4186 | PA      | $4386.28      | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                                        | Castellum AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $5864233.32   | 0.05%             | 2026-12-02      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DP3S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7091658 | PA      | $6686655.12   | 0.06%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XJZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3666776 | PA      | $3639194.31   | 0.03%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                                          | Essendi SA                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1709923.50   | 0.02%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2022-NQM3                                                                                 | CUSIP: 45276KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17223000 | PA      | $16044654.01  | 0.15%             | 2067-05-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                  | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     29700000 | PA      | $29956826.31  | 0.28%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                                   | CUSIP: 78413MAL2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      5445000 | PA      | $4846468.18   | 0.04%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                             | Freddie Mac Whole Loan Securities Trust 2015-SC01                                                                      | CUSIP: 3137G1AA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        89593 | PA      | $82259.30     | 0.00%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust 2025-OANA                                                                                                    | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5025085.00   | 0.05%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       865787 | PA      | $806654.44    | 0.01%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11327914 | PA      | $10991405.98  | 0.10%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DP6C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5936927 | PA      | $6061907.11   | 0.06%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                                     | Venture XXX CLO Ltd                                                                                                    | CUSIP: 92331NAE6<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250965.91    | 0.00%             | 2031-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2022-BNK44                                                                                                        | CUSIP: 06540KAJ8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |      1085000 | PA      | $1170712.40   | 0.01%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                     | SEB Funding LLC                                                                                                        | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4114688 | PA      | $4114666.52   | 0.04%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                           | News Corp                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     25085000 | PA      | $24472404.23  | 0.23%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer LLC                                                                                                  | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8050000 | PA      | $8182132.70   | 0.08%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5220000 | PA      | $5556199.32   | 0.05%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2022-FL5 Issuer Ltd                                                                                               | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       642089 | PA      | $639815.41    | 0.01%             | 2039-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     23655000 | PA      | $24505165.43  | 0.23%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                          | 1345T 2025-AOA                                                                                                         | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2300000 | PA      | $2304827.93   | 0.02%             | 2042-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23835489 | PA      | $23964964.49  | 0.22%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                                            | Freddie Mac Structured Pass-Through Certificates                                                                       | CUSIP: 31394JDB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        21280 | PA      | $20980.49     | 0.00%             | 2043-07-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     15035000 | PA      | $15336745.68  | 0.14%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                           | Emera Inc                                                                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      6795000 | PA      | $6829022.57   | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                              | Vmed O2 UK Financing I PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5736444.80   | 0.05%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SDAL Trust                                                                          | SDAL Trust 2025-DAL                                                                                                    | CUSIP: 78437RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9875000 | PA      | $9895856.99   | 0.09%             | 2042-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      6875000 | PA      | $6966307.08   | 0.06%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                                   | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     11900000 | PA      | $12071637.75  | 0.11%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140NCTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5443883 | PA      | $5503619.18   | 0.05%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2023-HE2                                                                                                   | CUSIP: 316925AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5701977 | PA      | $5864899.54   | 0.05%             | 2053-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4700000 | PA      | $6088375.31   | 0.06%             | 2029-03-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                                                                  | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     13900000 | PA      | $13979233.20  | 0.13%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13373847 | PA      | $13622033.99  | 0.13%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |       710000 | PA      | $748657.37    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                            | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      7163000 | PA      | $7888944.55   | 0.07%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                 | Southern California Edison Co                                                                                          | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1186058.17   | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                                                | Fressnapf Holding SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      3323000 | PA      | $3986469.30   | 0.04%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2023-CES2                                                                                          | CUSIP: 748956AA7<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      4652341 | PA      | $4681113.80   | 0.04%             | 2043-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                    | CMWLTH FING AUTH PA                                                                                                    | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1995000 | PA      | $1937470.98   | 0.02%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                   | Upbound Group Inc                                                                                                      | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $5692138.90   | 0.05%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                    | SpringCastle America Funding LLC                                                                                       | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1067853 | PA      | $1013001.50   | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10009304 | PA      | $8324846.86   | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    119460000 | PA      | $119823980.28 | 1.11%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Grantor Trust 2025-7                                                                                    | CUSIP: 69545RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4245000 | PA      | $4253475.99   | 0.04%             | 2033-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                                                                          | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     14560000 | PA      | $15124907.62  | 0.14%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9148118 | PA      | $9114073.81   | 0.08%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                                                                   | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $6339211.81   | 0.06%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      4535000 | PA      | $5204313.50   | 0.05%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                       | BHG Securitization Trust 2021-A                                                                                        | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6515000 | PA      | $6385240.75   | 0.06%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                                         | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                     | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4022980.80   | 0.04%             | 2034-01-20      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1137 | NC      | $1327934.14   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                             | New York Life Insurance Co                                                                                             | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     13030000 | PA      | $13949155.88  | 0.13%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES9                                                                                          | CUSIP: 749426AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      5394506 | PA      | $5454414.75   | 0.05%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133KQWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55283657 | PA      | $56467803.53  | 0.52%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10790000 | PA      | $10645402.78  | 0.10%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      6035000 | PA      | $6146577.68   | 0.06%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                               | Blue Owl Capital Corp                                                                                                  | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14922987.15  | 0.14%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                             | National Australia Bank Ltd                                                                                            | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     16365000 | PA      | $15182516.81  | 0.14%             | 2037-01-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                                                        | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18730000 | PA      | $19040109.99  | 0.18%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                                  | Iceland Bondco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      4814000 | PA      | $6862033.62   | 0.06%             | 2027-12-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $5876688.21   | 0.05%             | 2027-09-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                                 | Century Communities Inc                                                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     21490000 | PA      | $21836311.35  | 0.20%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2020-NQM3 Trust                                                                                                    | CUSIP: 552757AD8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      2650000 | PA      | $2540754.28   | 0.02%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                                                         | Unifin Financiera SAB de CV                                                                                            | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |       305668 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133KPFN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17513932 | PA      | $15939913.96  | 0.15%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                                                     | Teleperformance SE                                                                                                     | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $6699584.95   | 0.06%             | 2031-11-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 31426TWA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43685151 | PA      | $45363007.66  | 0.42%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2022-NQM7 Trust                                                                                                    | CUSIP: 67117DAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      3696149 | PA      | $3692995.23   | 0.03%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20373616 | PA      | $18460156.22  | 0.17%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6600000 | PA      | $6626664.59   | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                               | Gildan Activewear Inc                                                                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      7155000 | PA      | $7234532.55   | 0.07%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                             | SV RNO Property Owner 1 LLC                                                                                            | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6815000 | PA      | $6845529.56   | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2025-5C37                                                                                         | CUSIP: 05494NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2571079.25   | 0.02%             | 2058-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     14325000 | PA      | $14891474.53  | 0.14%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3138EQBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       128676 | PA      | $134070.79    | 0.00%             | 2036-08-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                   | Newell Brands Inc                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1055000 | PA      | $1058235.69   | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DSRG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10383163 | PA      | $10516187.87  | 0.10%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45210000 | PA      | $36254534.65  | 0.33%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  1 | On Loan: No      |
| Nothing Bundt Cakes                                                                 | NBC Funding LLC                                                                                                        | CUSIP: 62878YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21978000 | PA      | $22638636.70  | 0.21%             | 2054-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                | Wingstop Funding LLC                                                                                                   | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3800000 | PA      | $3946630.98   | 0.04%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17205930 | PA      | $17300263.66  | 0.16%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     43675000 | PA      | $52148923.30  | 0.48%             | 2028-07-04      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                                              | Five Guys Holdings Inc                                                                                                 | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |      3130375 | PA      | $3220045.22   | 0.03%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5980527 | PA      | $5957348.55   | 0.05%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2024-HE5                                                                                                   | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4088112 | PA      | $4147503.95   | 0.04%             | 2054-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Fannie Mae REMIC Trust 2003-W14                                                                                        | CUSIP: 31393E6M6<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |        82497 | PA      | $81148.21     | 0.00%             | 2043-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Fannie Mae REMIC Trust 2004-W11                                                                                        | CUSIP: 31394AB54<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |       473735 | PA      | $482822.01    | 0.00%             | 2044-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       661138 | PA      | $647781.28    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46760000 | PA      | $47002932.70  | 0.43%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  1 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                   | Bunker Hill Loan Depositary Trust 2019-3                                                                               | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        88664 | PA      | $88230.90     | 0.00%             | 2059-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XPN39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21278769 | PA      | $21185477.49  | 0.20%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22960000 | PA      | $21743837.50  | 0.20%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                                                             | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      8147000 | PA      | $7708945.50   | 0.07%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                                              | Ares Finance Co II LLC                                                                                                 | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |     13170000 | PA      | $12610639.94  | 0.12%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                             | Entergy Mississippi LLC                                                                                                | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      5970000 | PA      | $6053104.49   | 0.06%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3142J6BV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16834859 | PA      | $17483181.34  | 0.16%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     12035000 | PA      | $12333034.74  | 0.11%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31410ECX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12158 | PA      | $12620.51     | 0.00%             | 2036-08-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2800000 | PA      | $3492671.85   | 0.03%             | 2033-02-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9037963 | PA      | $8527618.51   | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22135000 | PA      | $22715356.46  | 0.21%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $7261886.08   | 0.07%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 31418FPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17249979 | PA      | $17908917.66  | 0.17%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    458245000 | PA      | $27203341.11  | 0.25%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                            | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6405000 | PA      | $3896448.38   | 0.04%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      8960000 | PA      | $8537192.56   | 0.08%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                   | GEO Group Inc/The                                                                                                      | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      1135000 | PA      | $1218679.32   | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23130568 | PA      | $19244779.80  | 0.18%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                                                      | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10995000 | PA      | $10902229.69  | 0.10%             | 2041-02-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5170000 | PA      | $5321434.63   | 0.05%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12080000 | PA      | $10947872.55  | 0.10%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17391286 | PA      | $15356967.99  | 