# EDGAR Filing Document

**Accession Number:** 0000929523
**File Stem:** 0000940400-25-014474
**Filing Date:** 2025-12
**Character Count:** 1382214
**Document Hash:** 22142892a656b8db1a0c092fd67cdfad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-014474.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000940400-25-014474

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS, INC. 17
- **CENTRAL INDEX KEY:** 0000929523

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07215
- **FILM NUMBER:** 251599241

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL TOTAL RETURN BOND FUND, INC.
- **DATE OF NAME CHANGE:** 20100216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN TOTAL RETURN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030709

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL TOTAL RETURN BOND FUND INC
- **DATE OF NAME CHANGE:** 20010209

## Series and Classes Contracts Data

### PGIM TOTAL RETURN BOND FUND (Series ID: S000004536)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012434 | Class A      | PDBAX           |
| C000012436 | Class C      | PDBCX           |
| C000012437 | Class Z      | PDBZX           |
| C000057394 | Class R      | DTBRX           |
| C000095380 | Class R6     | PTRQX           |
| C000196667 | Class R2     | PDBRX           |
| C000196668 | Class R4     | PDBSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Investment Portfolios, Inc. 17

- **b. Investment Company Act file number:** 811-07215

- **c. CIK number of Registrant:** 0000929523

- **d. LEI of Registrant:** 54930028RC1CXKGYQ890

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000004536

- **c. LEI of Series:** TMK5EH3X0S88LKHCV210

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $56426872502.40

**Total Liabilities:** $4473886061.95

**Net Assets:** $51952986440.45

**Delayed Delivery Securities:** $452132957.52

**Stand-by Commitments:** $2665932483.33

**Cash Not Reported:** $431851347.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 70762.05523000 | **1-Year:** 2551556.02775000 | **5-Year:** 12075863.01858000 | **10-Year:** 6170316.16410000 | **30-Year:** 523793.38683000

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

- **3-Month:** 18932.71244000 | **1-Year:** 417667.63925000 | **5-Year:** 667579.12758000 | **10-Year:** 88431.75951000 | **30-Year:** 1466.30851000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012434 | 1.37%                | 1.02%                | 0.69%                |
| Class ID C000012436 | 1.30%                | 0.96%                | 0.63%                |
| Class ID C000012437 | 1.39%                | 1.04%                | 0.71%                |
| Class ID C000057394 | 1.34%                | 1.00%                | 0.58%                |
| Class ID C000095380 | 1.40%                | 1.05%                | 0.63%                |
| Class ID C000196667 | 1.36%                | 1.01%                | 0.67%                |
| Class ID C000196668 | 1.38%                | 1.03%                | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $43779163.04             | $433522685.59                              |
| Month 2  | $36718134.08             | $268256271.83                              |
| Month 3  | $51754251.72             | $-74692586.54                              |

**Designated Index Information**

- **Index Name:** PGIM Total Return Bond Fund_Ex Derivatives BM

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS Securities LLC                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15115057.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19814842.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $564831.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-216753.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8921913.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $10052514.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $27422240.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5118907.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8790434.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS TRSBENCH11 INDEX                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9201384.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $923820.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7824480.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2113974.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $602732.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | TRS TRSBENCH2 INDEX                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1555510.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS TRSBENCH21 INDEX                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2734119.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $10776872.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $33744568.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8237536.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8724282.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17672321.54  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-424814.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2252639.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4629749 | PA      | $4418225.91    | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALTICE FINCO SA                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-621911.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31404P5N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45574 | PA      | $46049.45      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                    | Laurel Road Prime Student Loan Trust 2019-A                                     | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23873141 | PA      | $9697068.79    | 0.02%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2128671 | PA      | $1743316.01    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12085000 | PA      | $11519405.21   | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2023-5YR2                                                                 | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43000000 | PA      | $45261580.70   | 0.09%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    27660000 | PA      | $27309824.40   | 0.05%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Marathon CLO LTD                                  | Marathon CLO 2020-15 Ltd                                                        | CUSIP: 56579UBE5<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |    55000000 | PA      | $55160275.50   | 0.11%             | 2037-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51114.46      | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    19050000 | PA      | $17861784.83   | 0.03%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GRP LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1273772 | PA      | $1468213.18    | 0.00%             | 2028-11-27      | None          | 7.58%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44738.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $6362192.20    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                          | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2062738.13    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    99290965 | PA      | $91414119.64   | 0.18%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    52470000 | PA      | $52316526.41   | 0.10%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12235000 | PA      | $11968601.29   | 0.02%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Tikehau US CLO Ltd                                | Tikehau US CLO V Ltd                                                            | CUSIP: 88675YAA2<br>LEI: 254900B2V9LYKTKKHF52 | Long             | ABS-CBDO         | CORP              | BM        |    27500000 | PA      | $27573939.25   | 0.05%             | 2036-01-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3745000 | PA      | $3381971.68    | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| Tikehau US CLO Ltd                                | Tikehau US CLO VI Ltd                                                           | CUSIP: 88676PAA0<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | BM        |    56000000 | PA      | $56158832.80   | 0.11%             | 2037-07-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63055000 | PA      | $28231157.45   | 0.05%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1151645.04    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.EM.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5147620.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    23345000 | PA      | $24322688.60   | 0.05%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DS2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    42833750 | PA      | $38349111.03   | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2023-1 Ltd                                                            | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |     3053497 | PA      | $3065516.55    | 0.01%             | 2033-07-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      342945 | PA      | $319524.13     | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    77237389 | PA      | $75961173.92   | 0.15%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    24254000 | PA      | $23896440.95   | 0.05%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                     | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14565600 | PA      | $14565600.00   | 0.03%             | 2038-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |     1792675 | PA      | $1822361.70    | 0.00%             | 2041-09-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402K6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         112 | PA      | $113.30        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO IV Ltd                                                           | CUSIP: 88675CAA0<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |    47250000 | PA      | $47250000.00   | 0.09%             | 2034-07-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12146.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8614448 | PA      | $8713114.04    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    94960000 | PA      | $89697402.26   | 0.17%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                       | TFS_18-3-A1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |    31364578 | PA      | $27295047.42   | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NORDSON CORP                                      | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    17995000 | PA      | $18135129.74   | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                    | SG Commercial Mortgage Securities Trust 2019-PREZ                               | CUSIP: 78430EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $32314803.50   | 0.06%             | 2039-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2024-HE2                                    | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-O            | CORP              | US        |    46477322 | PA      | $46602643.09   | 0.09%             | 2055-01-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-VII Ltd                                                       | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    63250000 | PA      | $63216256.13   | 0.12%             | 2035-01-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21565951 | PA      | $18425253.08   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $2809419.62    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    16425126 | PA      | $21577687.89   | 0.04%             | 2028-11-27      | None          | 8.58%                 | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STENA AB                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35704.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Corporate Bond 5-10 Year ETF                 | PGIM Corporate Bond 5-10 Year ETF                                               | CUSIP: 69344A743<br>LEI: 529900047IV4FYTVWU33 | Long             | EC               | RF                | US        |       75000 | NS      | $3821992.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                          | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $3132431.55    | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2873240.57    | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA ST                                     | State of California                                                             | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      275000 | PA      | $335570.75     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31287V6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1104 | PA      | $1142.10       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51029.70      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39420476 | PA      | $38311440.37   | 0.07%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Babson Euro CLO B.V.                              | Barings Euro CLO 2019-1 DAC                                                     | CUSIP: 000000000<br>LEI: 549300EGZCEL8MUE5F06 | Long             | ABS-CBDO         | CORP              | IE        |    13600000 | PA      | $15594660.97   | 0.03%             | 2036-04-15      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3725000 | PA      | $4245318.01    | 0.01%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      760000 | PA      | $666882.89     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1102282.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    27265000 | PA      | $24638529.83   | 0.05%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15124553.11   | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      990000 | PA      | $741215.05     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    65497000 | PA      | $1878113.38    | 0.00%             | 2052-06-13      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31287V6T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         679 | PA      | $702.79        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES7                                                   | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23207770 | PA      | $23213195.95   | 0.04%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6925000 | PA      | $2260177.54    | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    33076000 | PA      | $28643748.90   | 0.06%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                             | Sixth Street CLO XVII Ltd                                                       | CUSIP: 83012FAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3253198.98    | 0.01%             | 2038-04-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK21                                                                 | CUSIP: 06540BBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   206158000 | PA      | $2601177.95    | 0.01%             | 2052-10-17      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64007.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9414000 | PA      | $6358417.73    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2004-AR1                                                            | CUSIP: 36228F6P6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      776770 | PA      | $844393.96     | 0.00%             | 2034-06-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18371105 | PA      | $18882572.05   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16452000 | PA      | $15728193.32   | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6885000 | PA      | $7022700.00    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36202FAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      218476 | PA      | $224577.71     | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    22794000 | PA      | $20371275.89   | 0.04%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6745000 | PA      | $5426074.01    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33359298 | PA      | $33707831.98   | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                    | Empire State Development Corp                                                   | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    14730000 | PA      | $15304656.78   | 0.03%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $239070.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2234015 | PA      | $1907304.40    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31376KEX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7320 | PA      | $7503.00       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-2 DAC                                                         | CUSIP: 000000000<br>LEI: 5493000GNZH2JWC7EQ58 | Long             | ABS-CBDO         | CORP              | IE        |    20000000 | PA      | $23132184.75   | 0.04%             | 2038-01-26      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    32717000 | PA      | $29537316.54   | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   213808443 | PA      | $216133194.74  | 0.42%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                         | CFK Trust 2019-FAX                                                              | CUSIP: 12528XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14250000 | PA      | $13955811.60   | 0.03%             | 2039-01-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     3802519 | PA      | $3936063.97    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Trinitas Euro CLO                                 | Trinitas Euro CLO VI DAC                                                        | CUSIP: 000000000<br>LEI: 635400LWFWL9KRF4UY56 | Long             | ABS-CBDO         | CORP              | IE        |    31600000 | PA      | $36423740.00   | 0.07%             | 2039-01-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                    | Pikes Peak Clo 15 2023 Ltd                                                      | CUSIP: 720922AL7<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |    41500000 | PA      | $41548426.35   | 0.08%             | 2038-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     4905000 | PA      | $4980771.46    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $506173.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36513.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9428000 | PA      | $8275452.71    | 0.02%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                           | Bryant Park Funding 2023-21 Ltd                                                 | CUSIP: 117650AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40500000 | PA      | $40570016.40   | 0.08%             | 2038-10-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2652000 | PA      | $2711622.26    | 0.01%             | 2041-12-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FLBW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13789442 | PA      | $13130711.81   | 0.03%             | 2049-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                           | HPS Loan Management 2025-26 Ltd                                                 | CUSIP: 44333QAA6<br>LEI: 52990035KBWSOMZIZ589 | Long             | ABS-CBDO         | CORP              | KY        |    55750000 | PA      | $55880845.25   | 0.11%             | 2038-07-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31287V2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         305 | PA      | $323.29        | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   117130760 | PA      | $99875112.89   | 0.19%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3769624.07    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                    | Bain Capital Credit CLO 2022-4 Ltd                                              | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    27000000 | PA      | $27074250.00   | 0.05%             | 2037-10-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                  | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1481098 | NS      | $14.81         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $56264.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                          | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81636223 | PA      | $81738267.86   | 0.16%             | 2039-08-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    45302000 | PA      | $44961300.22   | 0.09%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $993846.07     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H1 Mortgage Trust                                                    | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4020775 | PA      | $4055367.47    | 0.01%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 25 Ltd                                                    | CUSIP: 03329WAA5<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |    21000000 | PA      | $21012490.80   | 0.04%             | 2035-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                       | CUSIP: 3134A4CP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1655000 | PA      | $1336076.85    | 0.00%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Archwest Mortgage Trust 2025-RTL1                 | Archwest Mortgage Trust 2025-RTL1                                               | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14000000 | PA      | $13994260.00   | 0.03%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BKH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    27501450 | PA      | $934042.74     | 0.00%             | 2033-07-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | Carval Clo VIII-C Ltd                                                           | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |    20000000 | PA      | $20053908.00   | 0.04%             | 2037-10-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    65450000 | PA      | $67569104.68   | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $255303.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38819382 | PA      | $33142280.53   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                    | GINNIE MAE                                                                      | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    54500000 | PA      | $56097003.15   | 0.11%             | 2056-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PGIM Corporate Bond 0-5 Year ETF                  | PGIM Corporate Bond 0-5 Year ETF                                                | CUSIP: 69344A750<br>LEI: 529900FOCAPT3GN1O867 | Long             | EC               | RF                | US        |       75000 | NS      | $3787920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                          | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $7680744.36    | 0.01%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                               | 20 Times Square Trust 2018-20TS                                                 | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40252500 | PA      | $33912731.25   | 0.07%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814DB6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    18667000 | PA      | $21475403.48   | 0.04%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-7                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    44161830 | PA      | $44245039.57   | 0.09%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6804000 | PA      | $7492139.10    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A       | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                     | CUSIP: 518888102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    82210000 | PA      | $11234277.96   | 0.02%             | 2043-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                          | LUMEN TECHNOLOGIES INC                                                          | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     1996927 | PA      | $1981327.37    | 0.00%             | 2029-04-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALEO SE                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5741.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8477105 | PA      | $7903587.82    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    19835000 | PA      | $19924433.31   | 0.04%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26277217 | PA      | $24374735.14   | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8683094.17    | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    14375000 | PA      | $13665803.70   | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     4090000 | PA      | $4753035.43    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 3 DESIGNATED ACTIVIT                    | Penta CLO 3 DAC                                                                 | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-CBDO         | CORP              | IE        |    34750000 | PA      | $40017384.80   | 0.08%             | 2038-10-17      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7070000 | PA      | $7212155.08    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    19375000 | PA      | $18965294.31   | 0.04%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                             | Barrow Hanley CLO III Ltd                                                       | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    43250000 | PA      | $43403286.65   | 0.08%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1501932.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                          | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    40545000 | PA      | $29445527.63   | 0.06%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    37700000 | PA      | $37444540.79   | 0.07%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIR2                                          | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70643617 | PA      | $70731921.98   | 0.14%             | 2041-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    76475000 | PA      | $28848452.52   | 0.06%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3279000 | PA      | $3055691.77    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7285000 | PA      | $5974901.78    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    10098000 | PA      | $11394455.24   | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                    | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 59020UPR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      106437 | PA      | $106024.44     | 0.00%             | 2035-12-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C10                                          | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    59378106 | PA      | $59052737.74   | 0.11%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38379FE39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2292883 | PA      | $208050.67     | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35830.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAX4<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    55952000 | PA      | $197074.13     | 0.00%             | 2048-07-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      561463 | PA      | $588090.47     | 0.00%             | 2053-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      275000 | PA      | $252403.52     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47226633 | PA      | $47616838.74   | 0.09%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    10910000 | PA      | $12022970.08   | 0.02%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6592121 | PA      | $6105881.72    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                     | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4640559.40    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      875000 | PA      | $899062.50     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                               | SWF Holdings I Corp                                                             | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     4548000 | PA      | $1635149.27    | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3549321 | PA      | $3310330.76    | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.PARIS.BESPOKE                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5468838.13    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3728475 | PA      | $3780339.68    | 0.01%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17676897 | PA      | $14458425.15   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3704618 | PA      | $3164735.95    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                    | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9             | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      939024 | PA      | $884373.26     | 0.00%             | 2034-12-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390TY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          40 | PA      | $41.86         | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    15150000 | PA      | $13734550.65   | 0.03%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133B42H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      437840 | PA      | $376242.93     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2024-5C29                                                  | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64600000 | PA      | $66363101.96   | 0.13%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $6290260.12    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                         | Regatta XXIX Funding Ltd                                                        | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    96500000 | PA      | $96774060.00   | 0.19%             | 2037-09-06      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELECOM ITALIA SPA/MILANO                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13809.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     9640000 | PA      | $7871361.27    | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    21296000 | PA      | $15224892.85   | 0.03%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1335086.02    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38379TZS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7198005 | PA      | $5887923.06    | 0.01%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1372993.15    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   144930686 | PA      | $137109777.34  | 0.26%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                    | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    58300000 | PA      | $58990341.96   | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                         | CFK Trust 2019-FAX                                                              | CUSIP: 12528XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21052000 | PA      | $20492006.27   | 0.04%             | 2039-01-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    20190000 | PA      | $19723409.10   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   137136630 | PA      | $114105383.65  | 0.22%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       44167 | NC      | $3049672.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17027 | PA      | $17603.99      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                        | Henley CLO III DAC                                                              | CUSIP: 000000000<br>LEI: 635400GBWJ33C3GSJK66 | Long             | ABS-CBDO         | CORP              | IE        |    17250000 | PA      | $19890654.79   | 0.04%             | 2035-12-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| PLATINUM SECURITIES KY                            | Platinum for Belize Blue Investment Co LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     2000000 | PA      | $1792320.00    | 0.00%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    14539000 | PA      | $15237264.55   | 0.03%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    15275000 | PA      | $12923603.39   | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                               | 20 Times Square Trust 2018-20TS                                                 | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39245000 | PA      | $34045037.50   | 0.07%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C43                                  | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $991225.80     | 0.00%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4008014.16    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3564466 | PA      | $2417252.60    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7336170 | PA      | $7518522.31    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27300.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4403991.53    | 0.01%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    21369000 | PA      | $18712937.82   | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     8015000 | PA      | $8160526.75    | 0.02%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| Capital Four CLO                                  | Capital Four CLO VI DAC                                                         | CUSIP: 000000000<br>LEI: 549300QO4S9JIYQOSV53 | Long             | ABS-CBDO         | CORP              | IE        |    19000000 | PA      | $21952008.55   | 0.04%             | 2036-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    38720000 | PA      | $40808684.58   | 0.08%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     7750000 | PA      | $9339838.88    | 0.02%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3792193.84    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132E0M33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    56417023 | PA      | $50849387.43   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2025-1                                    | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    67700000 | PA      | $69642604.11   | 0.13%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C11                                          | CUSIP: 90276XAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40000000 | PA      | $39791632.00   | 0.08%             | 2051-06-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEWELL BRANDS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-140598.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EG GLOBAL FINANCE PLC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30731.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2673633 | PA      | $1693370.33    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    30325000 | PA      | $31381099.43   | 0.06%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios CLO V DAC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    31000000 | PA      | $35749158.50   | 0.07%             | 2038-08-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $923440.00     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      865050 | PA      | $804732.01     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                   | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15160349 | PA      | $14968743.08   | 0.03%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-9                                               | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $24971662.50   | 0.05%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C36                                  | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    26739157 | PA      | $26424121.52   | 0.05%             | 2059-11-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                         | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     8650000 | PA      | $7994700.07    | 0.02%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1197993.80    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS UNITEDHEALTH GROUP INC                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $166597.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                    | Barings CLO Ltd 2025-III                                                        | CUSIP: 06764PAA5<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |    30000000 | PA      | $30073518.00   | 0.06%             | 2038-03-31      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2413733.45    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14772000 | PA      | $13400858.91   | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    15025000 | PA      | $17462747.65   | 0.03%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17285000 | PA      | $7638595.58    | 0.01%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $873595.68     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     3762000 | PA      | $3870177.51    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJNF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    51796961 | PA      | $52098792.46   | 0.10%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6025000 | PA      | $5772612.75    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2022-2 Ltd                                                        | CUSIP: 94949FAL7<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |    47690000 | PA      | $47823360.32   | 0.09%             | 2037-10-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $27162.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                            | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2611237.36    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2021-2 DAC                                           | CUSIP: 000000000<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-CBDO         | CORP              | IE        |    24300000 | PA      | $28009395.00   | 0.05%             | 2038-03-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                    | Apidos CLO XLIV Ltd                                                             | CUSIP: 037989AL4<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |    35350000 | PA      | $35439110.28   | 0.07%             | 2037-10-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138LUTT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8135037 | PA      | $7965115.20    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6684082 | PA      | $5122459.20    | 0.01%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3172000 | PA      | $3422509.95    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NEW GOLD INC                                      | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     1075000 | PA      | $1122042.00    | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5685000 | PA      | $5629576.56    | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                           | Warwick Capital CLO 2 Ltd                                                       | CUSIP: 936557AA5<br>LEI: 254900MNDJAT8Y3XZ919 | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $50128870.00   | 0.10%             | 2037-01-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                             | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    11989000 | PA      | $13023687.87   | 0.03%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $101164.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18615000 | PA      | $18290652.24   | 0.04%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5330014.03    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                             | American Airlines 2014-1 Class A Pass Through Trust                             | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1361306 | PA      | $1350437.36    | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     5100000 | PA      | $6336737.05    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                              | DIGICEL INTL FIN LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      110440 | NS      | $1349168.17    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trimaran CAVU Ltd                                 | Trimaran CAVU 2025-2 Ltd                                                        | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70750000 | PA      | $70893091.88   | 0.14%             | 2038-03-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2023-BNK46                                                                 | CUSIP: 06541DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    74030000 | PA      | $77111084.18   | 0.15%             | 2056-08-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    17775000 | PA      | $17637501.49   | 0.03%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6045318 | PA      | $5136429.07    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    16480000 | PA      | $16658606.71   | 0.03%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $118994.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9665326 | PA      | $9982167.89    | 0.02%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                               | Spectrum Brands Inc                                                             | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     5657000 | PA      | $4580581.89    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5047745 | PA      | $4482310.47    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5703938 | PA      | $4078055.57    | 0.01%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5144642.66    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Banc of America Commercial Mor                    | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10              | CUSIP: 06054MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1670093 | PA      | $1665702.78    | 0.00%             | 2049-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3549088.78    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2007-3                                                   | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94011 | PA      | $84487.99      | 0.00%             | 2047-05-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                    | New Century Home Equity Loan Trust                                              | CUSIP: 64352VDR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      788071 | PA      | $804425.10     | 0.00%             | 2033-10-25      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    51930000 | PA      | $52760880.00   | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36513.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $2426198.03    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                         | Northwoods Capital 20 Ltd                                                       | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    75000000 | PA      | $75201915.00   | 0.14%             | 2038-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22100000 | PA      | $21279024.78   | 0.04%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                    | Bay Area Toll Authority                                                         | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      525000 | PA      | $608544.86     | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    45684906 | PA      | $43658903.78   | 0.08%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5902000 | PA      | $5353957.41    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2138906 | PA      | $1048596.96    | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $6459702.24    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    71617459 | PA      | $62058477.27   | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    22062000 | PA      | $22721102.25   | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARDAGH PACKAGING FINANCE PLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3611142.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     3785000 | PA      | $2800720.72    | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    20670000 | PA      | $20294164.38   | 0.04%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136AH5A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1417954 | PA      | $204521.81     | 0.00%             | 2043-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-HE1                                    | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |    18466237 | PA      | $18517284.73   | 0.04%             | 2055-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     3342500 | PA      | $3353363.15    | 0.01%             | 2028-08-21      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    14895000 | PA      | $16277099.07   | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20850000 | PA      | $21123656.25   | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2414454.45    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                      | Monument Clo 1 DAC                                                              | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |   102500000 | PA      | $118499930.67  | 0.23%             | 2037-05-15      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    19490000 | PA      | $19599488.97   | 0.04%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-446.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    44475000 | PA      | $33628072.70   | 0.06%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Euro CLO 2019-1 DAC                                                     | CUSIP: 000000000<br>LEI: 635400YFJCERZ9QJKR15 | Long             | ABS-CBDO         | CORP              | IE        |     6142325 | PA      | $7067854.90    | 0.01%             | 2032-03-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19925000 | PA      | $6431358.31    | 0.01%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2005-HYB9                                       | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4837 | PA      | $4326.16       | 0.00%             | 2036-02-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     6160000 | PA      | $6252461.60    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38380GG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6698495 | PA      | $5370370.74    | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2033263 | PA      | $826521.73     | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    16313646 | PA      | $16387219.09   | 0.03%             | 2034-04-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15511053 | PA      | $14019537.92   | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3518604 | PA      | $3256212.00    | 0.01%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $317573.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12033152 | PA      | $10715114.34   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                            | Intelsat SA/Luxembourg                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       66981 | NS      | $6.70          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5AX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1276563 | PA      | $1182428.36    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    42640000 | PA      | $37969601.61   | 0.07%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    12495000 | PA      | $12536853.24   | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    20453000 | PA      | $20265717.14   | 0.04%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                          | Champion Iron Canada Inc                                                        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    17075000 | PA      | $17898015.00   | 0.03%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5965000 | PA      | $5848021.46    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    43711000 | PA      | $40142009.55   | 0.08%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    20703000 | PA      | $17584709.39   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-225276.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2111763.30    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FCHS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1380329 | PA      | $239489.37     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4130000 | PA      | $4738408.47    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: —       |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2003-BC7                                 | CUSIP: 86358ECW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      381092 | PA      | $377264.35     | 0.00%             | 2033-07-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5603825.48    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12228543 | PA      | $12364004.32   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    90500000 | PA      | $89977174.26   | 0.17%             | 2055-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    13450000 | PA      | $13819875.00   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      864000 | PA      | $867052.54     | 0.00%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQ4B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   456470846 | PA      | $13064013.01   | 0.03%             | 2029-10-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-987786.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19791.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1625000 | PA      | $1644998.39    | 0.00%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EPX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10480394 | PA      | $10538053.62   | 0.02%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1137402.39    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7661000 | PA      | $5402353.76    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     7190000 | PA      | $6183342.72    | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1693489 | PA      | $986489.01     | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D       | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                                     | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15903052 | PA      | $15174380.56   | 0.03%             | 2043-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W1KJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11512815 | PA      | $10970311.69   | 0.02%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    64400000 | PA      | $80818631.08   | 0.16%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | Barclays Commercial Mortgage Trust 2019-C3                                      | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24500000 | PA      | $23795022.30   | 0.05%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45521.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    43015000 | PA      | $44695759.51   | 0.09%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                               | Silver Rock CLO III                                                             | CUSIP: 82811AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    45250000 | PA      | $45359165.63   | 0.09%             | 2036-01-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2170000 | PA      | $2197108.51    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1916000 | PA      | $1760804.00    | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6587589 | PA      | $5717520.14    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1525000 | PA      | $1520745.25    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5060080 | PA      | $4132392.05    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $6523628.93    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |     2594192 | PA      | $2604771.22    | 0.01%             | 2041-10-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7103324.72    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GRIFOLS SA                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-90527.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1802000 | PA      | $1764426.92    | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1088582.96    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 24 Ltd                                       | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    28850000 | PA      | $28922026.91   | 0.06%             | 2038-10-19      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2025-RTL3                                                  | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |    13400000 | PA      | $13410482.82   | 0.03%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    24032000 | PA      | $17215882.81   | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    44715746 | PA      | $34546896.10   | 0.07%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                         | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |   112000000 | PA      | $115619123.20  | 0.22%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XLDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5347037 | PA      | $4553187.48    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                           | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10475000 | PA      | $8551095.25    | 0.02%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2018-CHRS Mortgage Trust                                                  | CUSIP: 05491VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10055000 | PA      | $9162274.87    | 0.02%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $800914.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    22019000 | PA      | $21820610.01   | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8490000 | PA      | $8706687.16    | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6693857.85    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                    | Chase Home Lending Mortgage Trust 2025-RPL1                                     | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32947133 | PA      | $29928035.56   | 0.06%             | 2065-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    14595000 | PA      | $14539861.55   | 0.03%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    28800000 | PA      | $26182343.02   | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                       | CUSIP: 74815HCC4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       91000 | PA      | $91876.77      | 0.00%             | 2026-03-06      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133ARR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    39920109 | PA      | $34065332.32   | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XNFC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32298937 | PA      | $31023843.26   | 0.06%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2100000 | PA      | $914112.16     | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $478141.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCT 2024-1 A1X                                  | LINCT 2024-1 A1X                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    61857000 | PA      | $61914588.87   | 0.12%             | 2027-06-27      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5967674.05    | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6585161 | PA      | $6662026.13    | 0.01%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zegona Holdco Limited                             | ZEGONA HOLDCO LTD                                                               | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |    20675000 | PA      | $23920405.15   | 0.05%             | 2029-07-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     6770000 | PA      | $7075313.83    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132AAM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1058611 | PA      | $980674.20     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                           | VistaJet Malta Finance PLC / Vista Management Holding Inc                       | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1925000 | PA      | $1857779.00    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $5343550.00    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     6271000 | PA      | $5670422.65    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     5510000 | PA      | $5595470.72    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-171994.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                            | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      111153 | PA      | $0.11          | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17768645 | PA      | $17923422.54   | 0.03%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                             | Cablevision Lightpath LLC                                                       | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      400000 | PA      | $391582.90     | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    33500000 | PA      | $34441151.05   | 0.07%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-RPL1 LLC                                                              | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    52358267 | PA      | $51341642.50   | 0.10%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    84135000 | PA      | $75137500.65   | 0.14%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136APJF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2490008 | PA      | $399580.76     | 0.00%             | 2045-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                             | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      835000 | PA      | $979417.57     | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    31364139 | PA      | $32157862.24   | 0.06%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    13963000 | PA      | $14340954.67   | 0.03%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15723.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    80671540 | PA      | $76482032.79   | 0.15%             | 2052-10-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    17535000 | PA      | $17535000.00   | 0.03%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $829203.28     | 0.00%             | 2042-05-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36202T6G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2031 | PA      | $2086.50       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14670000 | PA      | $10553966.30   | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     7605000 | PA      | $7807104.71    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $9362286.47    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $7780325.64    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    29046000 | PA      | $23953201.16   | 0.05%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                            | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $9325076.99    | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-52636.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27135429 | PA      | $27005818.63   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    10130000 | PA      | $7940603.44    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                             | Vendee Mortgage Trust 2011-2                                                    | CUSIP: 92262BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1881664 | PA      | $1776852.10    | 0.00%             | 2041-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    71544510 | PA      | $68443571.09   | 0.13%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMP91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32687772 | PA      | $27958761.38   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6023580 | PA      | $6188654.74    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    15767000 | PA      | $14307090.56   | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4279053.71    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3595000 | PA      | $3644404.56    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   133492047 | PA      | $118483466.72  | 0.23%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-291095.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    47214917 | PA      | $48302213.74   | 0.09%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      442136 | PA      | $412406.77     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137BL4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1742748 | PA      | $1699516.63    | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    16800000 | PA      | $16642389.66   | 0.03%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| AlbaCore Euro CLO                                 | AlbaCore EURO CLO II DAC                                                        | CUSIP: 000000000<br>LEI: 549300WN8XXHR94EX575 | Long             | ABS-CBDO         | CORP              | IE        |     9500000 | PA      | $10920029.17   | 0.02%             | 2034-06-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    29000000 | PA      | $35691393.30   | 0.07%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   193999442 | PA      | $196036136.98  | 0.38%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    10390000 | PA      | $10309291.45   | 0.02%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8210000 | PA      | $6691782.30    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      504000 | PA      | $456937.78     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23632.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    23485000 | PA      | $23104611.59   | 0.04%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2018-CHRS Mortgage Trust                                                  | CUSIP: 05491VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7345000 | PA      | $6845719.95    | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                            | CUSIP: 6903532V8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     5223188 | PA      | $5044912.45    | 0.01%             | 2034-10-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                    | PECO Energy Co                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3437937.18    | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                     | OFSI BSL XV CLO Ltd                                                             | CUSIP: 67121QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    80000000 | PA      | $80103576.00   | 0.15%             | 2038-03-31      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                       | State of Illinois                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    16617696 | PA      | $16936678.21   | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12747602.66   | 0.02%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9720000 | PA      | $9700404.48    | 0.02%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4409916 | PA      | $4408864.11    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     4365000 | PA      | $3930144.36    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1272857.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2371811.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    19765000 | PA      | $20362515.15   | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4065000 | PA      | $4071856.44    | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7519173 | PA      | $6419863.26    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                           | PMT Issuer Trust - FMSR                                                         | CUSIP: 693968AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20000000 | PA      | $20129418.00   | 0.04%             | 2027-12-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    18280000 | PA      | $18240113.64   | 0.04%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDG                                  | Resolution Funding Corp                                                         | CUSIP: 761157AB2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      429000 | PA      | $508023.61     | 0.00%             | 2030-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-RPL1 LLC                                                              | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5879000 | PA      | $5492322.88    | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $499250.00     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                        | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      791890 | NS      | $5791091.57    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    39135000 | PA      | $45560047.33   | 0.09%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-158283.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23485000 | PA      | $8652229.07    | 0.02%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22117773 | PA      | $22506437.31   | 0.04%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6NQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         233 | PA      | $236.78        | 0.00%             | 2031-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14950000 | PA      | $12910695.99   | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18465033 | PA      | $18608788.51   | 0.04%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite Xlii Ltd                                                              | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |    70000000 | PA      | $70140770.00   | 0.14%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133A9UL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11148898 | PA      | $9534920.37    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $638498.01     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15272967 | PA      | $13666700.03   | 0.03%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                    | Structured Adjustable Rate Mortgage Loan Trust Series 2004-18                   | CUSIP: 863579FU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2777549 | PA      | $2595069.77    | 0.00%             | 2034-12-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43094.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    60427568 | PA      | $51540308.80   | 0.10%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                | Shackleton 2014-V-R CLO Ltd                                                     | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |     6196467 | PA      | $6197973.38    | 0.01%             | 2031-05-07      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    60917589 | PA      | $49730269.93   | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2435000 | PA      | $2369714.56    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1319895.53    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1671398.21    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10885244.33   | 0.02%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MAYO CLINIC                                       | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     8312000 | PA      | $6839077.49    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6095000 | PA      | $5475633.40    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-RPL1 LLC                                                              | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2072000 | PA      | $1917921.31    | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10080.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   184116025 | PA      | $186039671.00  | 0.36%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14912000 | PA      | $15135997.63   | 0.03%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    75359000 | PA      | $82978593.29   | 0.16%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $3767419.43    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    52432606 | PA      | $42858738.94   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     4594704 | PA      | $4603484.73    | 0.01%             | 2033-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                   | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     3263000 | PA      | $3326889.54    | 0.01%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36213FB51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13750 | PA      | $14201.67      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16826705 | PA      | $13006716.28   | 0.03%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-RPL1 LLC                                                              | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10215000 | PA      | $9781074.97    | 0.02%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $148372.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                       | CUSIP: 74815HCE0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $101491.70     | 0.00%             | 2026-04-09      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    23258000 | PA      | $23137214.79   | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   232070853 | PA      | $625941.50     | 0.00%             | 2026-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                           | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    20900000 | PA      | $22842864.00   | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    29300000 | PA      | $35646474.92   | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1305225 | PA      | $1340486.94    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. Warrants                  | Codere Group Topco S.A. Warrants                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |         200 | NS      | $1152.65       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO XXIII Ltd                                                         | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | KY        |    27500000 | PA      | $27575457.25   | 0.05%             | 2037-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     2751000 | PA      | $2645477.57    | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| NYC Commercial Mortgage Trust                     | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $25011207.50   | 0.05%             | 2042-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LANXESS AG                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4722.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                             | Cablevision Lightpath LLC                                                       | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197222.47     | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4434077.74    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31374GRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2224 | PA      | $2198.45       | 0.00%             | 2036-05-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                   | Oak Hill Credit Partners X-R Ltd                                                | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   110300000 | PA      | $110230731.60  | 0.21%             | 2038-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21145000 | PA      | $21109396.34   | 0.04%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $322314.68     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2045549.52    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14783037 | PA      | $13711645.75   | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    15609000 | PA      | $16077270.00   | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage S                    | BBCMS 2018-CHRS Mortgage Trust                                                  | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19295000 | PA      | $17341977.47   | 0.03%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93917.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24509354 | PA      | $25190774.29   | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7224383 | PA      | $7429337.58    | 0.01%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $2081348.66    | 0.00%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402ES33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1852 | PA      | $1851.69       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     7190000 | PA      | $7073809.60    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $5654801.52    | 0.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    22420000 | PA      | $22867098.58   | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Zegona Holdco Limited                             | ZEGONA HOLDCO LTD                                                               | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |     3525000 | PA      | $4078327.84    | 0.01%             | 2029-07-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-RPL1 LLC                                                              | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6023000 | PA      | $5696226.95    | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    10718000 | PA      | $8757616.53    | 0.02%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41581.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIX Ltd                                                    | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   126465000 | PA      | $126932616.98  | 0.24%             | 2037-04-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31296RQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15728 | PA      | $16296.85      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     7206000 | PA      | $5471462.84    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     6755000 | PA      | $6189722.10    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3444811 | PA      | $2958284.11    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4165684 | PA      | $3545099.57    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11077196 | PA      | $9873067.35    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                  | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $1166750.00    | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    34167186 | PA      | $29608429.65   | 0.06%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5710775 | PA      | $4876835.72    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29790.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cuppa Bidco B.V.                                  | CUPPA BIDCO BV                                                                  | CUSIP: 000000000<br>LEI: 254900C8AU9XL3CHKB72 | Long             | LON              | CORP              | NL        |     1000000 | PA      | $907711.88     | 0.00%             | 2029-06-29      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                          | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2939257.50    | 0.01%             | 2026-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    74872811 | PA      | $73323645.83   | 0.14%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GSA1                                          | CUSIP: 36261PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42000000 | PA      | $39865001.40   | 0.08%             | 2052-11-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27818865 | PA      | $26664621.64   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                     | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18945000 | PA      | $18873956.25   | 0.04%             | 2042-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     9150000 | PA      | $11892638.73   | 0.02%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    37340000 | PA      | $36943506.31   | 0.07%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2122179.06    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1253841.67    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DOMTAR CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-728604.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 313920GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6233 | PA      | $6394.53       | 0.00%             | 2031-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1710203 | PA      | $1765103.06    | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10493000 | PA      | $10797297.00   | 0.02%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    14870000 | PA      | $17808529.10   | 0.03%             | 2054-06-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4920983.44    | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36211BWM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          74 | PA      | $74.63         | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                  | Invesco Euro CLO IV DAC                                                         | CUSIP: 000000000<br>LEI: 549300LLUOZ9GWTWJV80 | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11060081.33   | 0.02%             | 2033-04-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15125000 | PA      | $13783583.87   | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BBCCRE Trust                                      | BBCCRE Trust 2015-GTP                                                           | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14600000 | PA      | $13445856.86   | 0.03%             | 2033-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    27600000 | PA      | $36036039.01   | 0.07%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BNP PARIBAS SA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12716.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $28061.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    89230000 | PA      | $91777810.96   | 0.18%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13674954.39   | 0.03%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    52200000 | PA      | $51841825.14   | 0.10%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 10 Ltd                                                                  | CUSIP: 48662LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $11976711.60   | 0.02%             | 2034-04-23      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXX Ltd                                                    | CUSIP: 557913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    50000000 | PA      | $50122865.00   | 0.10%             | 2038-09-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     7345000 | PA      | $5682221.54    | 0.01%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13155000 | PA      | $5651788.33    | 0.01%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $696002.34     | 0.00%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   101627198 | PA      | $90301499.48   | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                   | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     1350000 | PA      | $1350958.50    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $25761.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                                    | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    16050000 | PA      | $18396062.32   | 0.04%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                             | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     6560000 | PA      | $5202048.12    | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     7090000 | PA      | $6984924.05    | 0.01%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2017-3 Ltd                                                       | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16250000 | PA      | $16284485.75   | 0.03%             | 2037-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15357794 | PA      | $14611626.52   | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                    | Golub Capital Partners CLO 70 B Ltd                                             | CUSIP: 38182HAA0<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $50013650.00   | 0.10%             | 2037-10-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                     | RFMSI Series 2003-S9 Trust                                                      | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3341 | PA      | $3377.86       | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133B3VE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1765365 | PA      | $1568318.74    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11557899 | PA      | $10770061.15   | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2087386 | PA      | $1786299.05    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-110249.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                         | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     4487840 | PA      | $4467790.05    | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                    | Octagon Investment Partners 32 Ltd                                              | CUSIP: 67573CAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18750000 | PA      | $18796953.75   | 0.04%             | 2037-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                         | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15232500.00   | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14712224 | PA      | $14731469.56   | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | 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        |    21493590 | PA      | $20609701.84   | 0.04%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $4372802.27    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 2 DAC                                                         | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |    83050000 | PA      | $95580650.23   | 0.18%             | 2034-07-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48238.09      | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    12955000 | PA      | $12763358.06   | 0.02%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4790568.90    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45753.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                            | Northwoods Capital XI-B Ltd                                                     | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |    84529000 | PA      | $84771395.36   | 0.16%             | 2037-07-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                       | INTERNATIONAL PARK HLDGS BV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    45000000 | PA      | $50961538.13   | 0.10%             | 2031-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137BJLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3484508 | PA      | $471057.35     | 0.00%             | 2045-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Inc Asset-Backed Certificates Trust 2004-6                                | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      246714 | PA      | $240757.81     | 0.00%             | 2034-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29312212 | PA      | $28283379.27   | 0.05%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6563314 | PA      | $6448032.12    | 0.01%             | 2048-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CRM1                                             | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    56643627 | PA      | $57202059.84   | 0.11%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                              | SCG Commercial Mortgage Trust 2025-DLFN                                         | CUSIP: 78398EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25990000 | PA      | $25925329.08   | 0.05%             | 2035-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17160844 | PA      | $14278786.54   | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128KHWU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         695 | PA      | $734.18        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-531152.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    92936920 | PA      | $77328740.63   | 0.15%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Fannie Mae Principal Strip                                                      | CUSIP: 31358DDG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      835000 | PA      | $709290.61     | 0.00%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    33806000 | PA      | $39003016.98   | 0.08%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    13415000 | PA      | $13171544.58   | 0.03%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-NQM7                                       | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |    56733196 | PA      | $57142810.08   | 0.11%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2780000 | PA      | $2414460.47    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $7367046.74    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1665865.35    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5088543 | PA      | $4537532.68    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197854 | PA      | $200574.52     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12239.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2800128 | PA      | $2489025.59    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132WLBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      621680 | PA      | $586541.59     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER                            | Gabon Blue Bond Master Trust Series 2                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    28006000 | PA      | $28499465.72   | 0.05%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1286631.48    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    25297000 | PA      | $28737898.61   | 0.06%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 37 Ltd                                                                  | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |    20000000 | PA      | $20033320.00   | 0.04%             | 2038-04-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     6252000 | PA      | $6088737.98    | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                     | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49015000 | PA      | $48708656.25   | 0.09%             | 2042-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $6344509.50    | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2513674 | PA      | $2137037.24    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8354.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                             | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1559503.80    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KTTY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1744588 | PA      | $1426041.76    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    22487000 | PA      | $23158799.13   | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1820000 | PA      | $2245417.72    | 0.00%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                              | Prime Mortgage Trust 2004-CL1                                                   | CUSIP: 74160MDL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2230 | PA      | $2119.35       | 0.00%             | 2034-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9264504 | PA      | $8572512.75    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7365138 | PA      | $5692964.37    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   329667155 | PA      | $16869694.68   | 0.03%             | 2034-08-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    44083000 | PA      | $44038917.00   | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2004-BNC1                                | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      407552 | PA      | $429940.11     | 0.00%             | 2034-09-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED AIRLINES HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21820.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26698111 | PA      | $22779618.97   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-SPOT                                          | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    62615340 | PA      | $62615339.62   | 0.12%             | 2040-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                    | GoodLeap Sustainable Home Solutions Trust 2024-1                                | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    41358049 | PA      | $40623319.61   | 0.08%             | 2057-06-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    60565532 | PA      | $55973134.03   | 0.11%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      270689 | PA      | $260113.41     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    12545000 | PA      | $12720032.06   | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1487111.83    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Strips                                                              | CUSIP: 3134A4KY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     5036000 | PA      | $3820746.22    | 0.01%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      470000 | PA      | $471418.41     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                 | CDP Financial Inc                                                               | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     2195000 | PA      | $2369946.33    | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $500571.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                    | Pennsylvania Turnpike Commission                                                | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      400000 | PA      | $435230.13     | 0.00%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3500000 | PA      | $4216406.25    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                  | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11866222 | PA      | $10569142.89   | 0.02%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   339370698 | PA      | $277331586.23  | 0.53%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   195404455 | PA      | $186261705.33  | 0.36%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund  | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  1989474194 | NS      | $1989474193.55 | 3.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25927013 | PA      | $25548919.14   | 0.05%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2004-WMC3                         | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      859627 | PA      | $846735.31     | 0.00%             | 2035-01-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING STRIP                          | Resolution Funding Corp Interest Strip                                          | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    18610000 | PA      | $15616599.74   | 0.03%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2024-WRHS Mortgage Trust                                                   | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39026575 | PA      | $39026575.44   | 0.08%             | 2026-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $73026.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                    | Floating Rate Mortgage Pass-through Cert-series 2001-2                          | CUSIP: 03072SBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25695 | PA      | $28824.75      | 0.00%             | 2031-10-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38700000 | PA      | $36435272.13   | 0.07%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2004-BNC1                                | CUSIP: 86358EKV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      528286 | PA      | $550589.44     | 0.00%             | 2034-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                   | Nevada Power Co                                                                 | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      500000 | PA      | $505336.29     | 0.00%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                    | University of Virginia                                                          | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8135000 | PA      | $6300232.03    | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44121 | PA      | $45973.09      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                          | Rochester Gas and Electric Corp                                                 | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    17545000 | PA      | $17286176.97   | 0.03%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8222716 | PA      | $7013318.45    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36200FSF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8745 | PA      | $9077.55       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8RX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4178285 | PA      | $3888118.81    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VOLVO CAR AB                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4550.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RADIAN GROUP INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13806.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10005105.16   | 0.02%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                               | Kasikornbank PCL/Hong Kong                                                      | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     8650000 | PA      | $8490321.00    | 0.02%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      750000 | PA      | $861461.79     | 0.00%             | 2026-03-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                  | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      675000 | PA      | $674479.77     | 0.00%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1104776.53    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     8000000 | PA      | $7600288.00    | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    41450000 | PA      | $41313436.99   | 0.08%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33805000 | PA      | $16030133.76   | 0.03%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4911217.01    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136AEHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      356478 | PA      | $7339.39       | 0.00%             | 2028-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $40235.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14855000 | PA      | $14545702.91   | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    22944000 | PA      | $26372087.21   | 0.05%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                          | Brinker International Inc                                                       | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $7919289.06    | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      665000 | PA      | $639067.40     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    71822000 | PA      | $82863239.83   | 0.16%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                          | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2868743.82    | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| GoodLeap Sustainable Home Impr                    | Goodleap Sustainable Home Solutions Trust 2023-4                                | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23240551 | PA      | $23075789.49   | 0.04%             | 2057-03-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    49700000 | PA      | $52040268.63   | 0.10%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6029446.43    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                          | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8015342 | PA      | $7702531.75    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1272857.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Armada Euro CLO                                   | Armada Euro CLO VII DAC                                                         | CUSIP: 000000000<br>LEI: 254900X3N0A6IK91HI28 | Long             | ABS-CBDO         | CORP              | IE        |   135850000 | PA      | $156858962.59  | 0.30%             | 2039-04-15      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                          | Sinochem Offshore Capital Co Ltd                                                | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |     2000000 | PA      | $2302303.11    | 0.00%             | 2025-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                               | CBAM 2019-11R Ltd                                                               | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    57678000 | PA      | $57700609.78   | 0.11%             | 2035-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    89552000 | PA      | $91128157.12   | 0.18%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-C                    | Shops at Crystals Trust 2016-CSTL                                               | CUSIP: 82510WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20955000 | PA      | $20721060.48   | 0.04%             | 2036-07-05      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    22885000 | PA      | $23355915.89   | 0.04%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2021-12 Ltd                                                       | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32300000 | PA      | $32412161.75   | 0.06%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8273000 | PA      | $8234766.09    | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31085000 | PA      | $23236037.50   | 0.04%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1943707.07    | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS AUTONOMOUS COMMUNITY OF CATALONIA                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $72875.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    11857000 | PA      | $4742800.00    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BW2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2200399.38    | 0.00%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES2                                             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7972433 | PA      | $8041914.93    | 0.02%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                    | ABFC 2003-OPT1 Trust                                                            | CUSIP: 04542BDD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      792930 | PA      | $793588.75     | 0.00%             | 2033-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                              | Lorca Telecom Bondco SA                                                         | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    53875000 | PA      | $64312848.77   | 0.12%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390CTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4785 | PA      | $4998.74       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4443469.65    | 0.01%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: —       |
| HARLEY-DAVIDSON FINL SER                          | Harley-Davidson Financial Services Inc                                          | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10956644.56   | 0.02%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1047124.13    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834XG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $14306461.90   | 0.03%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELECTROLUX AB                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2472.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37450000 | PA      | $33081348.90   | 0.06%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31400DWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13796 | PA      | $14416.33      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCHL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12582309 | PA      | $11667489.27   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    27405000 | PA      | $27368332.11   | 0.05%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 42 CLO Ltd                                                              | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10004139.00   | 0.02%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust                   | CUSIP: 92922FTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      459824 | PA      | $464183.18     | 0.00%             | 2044-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10710818 | PA      | $9980618.98    | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9557000 | PA      | $8748123.47    | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                  | CSC Holdings LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    16896466 | PA      | $16716940.66   | 0.03%             | 2028-01-18      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4361870 | PA      | $4066314.87    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MARKS AND SPENCER PLC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14060.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Commercial Mortgage T                    | Assurant Commercial Mortgage Trust 2016-1                                       | CUSIP: 04624UAJ0<br>LEI: 549300SPKO3Z7ZWM8X71 | Long             | ABS-MBS          | CORP              | US        |     2112682 | PA      | $2087574.91    | 0.00%             | 2049-05-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4627269.24    | 0.01%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5830870.50    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    37280000 | PA      | $37734443.20   | 0.07%             | 2041-12-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                    | GoodLeap Home Improvement Solutions Trust 2024-1                                | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12938877 | PA      | $13086819.05   | 0.03%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    15505000 | PA      | $15387198.35   | 0.03%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    43926000 | PA      | $43663381.02   | 0.08%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $9166466.87    | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      216000 | PA      | $242016.61     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4815000 | PA      | $4720564.55    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4669.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C39                                  | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37000000 | PA      | $36294976.10   | 0.07%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $1495934.43    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7715000 | PA      | $7750069.30    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31287WCJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1115 | PA      | $1153.51       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                    | PMT Credit Risk Transfer Trust 2024-2R                                          | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    80598016 | PA      | $81434720.57   | 0.16%             | 2027-03-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSX31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17958449 | PA      | $18151787.86   | 0.03%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    10375000 | PA      | $10769254.63   | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15400000 | PA      | $14496936.30   | 0.03%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BU6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1272365.66    | 0.00%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7TX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28576142 | PA      | $25546595.26   | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1535019.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   105321182 | PA      | $89462133.90   | 0.17%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20022430 | PA      | $18595193.82   | 0.04%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6795000 | PA      | $6468990.85    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3274000 | PA      | $2903683.14    | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                           | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     5335000 | PA      | $4549331.12    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                               | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     9175000 | PA      | $9306294.25    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50085000 | PA      | $49634501.07   | 0.10%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2025-2 Ltd                                                   | CUSIP: 77342RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32000000 | PA      | $32069056.00   | 0.06%             | 2038-03-31      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4330000 | PA      | $4257999.46    | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    34367000 | PA      | $38256769.23   | 0.07%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOODYEAR TIRE & RUBBER CO/THE                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4604.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group Inc                                                                | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      300000 | PA      | $275819.52     | 0.00%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Inc Asset-Backed Certificates Trust 2004-4                                | CUSIP: 1266715E2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2726354 | PA      | $2700930.64    | 0.01%             | 2034-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     7530000 | PA      | $6850306.51    | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     9697000 | PA      | $9955368.53    | 0.02%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | CUSIP: 48128YAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31675000 | PA      | $30660171.01   | 0.06%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMD78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21637293 | PA      | $21174015.13   | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                     | KRE Commercial Mortgage Trust 2025-AIP4                                         | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33200000 | PA      | $33158689.24   | 0.06%             | 2042-03-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     6492000 | PA      | $6540836.03    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2023-HE3                                               | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     3351888 | PA      | $3362694.93    | 0.01%             | 2054-05-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKAX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5080847 | PA      | $4344725.85    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $97706.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 33 Ltd                                                                  | CUSIP: 48254QAB0<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    14750000 | PA      | $14752348.20   | 0.03%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    40840407 | PA      | $34879366.13   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $31048950.50   | 0.06%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3014541.51    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $2200950.54    | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| REYNOLDS AMERICAN INC                             | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $2048445.00    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe CLO 2024-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400WHKG8Q1Z8MAE80 | Long             | ABS-CBDO         | CORP              | IE        |    44500000 | PA      | $51272766.88   | 0.10%             | 2038-07-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059E4Z4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1878000 | PA      | $1743691.60    | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5685013 | PA      | $4394785.67    | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                    | UBS-Barclays Commercial Mortgage Trust 2013-C5                                  | CUSIP: 90270YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41314082 | PA      | $413.14        | 0.00%             | 2046-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS WALT DISNEY CO/THE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14645.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-187835.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1278658.50    | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3500000 | PA      | $3420593.75    | 0.01%             | 2026-12-29      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8465000 | PA      | $8485476.84    | 0.02%             | 2030-12-16      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    13917000 | PA      | $13047835.72   | 0.03%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    41745000 | PA      | $39911997.92   | 0.08%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                         | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49587.64      | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4797000 | PA      | $4599672.53    | 0.01%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWB77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1198812 | PA      | $1063540.23    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    34860000 | PA      | $34789668.15   | 0.07%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    47933000 | PA      | $19959301.20   | 0.04%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5003.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $989358.82     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PG&E CORP                                         | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1363655.23    | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      677655 | PA      | $603641.73     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                    | ARES Trust 2025-IND3                                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47990000 | PA      | $47990000.00   | 0.09%             | 2042-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2020-C55                                  | CUSIP: 95002EBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58725000 | PA      | $54559929.38   | 0.11%             | 2053-02-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FG2C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3377139 | PA      | $3217923.52    | 0.01%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    75368419 | PA      | $65281957.49   | 0.13%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $4922500.00    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTMV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5478481 | PA      | $5534386.55    | 0.01%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38382BLB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8493306 | PA      | $1351968.67    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13105.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2020-C8                                                    | CUSIP: 05552ABH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   119592000 | PA      | $5680512.37    | 0.01%             | 2053-10-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21090000 | PA      | $21212305.93   | 0.04%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1595114.74    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     9665000 | PA      | $9572097.02    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8FW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2122088 | PA      | $1974463.64    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hurricane Cleanco Limited                         | HURRICANE CLEANCO LIMITED                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    37426078 | PA      | $51964220.13   | 0.10%             | 2029-10-31      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| FNMA PRIN STRIPS                                  | Fannie Mae Principal Strip                                                      | CUSIP: 31358DJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     5105000 | PA      | $2968023.85    | 0.01%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12351556 | PA      | $11056054.97   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    16725000 | PA      | $17062677.75   | 0.03%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BN6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    57930997 | PA      | $31659.29      | 0.00%             | 2025-12-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NOVAFIVES SAS                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11275.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                             | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6459314.40    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     2101000 | PA      | $1929790.32    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GSA1                                          | CUSIP: 36261PAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4941349 | PA      | $4838054.97    | 0.01%             | 2052-11-10      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1033901.23    | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                              | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    37660000 | PA      | $40057524.66   | 0.08%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      755000 | PA      | $817357.77     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                            | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6887680 | PA      | $6772725.65    | 0.01%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10962119 | PA      | $9385467.27    | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                             | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1971462.30    | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31250000 | PA      | $30706159.30   | 0.06%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $98703.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture XIX CLO Ltd                                                             | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    13589517 | PA      | $13604322.40   | 0.03%             | 2032-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XII DAC                                                  | CUSIP: 000000000<br>LEI: 635400LAN4VXPJEK9R11 | Long             | ABS-CBDO         | CORP              | IE        |   107062692 | PA      | $123386215.18  | 0.24%             | 2032-01-23      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    61825000 | PA      | $59579089.41   | 0.11%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Vendome Funding                                   | Vendome Funding Clo 2020-1 DAC                                                  | CUSIP: 000000000<br>LEI: 213800E1K47KVQWSQS72 | Long             | ABS-CBDO         | CORP              | IE        |    24000000 | PA      | $27662720.30   | 0.05%             | 2034-07-20      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    14057000 | PA      | $12639227.96   | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31287YAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8524 | PA      | $8821.00       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   196834000 | PA      | $195729448.31  | 0.38%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19632925 | PA      | $16074675.38   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2985000 | PA      | $2923746.90    | 0.01%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    48211000 | PA      | $48229618.49   | 0.09%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2644.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    51600000 | PA      | $51971004.00   | 0.10%             | 2041-09-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   219885000 | PA      | $204063160.75  | 0.39%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1068820.44    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $18787042.35   | 0.04%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    63170000 | PA      | $58719100.64   | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   538560209 | PA      | $9299480.70    | 0.02%             | 2029-03-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    44941000 | PA      | $42522355.52   | 0.08%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138A6U32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221096 | PA      | $213317.70     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                         | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     5365000 | PA      | $5944458.71    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                    | PMT Credit Risk Transfer Trust 2024-3R                                          | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69874624 | PA      | $70739406.64   | 0.14%             | 2028-09-27      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-93917.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38379PE37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6753000 | PA      | $1398060.18    | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    36393000 | PA      | $34298500.50   | 0.07%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                 | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    17620000 | PA      | $16967020.42   | 0.03%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                      | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -7500000 | PA      | $-7090781.78   | -0.01%            | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    46837000 | PA      | $48173939.29   | 0.09%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    34643000 | PA      | $34811525.47   | 0.07%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                          | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14445000 | PA      | $9590070.84    | 0.02%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      756260 | PA      | $7.56          | 0.00%             | 2025-11-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30330000 | PA      | $28263768.75   | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     3916000 | PA      | $3913312.23    | 0.01%             | 2026-02-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-61459.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49085000 | PA      | $19453972.08   | 0.04%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding                         | Madison Park Euro Funding XIV DAC                                               | CUSIP: 000000000<br>LEI: 635400XLHN7OVUSEV112 | Long             | ABS-CBDO         | CORP              | IE        |    93451404 | PA      | $107449073.43  | 0.21%             | 2032-07-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1287344.89    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1785242.00    | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      931570 | PA      | $1223803.11    | 0.00%             | 2028-11-27      | None          | 9.71%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28902260 | PA      | $22375930.71   | 0.04%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    33095000 | PA      | $33267419.14   | 0.06%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    84748155 | PA      | $69494071.26   | 0.13%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    23061000 | PA      | $19812844.41   | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    42750000 | PA      | $42852600.00   | 0.08%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-274011.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2015-C3 Commercial Mortgage Trust                                         | CUSIP: 12635FAW4<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    86961000 | PA      | $157025.48     | 0.00%             | 2048-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ENS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      708472 | PA      | $742026.35     | 0.00%             | 2053-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8282057 | PA      | $7717482.16    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C23                             | CUSIP: 46643ABG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2986196 | PA      | $29.86         | 0.00%             | 2047-09-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    85852222 | PA      | $81306698.65   | 0.16%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      690000 | PA      | $776112.57     | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion Clo 17 Ltd                                                            | CUSIP: 07133PAL3<br>LEI: 549300QQUW46V6EB1N30 | Long             | ABS-CBDO         | CORP              | KY        |    49500000 | PA      | $49533447.15   | 0.10%             | 2034-03-09      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                         | DONCASTERS US FIN LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10590000 | PA      | $10660635.30   | 0.02%             | 2030-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium CLO II DAC                                                               | CUSIP: 000000000<br>LEI: 213800HRTED9UC792482 | Long             | ABS-CBDO         | CORP              | IE        |    17000000 | PA      | $19577463.44   | 0.04%             | 2034-06-22      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2005-4                                                   | CUSIP: 07387ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47365 | PA      | $44272.08      | 0.00%             | 2035-08-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $44039.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    78000000 | PA      | $70989687.60   | 0.14%             | 2053-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   160330000 | PA      | $75017026.45   | 0.14%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3737000 | PA      | $3738868.50    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $25537712.21   | 0.05%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4068702.09    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    23565000 | PA      | $24722896.91   | 0.05%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      400000 | PA      | $421127.86     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    12775000 | PA      | $10856576.18   | 0.02%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     6850000 | PA      | $6712766.42    | 0.01%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8814670 | PA      | $7889149.04    | 0.02%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3028249.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.37.V2                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-352871.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FQQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5762451 | PA      | $5231374.73    | 0.01%             | 2048-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      125000 | PA      | $162287.39     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   123216895 | PA      | $104970194.32  | 0.20%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     5858000 | PA      | $5184990.73    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2018-GS9                                           | CUSIP: 36255NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10441230 | PA      | $10316181.33   | 0.02%             | 2051-03-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     5560000 | PA      | $5091229.54    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-HE2 Trust                                                              | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-O            | CORP              | US        |    38042928 | PA      | $38187730.59   | 0.07%             | 2055-08-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   104000000 | PA      | $104780464.88  | 0.20%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO                               | Signal Harmonic CLO I DAC                                                       | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-CBDO         | CORP              | IE        |    24600000 | PA      | $28417259.51   | 0.05%             | 2038-07-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                              | CITGO Petroleum Corp                                                            | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      239000 | PA      | $239146.98     | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.PARIS.BESPOKE                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $385269.01     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    29190000 | PA      | $28887057.51   | 0.06%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MDSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205336 | PA      | $183544.90     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                      | Anchorage Capital Europe CLO 6 DAC                                              | CUSIP: 000000000<br>LEI: 635400ZNDJ8ARDAHOM33 | Long             | ABS-CBDO         | CORP              | IE        |    64200000 | PA      | $73955581.92   | 0.14%             | 2038-10-22      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                    | Broad River Bsl Funding Clo Ltd 2020-1                                          | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    19410000 | PA      | $19410000.00   | 0.04%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2529471 | PA      | $2255022.97    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3750175.59    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                            | CUSIP: 690353X85<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     5136600 | PA      | $4869114.77    | 0.01%             | 2034-10-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    90511135 | PA      | $86949522.16   | 0.17%             | 2063-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Kinbane DAC                                       | Kinbane 2024-Rpl 2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-MBS          | CORP              | IE        |    34442005 | PA      | $39698465.91   | 0.08%             | 2063-01-24      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45315000 | PA      | $43699781.86   | 0.08%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $482250.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4226655.20    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      725000 | PA      | $702064.46     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-HE2 Trust                                                              | CUSIP: 67121YAB4<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-O            | CORP              | US        |     6750000 | PA      | $6775470.45    | 0.01%             | 2055-08-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40665000 | PA      | $34463587.50   | 0.07%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                           | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $1767970.54    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8988000 | PA      | $9036949.99    | 0.02%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     5545000 | PA      | $5350702.36    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      555000 | PA      | $562284.76     | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25075000 | PA      | $24496380.88   | 0.05%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    14025000 | PA      | $12894919.98   | 0.02%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52671.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $1609114.94    | 0.00%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2024-R05                                    | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $6524392.55    | 0.01%             | 2044-07-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    14970000 | PA      | $14653384.50   | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    32080000 | PA      | $27899627.26   | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    16598000 | PA      | $15338645.24   | 0.03%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3000000 | PA      | $3013290.00    | 0.01%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31287WCH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1663 | PA      | $1720.85       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     9775000 | PA      | $8981481.56    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFL25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156702 | PA      | $139266.36     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    41969614 | PA      | $36318475.77   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4683.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AETNA INC                                         | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     9540000 | PA      | $8243310.69    | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $5477439.28    | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                          | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9954594 | PA      | $9482410.79    | 0.02%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     7255000 | PA      | $8209370.42    | 0.02%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    18135000 | PA      | $15365369.23   | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     9736000 | PA      | $9632733.17    | 0.02%             | 2026-03-25      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1367997.46    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     8685000 | PA      | $6378173.97    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6897748 | PA      | $6781639.75    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38378VPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      949265 | PA      | $864729.73     | 0.00%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HP INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14775.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6600000 | PA      | $7575880.88    | 0.01%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     2365000 | PA      | $2376825.00    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $6784345.61    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133AQXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    61505512 | PA      | $52491351.17   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    29373836 | PA      | $24013411.29   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-HE1                                              | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |    37342290 | PA      | $37347883.51   | 0.07%             | 2065-07-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1653660.25    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                      | CUSIP: 880591CK6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      790000 | PA      | $886309.15     | 0.00%             | 2036-04-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2005-29                                         | CUSIP: 126694TD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331559 | PA      | $155040.42     | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Trust 2025-EWEST                                                           | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15800000 | PA      | $15852081.54   | 0.03%             | 2042-06-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $304988.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | Countrywide Asset-Backed Certificates                                           | CUSIP: 126671K62<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      216173 | PA      | $217317.12     | 0.00%             | 2033-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES8                                                   | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    77876519 | PA      | $78239859.33   | 0.15%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2001801.06    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                    | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24936 | PA      | $24116.79      | 0.00%             | 2034-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12612000 | PA      | $12502434.19   | 0.02%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136B2XJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1388781 | PA      | $255767.98     | 0.00%             | 2048-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10435200 | PA      | $8530900.42    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49947.93      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   301228315 | PA      | $306053390.01  | 0.59%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                         | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     7510000 | PA      | $7401931.10    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30729.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                           | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     6310000 | PA      | $3981034.67    | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9955000 | PA      | $10315559.79   | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv                    | Santander Consumer Auto Receivables Trust 2021-A                                | CUSIP: 80282Y205<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       27250 | PA      | $1786428.37    | 0.00%             | 2028-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50048.58      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES T                    | Regional Transportation District Sales Tax Revenue                              | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3320000 | PA      | $3429179.90    | 0.01%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    12325000 | PA      | $12898248.08   | 0.02%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    81856956 | PA      | $69997228.41   | 0.13%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                    | Banc of America Funding 2005-D Trust                                            | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12956 | PA      | $12116.80      | 0.00%             | 2035-05-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    97996000 | PA      | $96988500.56   | 0.19%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2150000 | PA      | $2225830.50    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1129662.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D          | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   373282497 | NS      | $373058527.25  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2017120.00    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                              | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    23620000 | PA      | $16006876.80   | 0.03%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19465000 | PA      | $20075700.41   | 0.04%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UNIV OF PITTSBURGH PA OF THE C                    | University of Pittsburgh-of the Commonwealth System of Higher Education         | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    20900000 | PA      | $13806209.42   | 0.03%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      325000 | PA      | $373230.44     | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KP3U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5000143 | PA      | $4261972.68    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    62805000 | PA      | $62746852.15   | 0.12%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13276000 | PA      | $11901137.39   | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3675000 | PA      | $3826520.25    | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MACY'S RETAIL HOLDINGS LLC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7593.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1047228 | PA      | $1038640.66    | 0.00%             | 2032-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2023-17 Ltd                                                       | CUSIP: 28624DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25750000 | PA      | $25821433.08   | 0.05%             | 2036-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    91135000 | PA      | $89603354.09   | 0.17%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                 | CDP Financial Inc                                                               | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $755791.54     | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36275854 | PA      | $36265329.55   | 0.07%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C6                                           | CUSIP: 90276UAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29784874 | PA      | $29330547.24   | 0.06%             | 2050-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                     | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31395M2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4589 | PA      | $4452.29       | 0.00%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2024-VICT Mortgage Trust                                                   | CUSIP: 05555VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7481386.50    | 0.01%             | 2041-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    11290000 | PA      | $11945786.25   | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25130000 | PA      | $25891129.90   | 0.05%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIS BUDGET CAR RENTAL LLC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93415.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-146732.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1004888.92    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    69276000 | PA      | $63496116.27   | 0.12%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                             | PK Alift Loan Funding 7 LP                                                      | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12700000 | PA      | $12723379.43   | 0.02%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2674745 | PA      | $2282444.48    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   126110220 | PA      | $107548538.79  | 0.21%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5231797 | PA      | $5358332.69    | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    18829000 | PA      | $18377378.13   | 0.04%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    13180000 | PA      | $12422856.56   | 0.02%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   119797384 | PA      | $97860875.07   | 0.19%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905UPV0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |      853000 | PA      | $576802.01     | 0.00%             | 2034-08-28      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $29748.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20700000 | PA      | $21352906.98   | 0.04%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $97281250.00   | 0.19%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4427352 | PA      | $4504281.90    | 0.01%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    48010000 | PA      | $48125848.13   | 0.09%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                                             | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    17530000 | PA      | $21349750.19   | 0.04%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                         | DONCASTERS US FINANCE LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7024700 | PA      | $7094947.00    | 0.01%             | 2030-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   448755369 | PA      | $9557457.23    | 0.02%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5540844.26    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                            | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     7820000 | PA      | $7439244.20    | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36390000 | PA      | $16786579.54   | 0.03%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $506173.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-9 Mortgage Loan Trust                                                 | CUSIP: 12675LAA0<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |    39464257 | PA      | $39556465.64   | 0.08%             | 2070-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1419136.34    | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1652263.13    | 0.00%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4572000 | PA      | $4274820.00    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| COMERICA INC                                      | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    24593000 | PA      | $25582152.13   | 0.05%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2011-12                                           | CUSIP: 17318WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2447873 | PA      | $2264526.95    | 0.00%             | 2047-09-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                           | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    39775000 | PA      | $26049128.13   | 0.05%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6214842 | PA      | $5340013.74    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   127835000 | PA      | $120815287.87  | 0.23%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8036278.58    | 0.02%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGM RESORTS INTERNATIONAL                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25339.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     5490000 | PA      | $6224287.44    | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-DSC2                                              | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    37565649 | PA      | $37697106.66   | 0.07%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3294833 | PA      | $2547699.16    | 0.00%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1000674.56    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   164774537 | PA      | $146410946.68  | 0.28%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Artemis Issuer                             | Sunrun Artemis Issuer 2024-2 LLC                                                | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25371538 | PA      | $25476690.37   | 0.05%             | 2059-07-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3131XHFP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      595809 | PA      | $583306.56     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    20905000 | PA      | $22602594.34   | 0.04%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                           | Hamburg Commercial Bank AG                                                      | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |    40000000 | PA      | $38837756.00   | 0.07%             | 2031-03-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 12 Ltd                                                          | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    50000000 | PA      | $50107140.00   | 0.10%             | 2037-07-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PITNEY BOWES INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-51069.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                   | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5770000 | PA      | $5504431.13    | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    26225000 | PA      | $25473516.98   | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    67733549 | PA      | $66406560.56   | 0.13%             | 2050-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9795000 | PA      | $9218630.89    | 0.02%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                     | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41037 | PA      | $39771.41      | 0.00%             | 2044-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25000000 | PA      | $24931185.00   | 0.05%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                          | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    57630000 | PA      | $57485925.00   | 0.11%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36198TUD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53273 | PA      | $48156.95      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 3136F1EQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      794000 | PA      | $635761.51     | 0.00%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136B1MK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3394109 | PA      | $3125544.60    | 0.01%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $195413.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402WA57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15218 | PA      | $15437.13      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9365000 | PA      | $8997257.99    | 0.02%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    28050000 | PA      | $30392175.00   | 0.06%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38745000 | PA      | $15194615.74   | 0.03%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IndyMac ARM Trust                                 | IndyMac ARM Trust 2001-H2                                                       | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         843 | PA      | $824.54        | 0.00%             | 2032-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAN2<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $40260047.36   | 0.08%             | 2026-12-13      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   159965000 | PA      | $162989338.28  | 0.31%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      600000 | PA      | $566383.62     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                           | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1958000 | PA      | $1805956.67    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $968916.44     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $146053.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    10308000 | PA      | $9573495.40    | 0.02%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1966976.45    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47887.42      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4243604 | PA      | $4241111.77    | 0.01%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5429784.66    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14335000 | PA      | $14359723.87   | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                         | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $3369133.00    | 0.01%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    20140000 | PA      | $18022240.90   | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     8295000 | PA      | $8813767.88    | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIPS                                  | Fannie Mae Interest Strip                                                       | CUSIP: 31358C5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      386000 | PA      | $203826.02     | 0.00%             | 2038-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-625.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                   | Impac CMB Trust Series 2005-1                                                   | CUSIP: 45254NML8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      419365 | PA      | $408430.44     | 0.00%             | 2035-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14731590.95   | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    64911805 | PA      | $50150976.96   | 0.10%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                   | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6970000 | PA      | $6739719.56    | 0.01%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                            | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4098119.56    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    70022298 | PA      | $70222327.54   | 0.14%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    11464000 | PA      | $11466667.54   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     7645000 | PA      | $8022051.40    | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2337859.65    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    24200000 | PA      | $24677451.65   | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALEO SE                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9876.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                            | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     2677000 | PA      | $2282863.00    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    17133333 | PA      | $17062833.09   | 0.03%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COML CAP TRUST                          | Greystone Commercial Capital Trust Series 2021-2                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   196471029 | PA      | $174859215.65  | 0.34%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1234536.09    | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36213TEP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22762 | PA      | $23504.42      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5667331.39    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     4843000 | PA      | $4957488.52    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4458000 | PA      | $4457621.96    | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2025-NQM4                                   | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    21710353 | PA      | $21829384.22   | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    44351000 | PA      | $48959379.36   | 0.09%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $391137.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16015000 | PA      | $15613553.16   | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                             | Bain Capital Euro CLO 2021-1 DAC                                                | CUSIP: 000000000<br>LEI: 549300PIGPIGPDTXG932 | Long             | ABS-CBDO         | CORP              | IE        |    47750000 | PA      | $54994835.65   | 0.11%             | 2034-07-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                               | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49952.73      | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4235101.83    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium Clo VIII DAC                                                             | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-CBDO         | CORP              | IE        |    80474000 | PA      | $92858191.92   | 0.18%             | 2038-10-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36202DPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         107 | PA      | $107.49        | 0.00%             | 2031-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | RAD CLO 23 Ltd                                                                  | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    42200000 | PA      | $42342758.38   | 0.08%             | 2037-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7243608.20    | 0.01%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16057495 | PA      | $15925823.40   | 0.03%             | 2032-07-10      | None          | 8.96%                 | No            |                  3 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                            | CUSIP: 690353T64<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     2201400 | PA      | $2094419.72    | 0.00%             | 2034-10-05      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.ZERMATT                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2828004.97   | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-139330.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STENA AB                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39797.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                          | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6104674.45    | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                            | Texas Health Resources                                                          | CUSIP: 882484AB4<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1617617.58    | 0.00%             | 2051-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                               | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    17897000 | PA      | $17897000.00   | 0.03%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| OCS Group Investments Limited                     | OCS GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |    17275000 | PA      | $22601983.79   | 0.04%             | 2031-11-27      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| REP OF ITALY CPN STRIP                            | Repubic of Italy Government International Bond Coupon Strip                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    43130140 | PA      | $41343626.91   | 0.08%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley Clo Xi DAC                                                               | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |    77200000 | PA      | $89285285.59   | 0.17%             | 2039-04-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    29585000 | PA      | $30603421.21   | 0.06%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 41 Ltd                                | Elmwood CLO 41 Ltd                                                              | CUSIP: 29005BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    49000000 | PA      | $49120946.70   | 0.09%             | 2038-07-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                    | Bear Stearns ARM Trust 2002-11                                                  | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         125 | PA      | $132.91        | 0.00%             | 2033-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      615000 | PA      | $549207.83     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-59767.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    17175000 | PA      | $16901108.56   | 0.03%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Countrywide Asset-Backed Certi                    | CWABS Asset-Backed Certificates Trust 2004-BC4                                  | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4275 | PA      | $5782.93       | 0.00%             | 2034-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $17334214.27   | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| WSH Services Holding Ltd                          | WSH SERVICES HOLDING LTD                                                        | CUSIP: 000000000<br>LEI: 213800Q4GRDGCYS3TU11 | Long             | LON              | CORP              | GB        |    10550000 | PA      | $13859535.00   | 0.03%             | 2031-05-16      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12287000 | PA      | $12159175.88   | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8582035 | PA      | $7026634.35    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     2000000 | PA      | $2054144.60    | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2024-VICT Mortgage Trust                                                   | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37000000 | PA      | $37127187.50   | 0.07%             | 2041-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    72132000 | PA      | $83496307.34   | 0.16%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5541290.63    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KRAFT HEINZ FOODS CO                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15031.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390UYD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17049 | PA      | $17625.95      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14917 | PA      | $15544.59      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      647311 | PA      | $577621.42     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31391F5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10105 | PA      | $10447.08      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $962260.73     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                    | City of San Antonio TX Electric & Gas Systems Revenue                           | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     6480000 | PA      | $6141245.58    | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20412000 | PA      | $23618180.75   | 0.05%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    10758000 | PA      | $11614871.46   | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31391LYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2664 | PA      | $2754.50       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70600000 | PA      | $69067994.12   | 0.13%             | 2050-09-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF JAPAN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $845209.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11180000 | PA      | $10837763.14   | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GILLETTE COMPANY                                  | Gillette Co/The                                                                 | CUSIP: 37576GAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6519000 | PA      | $6468911.13    | 0.01%             | 2043-04-02      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19100000 | PA      | $18124292.15   | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1166845.25    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4635078.21    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES8                                                   | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38395157 | PA      | $38626069.28   | 0.07%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                            | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9850000 | PA      | $7144520.23    | 0.01%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    36532301 | PA      | $33837646.41   | 0.07%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1745380 | PA      | $1731067.76    | 0.00%             | 2031-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133ANK78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   102884059 | PA      | $87683836.26   | 0.17%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $116239.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                   | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21720000 | PA      | $20439918.77   | 0.04%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905UPQ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     4605000 | PA      | $3257848.70    | 0.01%             | 2034-07-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                       | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    62913113 | PA      | $62814811.07   | 0.12%             | 2038-11-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| PGIM Active High Yield Bond ETF - Old IO fund     | PGIM Active High Yield Bond ETF - Old IO fund                                   | CUSIP: 69344A206<br>LEI: 549300F10UK98WW68156 | Long             | EC               | RF                | US        |      417000 | NS      | $14836860.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                 | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    75100000 | PA      | $75655642.37   | 0.15%             | 2035-07-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                        | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    25625000 | PA      | $25373782.75   | 0.05%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     9205000 | PA      | $8718915.42    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-LUNR                                                              | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33445475 | PA      | $33466378.42   | 0.06%             | 2040-06-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Resid                    | Specialty Underwriting & Residential Finance Trust Series 2003-BC2              | CUSIP: 84751PAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      304837 | PA      | $301675.43     | 0.00%             | 2034-06-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT                          | United Airlines 2015-1 Class AA Pass Through Trust                              | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6280835 | PA      | $6157545.66    | 0.01%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Bank of America, National Association             | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $42858.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    31487000 | PA      | $32526099.98   | 0.06%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES                       | University of California                                                        | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4900000 | PA      | $4155988.21    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7220000 | PA      | $7386441.22    | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      480000 | PA      | $418849.27     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140LYNG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      691121 | PA      | $617364.34     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    44900000 | PA      | $44913776.82   | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XM7B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2693364 | PA      | $2494991.62    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      927026 | PA      | $925342.57     | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6066000 | PA      | $5945422.82    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18603307 | PA      | $15196572.83   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $450852.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31287YV43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1335 | PA      | $1365.25       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 14 Ltd                                                          | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    26600000 | PA      | $26652910.06   | 0.05%             | 2038-01-22      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   106979153 | PA      | $95460529.78   | 0.18%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                           | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13502000 | PA      | $13526273.75   | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    61028696 | PA      | $59930484.47   | 0.12%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    40406000 | PA      | $43174461.54   | 0.08%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    32376000 | PA      | $34067814.30   | 0.07%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B20 Mortgage Trust                                               | CUSIP: 08162XBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $12145642.60   | 0.02%             | 2053-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                    | EG FINCO LTD                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |    51699729 | PA      | $59947574.73   | 0.12%             | 2028-02-07      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5547399 | PA      | $4939784.67    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOPARAN FINANCE PLC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53772.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3487565 | PA      | $2962349.37    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage                    | Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust  | CUSIP: 939336PM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         122 | PA      | $118.67        | 0.00%             | 2033-02-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     8500000 | PA      | $8746510.20    | 0.02%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18020000 | PA      | $8183500.11    | 0.02%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    42157000 | PA      | $42501781.02   | 0.08%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    19830000 | PA      | $17736562.70   | 0.03%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    85257000 | PA      | $86317846.48   | 0.17%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES1                                             | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-MBS          | CORP              | US        |    53522364 | PA      | $54002347.35   | 0.10%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4343009 | PA      | $3695693.79    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $4223696.19    | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOCIETE GENERALE SA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10745.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    28300000 | PA      | $26589265.00   | 0.05%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $2297837.87    | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1693372.43    | 0.00%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17504827 | PA      | $14301119.02   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5602112.96    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                  | Capital Four CLO VI DAC                                                         | CUSIP: 000000000<br>LEI: 549300QO4S9JIYQOSV53 | Long             | ABS-CBDO         | CORP              | IE        |    85250000 | PA      | $98464724.75   | 0.19%             | 2036-10-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    37300000 | PA      | $39122093.81   | 0.08%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    63250870 | PA      | $61892943.76   | 0.12%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31407HTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1364 | PA      | $1432.54       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   278552789 | PA      | $281462919.06  | 0.54%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $482250.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    98105283 | PA      | $83680107.92   | 0.16%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905UPL2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     8591000 | PA      | $5816605.28    | 0.01%             | 2034-06-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES                       | University of California                                                        | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2050000 | PA      | $1906111.65    | 0.00%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63660341 | PA      | $54350404.68   | 0.10%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3861159 | PA      | $2985595.97    | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814CS0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      304000 | PA      | $309043.06     | 0.00%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    33876861 | PA      | $28929712.63   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25901 | PA      | $26635.47      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     9800000 | PA      | $8954310.96    | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2005-AR5 Trust                   | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258122 | PA      | $255615.30     | 0.00%             | 2035-05-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $782274.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FIBERCOP SPA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12564.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14904226 | PA      | $14902391.57   | 0.03%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2201310.88    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64720612 | PA      | $62029225.03   | 0.12%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13050000 | PA      | $12779678.91   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TPC Group Rights                                  | TPC Group Rights                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      353022 | NS      | $7177996.33    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                            | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2463245.05    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    17100000 | PA      | $16778253.24   | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| St Pauls CLO                                      | St Pauls CLO                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    18315630 | PA      | $21063231.44   | 0.04%             | 2032-01-17      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   182837973 | PA      | $186956228.13  | 0.36%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402RJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      334415 | PA      | $342542.03     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7891.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3041566.62    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vendome Funding                                   | Vendome Funding Clo 2020-1 DAC                                                  | CUSIP: 000000000<br>LEI: 213800E1K47KVQWSQS72 | Long             | ABS-CBDO         | CORP              | IE        |    73900000 | PA      | $85177887.74   | 0.16%             | 2034-07-20      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     2000000 | PA      | $2300000.00    | 0.00%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                           | Bayview Financing Trust 2023-1F                                                 | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26373195 | PA      | $26441515.25   | 0.05%             | 2026-07-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   105243000 | PA      | $108491998.75  | 0.21%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    27041000 | PA      | $27040168.35   | 0.05%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ETH66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2681365 | PA      | $2483675.07    | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    14710000 | PA      | $14851037.05   | 0.03%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25990000 | PA      | $8589909.16    | 0.02%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2966731.65    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-131678.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    45016116 | PA      | $38437573.54   | 0.07%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38380K3T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2653170 | PA      | $634874.40     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                    | WCORE Commercial Mortgage Trust 2024-CORE                                       | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15200000 | PA      | $15228500.00   | 0.03%             | 2041-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                              | CUSIP: 31325UQB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1195715 | PA      | $105977.86     | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    96253000 | PA      | $2554997.38    | 0.00%             | 2052-04-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                               | Highwoods Realty LP                                                             | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     5885000 | PA      | $5826564.33    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2018-COR3 Mortgage Trust                                                   | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54996860 | PA      | $54239789.86   | 0.10%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust Series 2025-3                                               | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35000000 | PA      | $34905335.50   | 0.07%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   332000000 | PA      | $281849603.88  | 0.54%             | 2055-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                   | CUSIP: 05491LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17450000 | PA      | $17016967.78   | 0.03%             | 2036-08-14      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS SOFTBANK GROUP CORP                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $58476.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 8 Ltd                                                           | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40000000 | PA      | $40100000.00   | 0.08%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8512000 | PA      | $6820294.32    | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                    | Pennsylvania Turnpike Commission                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     5370000 | PA      | $5357008.87    | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36912903 | PA      | $32881227.50   | 0.06%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    57600000 | PA      | $54244327.68   | 0.10%             | 2062-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7092234 | PA      | $7166329.26    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    47439000 | PA      | $35473259.60   | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     2237000 | PA      | $2063167.03    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    39255875 | PA      | $39070396.77   | 0.08%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6275000 | PA      | $6274617.74    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STENA AB                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6659.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10383142 | PA      | $10443564.78   | 0.02%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    48180000 | PA      | $46477497.07   | 0.09%             | 2062-12-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    35605000 | PA      | $34330854.97   | 0.07%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      185000 | PA      | $191859.51     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5063335 | PA      | $5199352.91    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3131XHBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      292230 | PA      | $287303.41     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    16692000 | PA      | $16582189.48   | 0.03%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36875112 | PA      | $30176506.71   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3207204.59    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                       | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24235272 | PA      | $24533472.47   | 0.05%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $81331.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Residential Loan Secu                    | LSF11 Boson Investments Sarl Compartment 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |     4801316 | PA      | $5554470.57    | 0.01%             | 2060-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                        | Atlas Senior Loan Fund VII Ltd                                                  | CUSIP: 04941TBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    17067900 | PA      | $17071110.68   | 0.03%             | 2031-11-27      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    21875000 | PA      | $15569797.58   | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5505000 | PA      | $5290525.48    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kinbane DAC                                       | Kinbane 2025-Rpl 2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400WTRFYG7SVTRF15 | Long             | ABS-MBS          | CORP              | IE        |     4500000 | PA      | $5178506.62    | 0.01%             | 2075-08-24      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPE62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22265212 | PA      | $22449561.34   | 0.04%             | 2050-01-01      | Fixed         | 4.50%                 | 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              | N/A       |    10110000 | PA      | $10178545.80   | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4TF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7065243 | PA      | $6587983.88    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    80570000 | PA      | $92490569.28   | 0.18%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    17696000 | PA      | $19933255.95   | 0.04%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-172721.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    21340000 | PA      | $21009624.79   | 0.04%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    15850000 | PA      | $16288692.72   | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    62743000 | PA      | $62603051.34   | 0.12%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24983192 | PA      | $24861284.34   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | 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        |     5904327 | PA      | $5808692.03    | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5194253.02    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2024-R1                                                               | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30111457 | PA      | $29925593.55   | 0.06%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4326875.12    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31409D3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3730 | PA      | $3921.97       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2024-HE2                                               | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     6984282 | PA      | $6984248.20    | 0.01%             | 2054-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19214.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                 | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    54500000 | PA      | $54472493.85   | 0.10%             | 2034-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2412649.02    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                     | Parkland Corp                                                                   | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     2520000 | PA      | $2561806.80    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32237469 | PA      | $33076901.59   | 0.06%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $14549822.50   | 0.03%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    31865000 | PA      | $31901233.86   | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FDB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      984328 | PA      | $171297.79     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJCC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5250729 | PA      | $4060236.06    | 0.01%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    36212000 | PA      | $35520301.31   | 0.07%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    32200000 | PA      | $30761062.50   | 0.06%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14656.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point CLO XXXIII Ltd                                                      | CUSIP: 83616KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    45000000 | PA      | $45042475.50   | 0.09%             | 2035-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                            | Citigroup Capital XIII                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       22000 | NS      | $660660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18191947 | PA      | $18103178.31   | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31500000 | PA      | $30213735.30   | 0.06%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15981000 | PA      | $18898995.24   | 0.04%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 11 Ltd                                                                  | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |      224011 | PA      | $224191.56     | 0.00%             | 2031-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42525000 | PA      | $16235757.52   | 0.03%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2526443.62    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD4 Mortgage Trust                                                      | CUSIP: 12515DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54227034 | PA      | $53534061.77   | 0.10%             | 2050-05-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                              | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    47450000 | PA      | $47548885.80   | 0.09%             | 2037-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EXPEDIA GROUP INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14928.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    16435000 | PA      | $17060627.72   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | ASURION LLC                                                                     | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     5059921 | PA      | $5047271.32    | 0.01%             | 2030-09-19      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $7983339.48    | 0.02%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Regal Trust IV                                    | Regal Trust IV                                                                  | CUSIP: 758842AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2982 | PA      | $2805.02       | 0.00%             | 2031-09-29      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   132650000 | PA      | $53268145.88   | 0.10%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                               | NGC Euro CLO 5 DAC                                                              | CUSIP: 000000000<br>LEI: 254900VRXON6VU2LZZ97 | Long             | ABS-CBDO         | CORP              | IE        |    72550000 | PA      | $83290509.34   | 0.16%             | 2039-01-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3009567.90    | 0.01%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                    | City of San Antonio TX Electric & Gas Systems Revenue                           | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1065880.74    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO                               | Grosvenor Place CLO 2022-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-CBDO         | CORP              | IE        |   103000000 | PA      | $118810994.94  | 0.23%             | 2038-05-24      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    40316404 | PA      | $40750802.45   | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-105342.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $506173.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    45599959 | PA      | $46856600.22   | 0.09%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   513088087 | PA      | $17398817.03   | 0.03%             | 2029-07-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                          | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     6410000 | PA      | $5777413.39    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8617089 | PA      | $8727604.03    | 0.02%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7326845.28    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5170000 | PA      | $5352262.07    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 24 Ltd                                                    | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |   124500000 | PA      | $124816491.45  | 0.24%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-2 DAC                                                         | CUSIP: 000000000<br>LEI: 5493000GNZH2JWC7EQ58 | Long             | ABS-CBDO         | CORP              | IE        |    99750000 | PA      | $115232568.98  | 0.22%             | 2038-01-26      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138A7GN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329225 | PA      | $323573.07     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3292011.71    | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44738.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XNY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12924800 | PA      | $12764218.94   | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11402023 | PA      | $11496670.50   | 0.02%             | 2070-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30201068 | PA      | $30730709.72   | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    12845000 | PA      | $12745497.00   | 0.02%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31283HZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13250 | PA      | $13579.33      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2025-9                                                 | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |    35359276 | PA      | $35411413.63   | 0.07%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2025-CES4                                                                  | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    18692761 | PA      | $18808972.50   | 0.04%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $14845013.73   | 0.03%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    17830000 | PA      | $18705225.65   | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19566101 | PA      | $19718070.66   | 0.04%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-213847.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 9 LTD                                                                   | CUSIP: 001207AQ2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |    67750000 | PA      | $67949171.45   | 0.13%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $6073888.14    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                            | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2155000 | PA      | $2138104.80    | 0.00%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJ7B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17775654 | PA      | $17827884.69   | 0.03%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137F5S59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      186950 | PA      | $186015.43     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    14585000 | PA      | $12125760.60   | 0.02%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42491722 | PA      | $40280567.35   | 0.08%             | 2052-12-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       16000 | PA      | $12293.40      | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9X34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    62569335 | PA      | $48365501.16   | 0.09%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-NQM3                                       | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35696259 | PA      | $35923119.69   | 0.07%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RAKUTEN GROUP INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29652.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36184BDM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11350 | PA      | $10260.14      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136AAPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3140629 | PA      | $222607.80     | 0.00%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $2405607.96    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10496044 | PA      | $10446300.29   | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2019-GC44 Mortgage Trust                                                   | CUSIP: 12655TBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $18842076.00   | 0.04%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XEAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284399 | PA      | $252983.97     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   101686183 | PA      | $102878412.81  | 0.20%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $4161006.07    | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES8                                                   | CUSIP: 74942JAA2<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    19685199 | PA      | $19617391.40   | 0.04%             | 2055-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136AYEQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1954074 | PA      | $346147.90     | 0.00%             | 2047-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70211.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    62145000 | PA      | $58083814.18   | 0.11%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| ALTICE FINANCING SA                               | Altice Financing SA                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    15439000 | PA      | $11231872.50   | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      875000 | PA      | $832473.69     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    19955000 | PA      | $20054332.00   | 0.04%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    12600000 | PA      | $12594608.46   | 0.02%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31408GT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         883 | PA      | $902.77        | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133AWML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7093415 | PA      | $6302900.39    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   254445792 | PA      | $11050326.29   | 0.02%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LVII Ltd                                                   | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    78500000 | PA      | $78554463.30   | 0.15%             | 2034-07-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3835000 | PA      | $3669720.34    | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORPORATION                       | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-529849.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132GRA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      682651 | PA      | $669171.56     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059E5Z3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      555000 | PA      | $271391.69     | 0.00%             | 2039-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund VII DAC                                                  | CUSIP: 000000000<br>LEI: 635400CLBI5JM6YQBR92 | Long             | ABS-CBDO         | CORP              | IE        |    51355414 | PA      | $59190176.59   | 0.11%             | 2031-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32236386 | PA      | $26329711.90   | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    64795000 | PA      | $50508029.99   | 0.10%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31400WLV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9113 | PA      | $9207.02       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                      | Anchorage Capital Europe CLO 8 DAC                                              | CUSIP: 000000000<br>LEI: 635400VEGED5ZD9DOU65 | Long             | ABS-CBDO         | CORP              | IE        |    18400000 | PA      | $21237031.28   | 0.04%             | 2038-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    13765000 | PA      | $13263981.53   | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FQGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12589974 | PA      | $11456155.02   | 0.02%             | 2048-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES7                                                   | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    19912972 | PA      | $20065821.61   | 0.04%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7891.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H7 Mortgage Trust                                                    | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42578650 | PA      | $42468435.28   | 0.08%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9245110.76    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BlueMountain EUR CLO                              | BlueMountain Fuji Eur CLO V DAC                                                 | CUSIP: 000000000<br>LEI: 635400IYPG2G6NM3OV52 | Long             | ABS-CBDO         | CORP              | IE        |    13200000 | PA      | $15215112.37   | 0.03%             | 2033-01-15      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    49280663 | PA      | $48261036.63   | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1287818.91    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   124832652 | PA      | $111584381.94  | 0.21%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    28365000 | PA      | $26601294.30   | 0.05%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38379WM25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9699719 | PA      | $8696020.07    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20974000 | PA      | $21103239.27   | 0.04%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8123000 | PA      | $7171472.78    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND CO BV                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-92508.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      720000 | PA      | $745867.97     | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2025-III Ltd                                                       | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70150000 | PA      | $70326728.90   | 0.14%             | 2038-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                            | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     7970000 | PA      | $8026328.91    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium CLO II DAC                                                               | CUSIP: 000000000<br>LEI: 213800HRTED9UC792482 | Long             | ABS-CBDO         | CORP              | IE        |    14000000 | PA      | $16125787.89   | 0.03%             | 2034-06-22      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                          | Interstate Power and Light Co                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3252706.65    | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       43000 | PA      | $48213.99      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37110000 | PA      | $37718.60      | 0.00%             | 2047-06-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   155039005 | PA      | $3488377.62    | 0.01%             | 2070-02-25      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133B4ZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3138120 | PA      | $2788392.68    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   105105000 | PA      | $94594676.92   | 0.18%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $442803.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $949202.49     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   199911710 | PA      | $707407.58     | 0.00%             | 2026-05-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4680000 | PA      | $3721337.95    | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    10974000 | PA      | $11348718.79   | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2376581.45    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| JOHN SEVIER COMB CYCLE                            | John Sevier Combined Cycle Generation LLC                                       | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1362790 | PA      | $1331184.57    | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                | Zegona Finance PLC                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     6275000 | PA      | $6666560.00    | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   496117584 | PA      | $2748342.58    | 0.01%             | 2027-09-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2017-H1                                          | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    51175000 | PA      | $50444768.57   | 0.10%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138E4XN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1719301 | PA      | $1683392.79    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -1858 | NC      | $-1774335.28   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6070000 | PA      | $5618725.61    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    12485000 | PA      | $12333285.32   | 0.02%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    98136382 | PA      | $84113423.08   | 0.16%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2008859.00    | 0.00%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8332000 | PA      | $8235700.98    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6214381.05    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    65450000 | PA      | $57955323.98   | 0.11%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2979124 | PA      | $2716940.83    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                    | GoodLeap Home Improvement Solutions Trust 2025-2                                | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24527496 | PA      | $24755837.01   | 0.05%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    91995562 | PA      | $75178625.16   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1714437.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $140660.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                        | Nuveen LLC                                                                      | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4510000 | PA      | $4751482.17    | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                          | GMR Hyderabad International Airport Ltd                                         | CUSIP: 36256WAA2<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     2275000 | PA      | $2244429.69    | 0.00%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3888000 | PA      | $3786470.45    | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                 | Iberdrola International BV                                                      | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       15000 | PA      | $16390.17      | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8302486 | PA      | $7392182.12    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6037471 | PA      | $6001620.50    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   191900000 | PA      | $244243626.66  | 0.47%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      445000 | PA      | $574141.23     | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19064000 | PA      | $16166701.07   | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   375393324 | PA      | $10427788.38   | 0.02%             | 2029-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1970528.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38380WKZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7013542 | PA      | $6576116.12    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DBD0<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    37090196 | PA      | $37065308.15   | 0.07%             | 2061-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6790000 | PA      | $6732709.38    | 0.01%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $11417585.70   | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                     | OFSI BSL X Ltd                                                                  | CUSIP: 67115PAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25650000 | PA      | $25607859.62   | 0.05%             | 2034-04-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                         | AGCO Corp                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2169531.47    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3935000 | PA      | $3925626.17    | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4751062 | PA      | $4617361.41    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5593000 | PA      | $4669354.17    | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     6683000 | PA      | $6762892.60    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $746834.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3445969 | PA      | $2819269.58    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   128320000 | PA      | $52199025.62   | 0.10%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                          | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     8040000 | PA      | $4786151.80    | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    10000000 | PA      | $10470000.00   | 0.02%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10525000 | PA      | $10585202.58   | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                          | Tucson Electric Power Co                                                        | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    24470000 | PA      | $24992378.32   | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                     | New York City Municipal Water Finance Authority                                 | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      920000 | PA      | $951058.70     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                           | TCW CLO 2020-1 Ltd                                                              | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    87500000 | PA      | $87445837.50   | 0.17%             | 2034-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                          | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     7193000 | PA      | $7360023.62    | 0.01%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3006925.20    | 0.01%             | 2029-02-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2169143.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16325000 | PA      | $16283807.93   | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    39020000 | PA      | $33690951.50   | 0.06%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    12010000 | PA      | $11577733.68   | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                        | Clover CLO 2018-1 LLC                                                           | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35390000 | PA      | $35491413.58   | 0.07%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2070571 | PA      | $1768539.04    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    22696000 | PA      | $21502002.20   | 0.04%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22607296 | PA      | $22606939.08   | 0.04%             | 2030-10-12      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                  | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29625000 | PA      | $27940195.55   | 0.05%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2025-10                                                | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    18900000 | PA      | $18896212.44   | 0.04%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8229717.41    | 0.02%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $737352.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                        | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28700000 | PA      | $28601805.82   | 0.06%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     4965000 | PA      | $5058093.75    | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1015000 | PA      | $1015812.71    | 0.00%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RUTGERS NJ ST UNIV                                | Rutgers The State University of New Jersey                                      | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     1350000 | PA      | $1400065.01    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     3970000 | PA      | $4159184.68    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |    67770444 | PA      | $77843181.96   | 0.15%             | 2030-04-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499379.89     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                           | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4413000 | PA      | $4432361.86    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    18296000 | PA      | $16837178.91   | 0.03%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8072445 | PA      | $8264151.90    | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35830.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1885063.66    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    20155000 | PA      | $15663962.13   | 0.03%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4275494.56    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21456698 | PA      | $21417595.35   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2440000 | PA      | $2440113.46    | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     7470000 | PA      | $6223534.84    | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8584004 | PA      | $8803642.63    | 0.02%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XII DAC                                                  | CUSIP: 000000000<br>LEI: 635400LAN4VXPJEK9R11 | Long             | ABS-CBDO         | CORP              | IE        |    15000000 | PA      | $17227989.28   | 0.03%             | 2032-01-23      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    32345000 | PA      | $34601507.89   | 0.07%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HLZC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    97127636 | PA      | $98415344.42   | 0.19%             | 2055-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-171994.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP                            | TalkTalk Telecom Group Ltd                                                      | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    12436417 | PA      | $980263.29     | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2949797.30    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7251000 | PA      | $7004034.34    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6300000 | PA      | $6463641.24    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138E6V78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20599010 | PA      | $20162486.27   | 0.04%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2096591 | PA      | $1936745.44    | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2015-GC34                                          | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      321682 | PA      | $317667.14     | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-INV1 Trust                                                             | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   155039005 | PA      | $1188885.60    | 0.00%             | 2070-02-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                            | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    18113000 | PA      | $13066051.73   | 0.03%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CIM Trust                                         | CIM Trust 2025-I1                                                               | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4427089 | PA      | $4464685.59    | 0.01%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24426.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XF7F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      601583 | PA      | $534538.84     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2018-RPL4 Trust                                                            | CUSIP: 12653MAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13454853 | PA      | $12477817.84   | 0.02%             | 2058-04-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNBC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    56489000 | PA      | $2578327.43    | 0.00%             | 2029-07-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    99000000 | PA      | $93887236.08   | 0.18%             | 2055-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     8918000 | PA      | $8474152.18    | 0.02%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     9882000 | PA      | $9934428.64    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2025-B                                           | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25600000 | PA      | $25627660.80   | 0.05%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    94640000 | PA      | $86181550.00   | 0.17%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14056000 | PA      | $14043657.93   | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                          | Camelot Return Merger Sub Inc                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1759317.94    | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOMBARDIER INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5854.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2017-COR2 Mortgage Trust                                                   | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    74026784 | PA      | $72838417.39   | 0.14%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5036799 | PA      | $4107270.55    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15095000 | PA      | $15136020.68   | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    10532000 | PA      | $11177937.34   | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     5650000 | PA      | $5661300.00    | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS 2016-ETC Mortgage Trust                                                   | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13900000 | PA      | $12899828.28   | 0.02%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4870591 | PA      | $4171535.44    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2003-HE1                      | CUSIP: 004421DA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264249 | PA      | $270179.87     | 0.00%             | 2033-11-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SOMPO INTL HLDS LTD                               | Sompo International Holdings Ltd                                                | CUSIP: 29267HAA7<br>LEI: 54930073OSJENOG1DL54 | Long             | DBT              | CORP              | BM        |      525000 | PA      | $584072.48     | 0.00%             | 2034-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10019161 | PA      | $10172285.66   | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5009.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20300000 | PA      | $23813445.09   | 0.05%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     9502000 | PA      | $9475909.93    | 0.02%             | 2077-08-16      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4204528 | PA      | $3754395.38    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 39 Ltd                                                                      | CUSIP: 50204NAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    25000000 | PA      | $24983190.00   | 0.05%             | 2034-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31371KVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1220 | PA      | $1262.30       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -226000000 | PA      | $-228168137.78 | -0.44%            | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13075000 | PA      | $13048545.25   | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust Series 2025-NQM8                                | CUSIP: 10571JAA4<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |    43104349 | PA      | $43125513.37   | 0.08%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    38439000 | PA      | $37971965.37   | 0.07%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                             | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5260000 | PA      | $4267885.36    | 0.01%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $98026.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SCHAEFFLER AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12625.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-2                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |     5778115 | PA      | $5829680.55    | 0.01%             | 2069-02-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                               | American International Group Inc                                                | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    29631000 | PA      | $33820827.43   | 0.07%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                                  | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |    46196447 | PA      | $52936486.24   | 0.10%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $9965722.01    | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7851401.96    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    30370000 | PA      | $29206171.20   | 0.06%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $756406.25     | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IX DAC                           | Invesco Euro CLO IX DAC                                                         | CUSIP: 000000000<br>LEI: 635400ML4YCTUEI2O180 | Long             | ABS-CBDO         | CORP              | IE        |    40000000 | PA      | $46087931.06   | 0.09%             | 2038-07-20      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                            | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14510000 | PA      | $14947195.01   | 0.03%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      140000 | PA      | $134792.00     | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $171944.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO VII DAC                                                           | CUSIP: 000000000<br>LEI: 635400XNW8X824E1MY52 | Long             | ABS-CBDO         | CORP              | IE        |    75050000 | PA      | $86261387.77   | 0.17%             | 2034-07-18      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3084000 | PA      | $2794347.85    | 0.01%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    55120000 | PA      | $62374929.30   | 0.12%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $427797.36     | 0.00%             | 2050-12-25      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    52462259 | PA      | $42975964.90   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    26415000 | PA      | $27435626.52   | 0.05%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C44                                  | CUSIP: 95001JAW7<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    19843200 | PA      | $19669619.63   | 0.04%             | 2051-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    28961783 | PA      | $28825900.29   | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                    | New Jersey Turnpike Authority                                                   | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    15953000 | PA      | $18655712.44   | 0.04%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    40020000 | PA      | $34990091.38   | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ICELAND BONDCO PLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-124397.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7086859 | PA      | $7136183.26    | 0.01%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     9560000 | PA      | $10033580.31   | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    31420000 | PA      | $31352148.60   | 0.06%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16110000 | PA      | $16170412.50   | 0.03%             | 2040-06-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1857692 | PA      | $1723900.86    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley CLO V DAC                                                                | CUSIP: 000000000<br>LEI: 635400ZOTQYJU4ZHCC58 | Long             | ABS-CBDO         | CORP              | IE        |    15000000 | PA      | $16129651.00   | 0.03%             | 2034-10-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $20928274.00   | 0.04%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   354225137 | PA      | $314683289.76  | 0.61%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418U4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      378073 | PA      | $388355.16     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2200000 | PA      | $2084060.00    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEVON ENERGY CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13307.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XI DAC                                                                | CUSIP: 000000000<br>LEI: 635400ZMWQZGBPHKHU66 | Long             | ABS-CBDO         | CORP              | IE        |    91000000 | PA      | $104891150.00  | 0.20%             | 2038-10-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9347000 | PA      | $9644886.24    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8H59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6492565 | PA      | $6051881.66    | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | Bayview Opportunity Master Fund VII Trust 2024-CAR1F                            | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3028423 | PA      | $3034213.44    | 0.01%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     7560000 | PA      | $7593134.66    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios CLO I DAC                                                             | CUSIP: 000000000<br>LEI: 635400DKZUMF3VS6WZ22 | Long             | ABS-CBDO         | CORP              | IE        |    74920000 | PA      | $86446331.53   | 0.17%             | 2036-07-15      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    26270000 | PA      | $26102603.67   | 0.05%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37349 | PA      | $34705.43      | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                            | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2598101.84    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814FN8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       25000 | PA      | $25414.73      | 0.00%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $542531.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDR Firefly Bidco Plc                             | CD&R FIREFLY BIDCO PLC                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    35950000 | PA      | $47084132.26   | 0.09%             | 2029-04-29      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10195000 | PA      | $10987581.46   | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | 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        |    14682446 | PA      | $14655503.60   | 0.03%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31404P7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1495 | PA      | $1548.78       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36206YD57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13859 | PA      | $14248.38      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     5485000 | PA      | $4713365.94    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15476936 | PA      | $15198554.00   | 0.03%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego Clo V DAC                                                               | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |   102050000 | PA      | $117764110.36  | 0.23%             | 2037-10-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20480856 | PA      | $20200192.84   | 0.04%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39240000 | PA      | $19139349.52   | 0.04%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AIR FRANCE-KLM                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10406.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    77865000 | PA      | $77176575.27   | 0.15%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    12825000 | PA      | $12873862.78   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    12350000 | PA      | $10808513.76   | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C34                                  | CUSIP: 95000DBH3<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    36018000 | PA      | $88269.31      | 0.00%             | 2049-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLYZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    53046000 | PA      | $1689812.16    | 0.00%             | 2029-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0406B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -1000000 | PA      | $-948707.48    | -0.00%            | 2055-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8898562 | PA      | $8906072.93    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK20                                                                 | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    48567548 | PA      | $45933701.14   | 0.09%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    16695000 | PA      | $16996603.43   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31297B4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1420 | PA      | $1439.82       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $51522.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7758000 | PA      | $7613616.75    | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 10 DAC                                                        | CUSIP: 000000000<br>LEI: 6354001HJSVF7BJWDP89 | Long             | ABS-CBDO         | CORP              | IE        |   149000000 | PA      | $171416302.10  | 0.33%             | 2038-04-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                               | Nassau Euro CLO III DAC                                                         | CUSIP: 000000000<br>LEI: 549300EIADBLUQHC0A87 | Long             | ABS-CBDO         | CORP              | IE        |    53930000 | PA      | $62100127.76   | 0.12%             | 2039-10-15      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    41995000 | PA      | $39164469.63   | 0.08%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2183000 | PA      | $2258386.20    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                            | Brightstar Lottery PLC                                                          | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     5650000 | PA      | $5677063.50    | 0.01%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                       | Lennar Corp                                                                     | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50029.63      | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24171.24      | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                          | Graham Packaging Co Inc                                                         | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119519.13     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                     | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    11140000 | PA      | $11579365.16   | 0.02%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19740.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2023-C5 Mortgage Trust                                                      | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $25675450.00   | 0.05%             | 2056-06-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Ravensdale Park CLO DAC                           | Ravensdale Park CLO DAC                                                         | CUSIP: 000000000<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-CBDO         | CORP              | IE        |   131500000 | PA      | $151634468.17  | 0.29%             | 2038-04-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 9 DAC                                                         | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |    98750000 | PA      | $113987400.00  | 0.22%             | 2037-04-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      375000 | PA      | $375092.17     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3070000 | PA      | $3152982.10    | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138ETV60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10809051 | PA      | $10805163.32   | 0.02%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137AWAJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5417311 | PA      | $673799.15     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    14255000 | PA      | $14671838.39   | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                          | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     1587000 | PA      | $1574529.99    | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $6432786.15    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-47265.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2018-II Ltd                                                        | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    56010000 | PA      | $56166200.69   | 0.11%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    20329000 | PA      | $13696663.75   | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                          | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    27295000 | PA      | $19311445.49   | 0.04%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4426807 | PA      | $403036.92     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28750000 | PA      | $28416874.75   | 0.05%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1145000000 | PA      | $622593750.00  | 1.20%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10231003 | PA      | $8355314.73    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2023-R05                                    | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20500000 | PA      | $21352789.75   | 0.04%             | 2043-06-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      824241 | PA      | $700029.21     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    23153893 | PA      | $22998634.60   | 0.04%             | 2051-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS ISRAEL ELECTRIC CORP LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-36931.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11524621 | PA      | $11596401.05   | 0.02%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4912266.74    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8189189 | PA      | $8066351.17    | 0.02%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    38692000 | PA      | $25065241.40   | 0.05%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3133TPF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6536 | PA      | $6812.99       | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19601630.30   | 0.04%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31412P6A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1525569 | PA      | $1567046.37    | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2444065 | PA      | $331875.43     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $996370.00     | 0.00%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $778125.00     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOMBARDIER INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6458.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-264924.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45000000 | PA      | $47072533.50   | 0.09%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                      | Monument Clo 3 DAC                                                              | CUSIP: 000000000<br>LEI: 254900274MJH69SRXW98 | Long             | ABS-CBDO         | CORP              | IE        |    75650000 | PA      | $87218638.42   | 0.17%             | 2038-04-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36200KT72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3313 | PA      | $3391.37       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                             | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     1367000 | PA      | $1181754.41    | 0.00%             | 2027-02-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. A1 Equity                 | Codere Group Topco S.A. A1 Equity                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |       18172 | NS      | $314189.34     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banc of America Funding Corpor                    | Banc of America Funding 2006-I Trust                                            | CUSIP: 05951VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19060 | PA      | $15978.58      | 0.00%             | 2046-10-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20227168 | PA      | $20452924.33   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    20430000 | PA      | $20564024.21   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FUND                        | BLACKSTONE PRIVATE CR FUND                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    43775000 | PA      | $43900371.60   | 0.08%             | 2027-05-03      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   109829586 | PA      | $101427261.35  | 0.20%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-122918.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126398 | PA      | $116286.05     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    34980012 | PA      | $31198838.49   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   130511036 | PA      | $13051.10      | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CAMERON INTERNATIONAL CO                          | Cameron International Corp                                                      | CUSIP: 13342BAF2<br>LEI: P2PV5Z2Z2UKRY3P3V155 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2708470.81    | 0.01%             | 2041-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    10950000 | PA      | $10019469.00   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905UR71<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    28208000 | PA      | $23021930.99   | 0.04%             | 2037-12-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                         | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     3376000 | PA      | $3307076.96    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35040981 | PA      | $33395315.98   | 0.06%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2182372.45    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $11842660.89   | 0.02%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LIMITED                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13465.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   402629000 | PA      | $431080.30     | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                            | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     1155556 | PA      | $1134940.71    | 0.00%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6449335.28    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2047297 | PA      | $2016587.55    | 0.00%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3689202.30    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    18150000 | PA      | $20231278.65   | 0.04%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2016-COR1 Mortgage Trust                                                   | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6400000 | PA      | $6307137.92    | 0.01%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     8780000 | PA      | $9038215.56    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      315000 | NS      | $7213500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nassau Euro CLO DAC                               | Nassau Euro CLO IV DAC                                                          | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |    20000000 | PA      | $23091127.36   | 0.04%             | 2038-07-20      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $597677.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                           | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1391469.89    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                           | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    12359000 | PA      | $11204095.82   | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                    | WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust                  | CUSIP: 92922FWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660404 | PA      | $646401.84     | 0.00%             | 2044-07-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      900000 | PA      | $917262.00     | 0.00%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3008000 | PA      | $3322131.16    | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                    | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                               | CUSIP: 07336PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28220485 | PA      | $28406144.58   | 0.05%             | 2047-06-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4710000 | PA      | $4417584.22    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2203854.91    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   195755000 | PA      | $182481949.05  | 0.35%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6738000 | PA      | $6920599.80    | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $488921.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     8000000 | PA      | $8478800.00    | 0.02%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5530000 | PA      | $5626364.81    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1007330 | PA      | $779555.55     | 0.00%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    51435000 | PA      | $50973321.29   | 0.10%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4518428 | PA      | $3713382.39    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    56587982 | PA      | $52475431.78   | 0.10%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    37945000 | PA      | $35711237.13   | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19240000 | PA      | $17516466.25   | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. A2 Equity                 | Codere Group Topco S.A. A2 Equity                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |       48736 | NS      | $842633.26     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1565000 | PA      | $854752.05     | 0.00%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LUMEN TECHNOLOGIES INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-109383.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36295QGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         376 | PA      | $395.88        | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    15916000 | PA      | $15686889.17   | 0.03%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| HEICO CORP                                        | HEICO Corp                                                                      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $10041912.41   | 0.02%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                     | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    11845000 | PA      | $11720745.95   | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 28A Clo Ltd                                                             | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |    57450000 | PA      | $57429266.30   | 0.11%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    69925000 | PA      | $61090982.13   | 0.12%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2024-RTL4                                                  | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28250000 | PA      | $28385306.20   | 0.05%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    48652000 | PA      | $48240742.90   | 0.09%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1287697.50    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                             | CUSIP: 45905UQU1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |      273000 | PA      | $199322.97     | 0.00%             | 2034-11-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-264924.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    42775000 | PA      | $29052241.24   | 0.06%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8987171 | PA      | $7360220.17    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28374512 | PA      | $28136347.87   | 0.05%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J6DF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1874187 | PA      | $1736006.85    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81000000 | PA      | $77128459.20   | 0.15%             | 2052-08-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5925619 | PA      | $5095702.88    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                    | Bain Capital Credit CLO 2019-1                                                  | CUSIP: 05683VBA1<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |    27000000 | PA      | $27015300.90   | 0.05%             | 2034-04-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                    | Port Authority of New York & New Jersey                                         | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2600000 | PA      | $2242817.78    | 0.00%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      569859 | PA      | $596928.79     | 0.00%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1007038.10    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-187835.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                 | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6045000 | PA      | $5960070.16    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4460000 | PA      | $4534972.60    | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Capital Street Master Trust                       | Capital Street Master Trust                                                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    71000000 | PA      | $71320621.80   | 0.14%             | 2028-10-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO III Ltd                                                          | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   105500000 | PA      | $105749824.00  | 0.20%             | 2036-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    16720000 | PA      | $15826101.19   | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    88076000 | PA      | $77067272.24   | 0.15%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    40600000 | PA      | $41257488.58   | 0.08%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    12710000 | PA      | $13059871.05   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MET TRANSPRTN AUTH NY REVENUE                     | Metropolitan Transportation Authority                                           | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      700000 | PA      | $768594.47     | 0.00%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 31358SNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         230 | PA      | $229.25        | 0.00%             | 2030-10-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $101164.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                        | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     6532000 | PA      | $6532000.00    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                    | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                               | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2490181 | PA      | $2469338.38    | 0.00%             | 2047-06-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10266821 | PA      | $9468745.65    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      962812 | PA      | $719016.45     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES3                                             | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24643392 | PA      | $24915659.22   | 0.05%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7800000 | PA      | $8034852.54    | 0.02%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1356158 | PA      | $1207196.13    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137ADSL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1784094 | PA      | $1748316.25    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137A5P24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1696330 | PA      | $1651169.26    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    89955000 | PA      | $89975524.46   | 0.17%             | N/A             | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93586.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                             | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1600000 | PA      | $1950509.77    | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                    | CQS US CLO 2023-3 Ltd                                                           | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |    41000000 | PA      | $41105349.50   | 0.08%             | 2037-01-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31283HUA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2620 | PA      | $2704.68       | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2166167 | PA      | $1924802.86    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD6 Mortgage Trust                                                      | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81000000 | PA      | $79533470.70   | 0.15%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132AEEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      691103 | PA      | $644920.20     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     9245000 | PA      | $9563683.91    | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     5515000 | PA      | $5668808.95    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES                       | University of California                                                        | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2250000 | PA      | $2067045.02    | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2024-RP2                                          | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2666865 | PA      | $2099071.04    | 0.00%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $38876.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $241125.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31385HU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         549 | PA      | $542.38        | 0.00%             | 2036-05-01      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   660000000 | PA      | $336393750.00  | 0.65%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 10 Ltd                                                                  | CUSIP: 00119YAC7<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |     6500000 | PA      | $6496735.05    | 0.01%             | 2034-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    26909000 | PA      | $23314430.28   | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    47525310 | PA      | $41126108.38   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36415000 | PA      | $17520925.40   | 0.03%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    40050000 | PA      | $32466947.15   | 0.06%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    26463488 | PA      | $26753931.45   | 0.05%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                              | Elmwood CLO VII Ltd                                                             | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    59650000 | PA      | $59799059.39   | 0.12%             | 2037-10-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2570992.27    | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14087.63      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136B3W22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2878212 | PA      | $2516503.95    | 0.00%             | 2049-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390GHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1811 | PA      | $1891.62       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                    | Chase Home Lending Mortgage Trust Series 2024-RPL2                              | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14629527 | PA      | $13155237.99   | 0.03%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7002966 | PA      | $5417150.54    | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2750000 | PA      | $2526562.50    | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   184190000 | PA      | $157208102.84  | 0.30%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31412XNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4224 | PA      | $4422.07       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                  | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    31660000 | PA      | $31513021.94   | 0.06%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    18300000 | PA      | $18290484.00   | 0.04%             | 2025-11-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2023-HE2                                               | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5476622 | PA      | $5497310.82    | 0.01%             | 2054-03-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HAPAG-LLOYD AG                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26598.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      815000 | PA      | $796545.31     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      406000 | PA      | $406611.45     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9200000 | PA      | $9206456.56    | 0.02%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FN4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6377589 | PA      | $1477731.31    | 0.00%             | 2049-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   186634292 | PA      | $171920979.82  | 0.33%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    46040000 | PA      | $42158778.98   | 0.08%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXV Ltd                          | Marble Point Clo XXV Ltd                                                        | CUSIP: 565923BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    55000000 | PA      | $55077715.00   | 0.11%             | 2036-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     8720000 | PA      | $8080388.00    | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     4600000 | PA      | $5048818.32    | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    47678000 | PA      | $54535680.98   | 0.10%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5255.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities I Trust 2004-HE8                           | CUSIP: 073879HE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      205897 | PA      | $208882.97     | 0.00%             | 2034-09-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                    | Structured Asset Mortgage Investments Trust 2002-AR3                            | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1676 | PA      | $1602.21       | 0.00%             | 2032-09-19      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    68904000 | PA      | $60492199.68   | 0.12%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                | THL Credit Wind River 2020-1 CLO Ltd                                            | CUSIP: 973142AQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    43000000 | PA      | $43124119.50   | 0.08%             | 2037-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31404HUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40359 | PA      | $41240.99      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     7600000 | PA      | $7891923.60    | 0.02%             | 2042-04-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C53                                  | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6100000 | PA      | $5769681.34    | 0.01%             | 2052-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36202XZJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1427 | PA      | $1458.17       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138A5FG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1861402 | PA      | $1831744.23    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26803000 | PA      | $26698872.81   | 0.05%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   381470000 | OU      | $2037.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63806381 | PA      | $54343357.80   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT                    | District of Columbia Water & Sewer Authority                                    | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    15765000 | PA      | $14032654.16   | 0.03%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     4662000 | PA      | $5376580.64    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                | AMN Healthcare Inc                                                              | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2518839.55    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Strips                                                              | CUSIP: 3134A4AB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    10264000 | PA      | $8345607.77    | 0.02%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30100000 | PA      | $30269629.22   | 0.06%             | N/A             | Floating      | 7.14%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26389873 | PA      | $23562818.82   | 0.05%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3279331 | PA      | $2791380.57    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                              | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     8931000 | PA      | $8187939.95    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                | Wind River 2021-1 CLO Ltd                                                       | CUSIP: 97314HAQ2<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |    41700000 | PA      | $41813094.57   | 0.08%             | 2037-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $38876.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23165000 | PA      | $21147792.39   | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      669000 | PA      | $715050.71     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    17688000 | PA      | $18726657.05   | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                     | CUSIP: 30216JAA3<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     8420000 | PA      | $8349777.20    | 0.02%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19701401 | PA      | $19696700.28   | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LRP LB RHEINLAND-PFALZ                            | Rheinland-Pfalz Bank                                                            | CUSIP: 514887AB4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |    10500000 | PA      | $11017360.20   | 0.02%             | 2028-02-23      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    19295000 | PA      | $20500929.78   | 0.04%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |     6495000 | PA      | $6550923.90    | 0.01%             | 2041-11-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6080012 | PA      | $6007737.98    | 0.01%             | 2051-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31403FUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2796 | PA      | $2862.59       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1830208.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest CLO                                       | Harvest CLO XXXII DAC                                                           | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |    39750000 | PA      | $45941307.41   | 0.09%             | 2037-07-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPQG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24799294 | PA      | $25460039.11   | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                               | Resolution Funding Corp Principal Strip                                         | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     4000000 | PA      | $3406579.71    | 0.01%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8925000 | PA      | $8471891.72    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3271932.14    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    11044000 | PA      | $10780722.08   | 0.02%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     4047000 | PA      | $3897339.48    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    31411901 | PA      | $31402787.09   | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    15682000 | PA      | $7037297.50    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                           | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2225657.90    | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9415.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    13282000 | PA      | $10701729.40   | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                    | Ally Bank Auto Credit-Linked Notes Series 2024-B                                | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2966491 | PA      | $2977088.61    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4527887.95    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                             | Maxim Crane Works Holdings Capital LLC                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11660000 | PA      | $12378232.68   | 0.02%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30193102 | PA      | $25770758.51   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM14 Trust                                                            | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |    39839301 | PA      | $40092989.94   | 0.08%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    12270000 | PA      | $10052350.37   | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    15737000 | PA      | $15704876.69   | 0.03%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2050000 | PA      | $1793750.00    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3377000 | PA      | $2970274.12    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10697.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   115410000 | PA      | $102171020.40  | 0.20%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    82752751 | PA      | $70632221.72   | 0.14%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                             | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    50367000 | PA      | $50232520.11   | 0.10%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Gallatin Funding Ltd                              | Gallatin CLO X 2023-1 Ltd                                                       | CUSIP: 36362MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   115000000 | PA      | $115212738.50  | 0.22%             | 2035-10-14      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1877398.06    | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6685000 | PA      | $5389855.85    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2018-H4                                          | CUSIP: 61691RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16355757 | PA      | $16155594.78   | 0.03%             | 2051-12-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    54431000 | PA      | $58780036.90   | 0.11%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38380UA29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7925693 | PA      | $1652489.63    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     3517000 | PA      | $3380266.04    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $238759.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    17976000 | PA      | $17561832.96   | 0.03%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                              | Elmwood CLO VII Ltd                                                             | CUSIP: 29002QAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    23500000 | PA      | $23543113.10   | 0.05%             | 2037-10-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22559219 | PA      | $23142759.18   | 0.04%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1444383.63    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    15235000 | PA      | $14878623.21   | 0.03%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1685098.95    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                       | HOMES 2025-NQM4 Trust                                                           | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23099043 | PA      | $23166605.76   | 0.04%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                    | JPMDB Commercial Mortgage Securities Trust 2019-COR6                            | CUSIP: 48129RAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    80750000 | PA      | $75130672.10   | 0.14%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4231000 | PA      | $3852148.10    | 0.01%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   129705000 | PA      | $121377282.28  | 0.23%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53174.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $39481.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2351110.03    | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    36685000 | PA      | $23856809.84   | 0.05%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Elmwood CLO 16 Ltd                                | Elmwood CLO 16 Ltd                                                              | CUSIP: 29002UAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    36500000 | PA      | $36605561.65   | 0.07%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USHT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    51944924 | PA      | $44424488.76   | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                    | Bay Area Toll Authority                                                         | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    12630000 | PA      | $13783302.70   | 0.03%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    49545998 | PA      | $50247067.93   | 0.10%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 3 DAC                                                         | CUSIP: 000000000<br>LEI: 635400HMDMBJ8UOYII08 | Long             | ABS-CBDO         | CORP              | IE        |   100250000 | PA      | $115338487.83  | 0.22%             | 2034-07-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499382.64     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                        | Sixth Street CLO XVI Ltd                                                        | CUSIP: 83012DAQ6<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |    65000000 | PA      | $65136032.00   | 0.13%             | 2037-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7700000 | PA      | $5581305.73    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21903.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   171132506 | PA      | $158040607.44  | 0.30%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2021-5 LTD                                                       | CUSIP: 14317YAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    98380000 | PA      | $98625950.00   | 0.19%             | 2038-03-31      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    10544000 | PA      | $9145713.97    | 0.02%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3354517.25    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FHQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90101 | PA      | $89895.69      | 0.00%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31385W2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         656 | PA      | $678.42        | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XXIX DAC                                                              | CUSIP: 000000000<br>LEI: 549300EKPKIYEW0BB327 | Long             | ABS-CBDO         | CORP              | IE        |    32000000 | PA      | $36854204.06   | 0.07%             | 2038-10-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    21122000 | PA      | $15207840.00   | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2022180 | PA      | $2090357.54    | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $9489219.31    | 0.02%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21547.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32250000 | PA      | $12488884.22   | 0.02%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                      | Ohio State University/The                                                       | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |      295000 | PA      | $291352.88     | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21714127 | PA      | $16776509.00   | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $1996287.57    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TFS_18-3                                          | TFS_18-3                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |           1 | PA      | $1.15          | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   126614997 | PA      | $120690847.53  | 0.23%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                       | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     3835000 | PA      | $3838604.90    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Banc of America Mortgage Secur                    | Banc of America Mortgage 2004-E Trust                                           | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81378 | PA      | $78016.24      | 0.00%             | 2034-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 20 Ltd                                                                  | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    47750000 | PA      | $47883007.63   | 0.09%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4551013.35    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25011.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     9415000 | PA      | $9327206.09    | 0.02%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     3370000 | PA      | $3108158.08    | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     6035000 | PA      | $5733250.00    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3094886 | PA      | $2896036.76    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31405ULZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12147 | PA      | $12770.53      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    14000000 | PA      | $11480000.00   | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO 2019-1 AMR, LTD.                          | TCW CLO 2019-1 AMR Ltd                                                          | CUSIP: 87241EAW5<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-CBDO         | CORP              | KY        |    16600000 | PA      | $16615799.88   | 0.03%             | 2034-08-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    47800000 | PA      | $47630520.32   | 0.09%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26185000 | PA      | $23875120.13   | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                | DIGICEL INTL FIN LTD Common Equity                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1695385 | NS      | $28504508.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE BANK AG                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8269.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    16218000 | PA      | $16159128.66   | 0.03%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ETQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      542918 | PA      | $568735.65     | 0.00%             | 2053-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12849315 | PA      | $10517842.48   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios CLO II DAC                                                            | CUSIP: 000000000<br>LEI: 6354005FTQMMKJDF3E19 | Long             | ABS-CBDO         | CORP              | IE        |    61750000 | PA      | $71324112.69   | 0.14%             | 2037-02-15      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   101596277 | PA      | $78620978.22   | 0.15%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    65550000 | PA      | $27803363.19   | 0.05%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    44065000 | PA      | $43797454.92   | 0.08%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS                      | City of Los Angeles Department of Airports                                      | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4175000 | PA      | $4566941.69    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    26250000 | PA      | $18592807.88   | 0.04%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP                                    | Tennessee Valley Authority Principal Strip                                      | CUSIP: 88059FBM2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1300000 | PA      | $829282.89     | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $113543.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                      | Ohio State University/The                                                       | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     7815000 | PA      | $6805780.33    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2500000 | PA      | $2542595.75    | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-INV1                                            | CUSIP: 924929AC6<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |    29773287 | PA      | $29993742.85   | 0.06%             | 2070-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    43720000 | PA      | $43724675.60   | 0.08%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     1295000 | PA      | $1318696.30    | 0.00%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    41176000 | PA      | $40001865.42   | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 458182BY7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     1900000 | PA      | $1933721.01    | 0.00%             | 2026-08-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     9990000 | PA      | $10771221.36   | 0.02%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-RPL1                                   | CUSIP: 362954AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199177 | PA      | $196429.79     | 0.00%             | 2064-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10291000 | PA      | $10455656.00   | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TESLA INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13046.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10192668 | PA      | $8328324.98    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     4785051 | PA      | $4795461.96    | 0.01%             | 2034-01-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| PGIM AAA CLO ETF - Old IO fund                    | PGIM AAA CLO ETF - Old IO fund                                                  | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |     1827720 | NS      | $94072748.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $6181471.80    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31283HVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2456 | PA      | $2531.11       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA PUBLIC WKS                    | Los Angeles County Public Works Financing Authority                             | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4300000 | PA      | $5146030.38    | 0.01%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                     | BLP Commercial Mortgage Trust 2025-IND                                          | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42510000 | PA      | $42363871.88   | 0.08%             | 2042-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     6400000 | PA      | $5802072.32    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    20640000 | PA      | $20735602.08   | 0.04%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                      | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15532212 | PA      | $13302359.12   | 0.03%             | 2057-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS BANK OF MONTREAL                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $97716.02      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                          | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    14600000 | PA      | $13724000.00   | 0.03%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD                               | Silver Rock CLO I Ltd                                                           | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22600000 | PA      | $22663257.40   | 0.04%             | 2037-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    34380000 | PA      | $35333707.70   | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7785000 | PA      | $7772255.75    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEV                               | International Bank for Reconstruction & Development                             | CUSIP: 45905AQD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     5239000 | PA      | $4277402.51    | 0.01%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   267035000 | PA      | $244053759.56  | 0.47%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    12025000 | PA      | $12319183.80   | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137BD7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2945034 | PA      | $425637.48     | 0.00%             | 2044-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7500000 | PA      | $7648145.25    | 0.01%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                    | PMT Credit Risk Transfer Trust 2024-1R                                          | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   103628865 | PA      | $104843819.95  | 0.20%             | 2033-05-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CO                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8535.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2025-1                                                    | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6500000 | PA      | $6534600.80    | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13712114 | PA      | $13790473.90   | 0.03%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6035000 | PA      | $6295630.53    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                    | Benefit Street Partners CLO XXI Ltd                                             | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11525000 | PA      | $11524960.82   | 0.02%             | 2034-10-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $26285772.50   | 0.05%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                    | Golub Capital Partners CLO 37B Ltd                                              | CUSIP: 38181YAC0<br>LEI: 2549004JK1JYCMYC3T80 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3005597.10    | 0.01%             | 2036-10-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7173082 | PA      | $6842793.70    | 0.01%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                    | Golub Capital Partners CLO 37B Ltd                                              | CUSIP: 38181YAA4<br>LEI: 2549004JK1JYCMYC3T80 | Long             | ABS-CBDO         | CORP              | KY        |    80000000 | PA      | $80000000.00   | 0.15%             | 2036-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                              | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     6290000 | PA      | $6484612.60    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-FL1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9835524 | PA      | $9849615.71    | 0.02%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-264924.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    13748000 | PA      | $10491394.48   | 0.02%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31391AVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         593 | PA      | $613.40        | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                    | Jubilee CLO 2013-X DAC                                                          | CUSIP: 000000000<br>LEI: 635400BEM2JFGBOYIE25 | Long             | ABS-CBDO         | CORP              | IE        |    30000000 | PA      | $34540259.18   | 0.07%             | 2034-07-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WR42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2455025 | PA      | $2261483.40    | 0.00%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS                           | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp               | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8794000 | PA      | $8776931.29    | 0.02%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   498959613 | PA      | $14412598.12   | 0.03%             | 2029-06-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| PRPM Fundido                                      | PRPM Fundido 2025-2 DAC                                                         | CUSIP: 000000000<br>LEI: 894500XHX48NOYVH5669 | Long             | ABS-MBS          | CORP              | IE        |     9700000 | PA      | $11070250.82   | 0.02%             | 2075-01-29      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    16155000 | PA      | $15284163.11   | 0.03%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   168214483 | PA      | $155345664.99  | 0.30%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4919927.56    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIENT CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1902.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $39481.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2023-BRK2                                                             | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    77084000 | PA      | $80603940.65   | 0.16%             | 2038-10-05      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                               | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    39875000 | PA      | $41060122.03   | 0.08%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                  | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    17500000 | PA      | $18587425.50   | 0.04%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    54500000 | PA      | $49484310.89   | 0.10%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1626884.38    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    17344000 | PA      | $17809512.96   | 0.03%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11147000 | PA      | $11008653.20   | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    53010000 | PA      | $54242482.50   | 0.10%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    34401000 | PA      | $30308316.28   | 0.06%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    46110000 | PA      | $49286277.16   | 0.09%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $202329.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                       | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1921897.09    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                      | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     4560000 | PA      | $4513437.00    | 0.01%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    10804000 | PA      | $11174213.11   | 0.02%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                             | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    14365000 | PA      | $11308375.60   | 0.02%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 3620C4XB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       56333 | PA      | $53054.80      | 0.00%             | 2040-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52003.45      | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1708087 | PA      | $1710685.52    | 0.00%             | 2034-01-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| AID-INDONESIA                                     | Indonesia Government AID Bond                                                   | CUSIP: 455780AM8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     7887670 | PA      | $8338378.02    | 0.02%             | 2029-07-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-COPT                                          | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17860000 | PA      | $17871162.50   | 0.03%             | 2042-08-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   110085000 | PA      | $85375682.44   | 0.16%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $542531.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                                | Elmwood CLO 40 Ltd                                                              | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   155000000 | PA      | $155257997.50  | 0.30%             | 2038-03-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                     | CF 2020-P1 Mortgage Trust                                                       | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22698007 | PA      | $22568174.29   | 0.04%             | 2052-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54318326 | PA      | $54852883.80   | 0.11%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19146000 | PA      | $20245938.79   | 0.04%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                    | GoodLeap Home Improvement Solutions Trust 2025-1                                | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29205227 | PA      | $29576822.29   | 0.06%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                                      | Obra CLO 1 Ltd                                                                  | CUSIP: 67443AAA9<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |    87000000 | PA      | $87283419.90   | 0.17%             | 2038-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                    | Santander Mortgage Asset Receivable Trust 2025-NQM4                             | CUSIP: 80263BAA7<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |    31589420 | PA      | $31669287.61   | 0.06%             | 2065-07-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK8                                                                  | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8519996 | PA      | $8388864.37    | 0.02%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      700000 | PA      | $481330.16     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                     | BLP Commercial Mortgage Trust 2025-IND                                          | CUSIP: 05625BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3982500.00    | 0.01%             | 2042-03-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STONEGATE PUB COMPANY FINANCING LTD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6907.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1150000 | PA      | $1137874.17    | 0.00%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                          | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $699667.75     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-IG1 Mortgage Trust                                               | CUSIP: 08162LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28000000 | PA      | $25483032.40   | 0.05%             | 2043-09-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    37534384 | PA      | $32049203.26   | 0.06%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST TOLL HIGHWAY AUTH                     | Illinois State Toll Highway Authority                                           | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $5359104.54    | 0.01%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Market Street CLO Ltd                             | Market Street CLO Ltd II                                                        | CUSIP: 57064FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   100100000 | PA      | $100127327.30  | 0.19%             | 2038-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418V4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2962998 | PA      | $2982046.24    | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                        | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49995.06      | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40400000 | PA      | $36935718.56   | 0.07%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 33 CLO Ltd                                                              | CUSIP: 92330YAU7<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |     8000000 | PA      | $7999619.20    | 0.02%             | 2031-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $901852.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31288AD69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17552 | PA      | $18353.48      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    57648827 | PA      | $57629123.52   | 0.11%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    30645000 | PA      | $27970672.10   | 0.05%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38206253 | PA      | $38605421.19   | 0.07%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     9792000 | PA      | $9746808.41    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         329 | PA      | $326.43        | 0.00%             | 2028-01-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                            | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      322555 | PA      | $32.26         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                             | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    24220000 | PA      | $24637953.40   | 0.05%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 32 CLO Ltd                                                              | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    10057948 | PA      | $10057932.75   | 0.02%             | 2031-07-