0.14%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                             | Nykredit Realkredit A/S                                                                                                | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      5400000 | PA      | $6390881.59   | 0.06%             | 2026-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     16465000 | PA      | $15792810.28  | 0.15%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                            | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      7870000 | PA      | $7141391.23   | 0.07%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28725211 | PA      | $24339349.80  | 0.22%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                         | Aker BP ASA                                                                                                            | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      1200000 | PA      | $1340012.30   | 0.01%             | 2029-05-12      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                                                        | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3640000 | PA      | $3755509.94   | 0.03%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CRSO TR 2023 BRND                                                                   | CRSO TR 2023 BRND                                                                                                      | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17995000 | PA      | $18666083.94  | 0.17%             | 2040-07-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                                   | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      9630000 | PA      | $9731115.00   | 0.09%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Long: SPED05UQ1 CDS USD R F  5.00000 SPED05UQ1_FEE CCPCDX / Short: SPED05UQ1 CDS USD P V 03MEVENT SPED05UQ1_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     45257850 | OU      | $3218920.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                            | SMBC Aviation Capital Finance DAC                                                                                      | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     11475000 | PA      | $11673392.08  | 0.11%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                                        | Dufry One BV                                                                                                           | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      4123000 | PA      | $5031278.03   | 0.05%             | 2032-05-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCAS LLC                                                                            | CCAS 2024-1 LLC                                                                                                        | CUSIP: 12516NAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18589000 | PA      | $18831666.38  | 0.17%             | 2031-06-16      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                                  | Gracie Point International Funding 2025-1 LLC                                                                          | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1350000 | PA      | $1351824.53   | 0.01%             | 2028-08-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL6 Issuer Ltd                                                                                               | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10013157.00  | 0.09%             | 2042-09-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2020-1                                                                                        | CUSIP: 46651XBH4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       926792 | PA      | $853056.53    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2022-NQM3 Trust                                                                                                   | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       942622 | PA      | $939646.92    | 0.01%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                               | Reynolds American Inc                                                                                                  | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       285000 | PA      | $318741.45    | 0.00%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                                 | Verisure Holding AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      1345000 | PA      | $1638762.34   | 0.02%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     10700000 | PA      | $11275765.93  | 0.10%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133KJZC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8942857 | PA      | $7766956.31   | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133KKUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24251051 | PA      | $21076838.89  | 0.19%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140QEPY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       158673 | PA      | $144831.51    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                             | Guardian Life Insurance Co of America/The                                                                              | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     13670000 | PA      | $11500335.88  | 0.11%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2019-RPL3                                                                          | CUSIP: 64830NAE1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     10800000 | PA      | $10089847.08  | 0.09%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                                                      | CUSIP: 36257LAD9<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |       121367 | PA      | $116602.73    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12570000 | PA      | $12537011.67  | 0.12%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                     | SEB Funding LLC                                                                                                        | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5700000 | PA      | $5860117.56   | 0.05%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                               | Entergy Louisiana LLC                                                                                                  | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      8725000 | PA      | $8657123.95   | 0.08%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                                 | Zaxbys Funding LLC                                                                                                     | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4698600 | PA      | $4505866.25   | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31561428 | PA      | $28797511.24  | 0.27%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                                      | PSEG Power LLC                                                                                                         | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12505000 | PA      | $13094762.19  | 0.12%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                                                                 | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1468745.95   | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128M6QT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        15569 | PA      | $16219.65     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                                                       | ECMC Group Student Loan Trust 2020-3                                                                                   | CUSIP: 26833BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1866692 | PA      | $1873271.89   | 0.02%             | 2070-01-27      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140KEHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1365690 | PA      | $1246138.70   | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        84897 | PA      | $80312.70     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2023-HE1                                                                                                   | CUSIP: 302455AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7898866 | PA      | $8027832.10   | 0.07%             | 2053-03-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10650000 | PA      | $9629603.16   | 0.09%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                                                                | Province of Santa Fe                                                                                                   | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     12580000 | PA      | $12296950.00  | 0.11%             | 2034-12-11      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                                   | CUSIP: 78413MAQ1<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      3377000 | PA      | $2628752.03   | 0.02%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                                                      | CUSIP: 36211LLA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           83 | PA      | $84.64        | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9149389 | PA      | $7960080.25   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                            | Northwestern Mutual Life Insurance Co/The                                                                              | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     18575000 | PA      | $13300872.45  | 0.12%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund                                          | Oak Street Investment Grade Net Lease Fund Series 2020-1                                                               | CUSIP: 67181DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5348250 | PA      | $3589990.88   | 0.03%             | 2050-11-20      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                                      | Shellpoint Co-Originator Trust 2016-1                                                                                  | CUSIP: 82281EBY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3680925 | PA      | $3495257.57   | 0.03%             | 2046-11-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                      | Westlake Corp.                                                                                                         | CUSIP: 000000000<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $3105410.61   | 0.03%             | 2029-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158776300 | PA      | $159551530.49 | 1.47%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** ALLSPRING FUNDS TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer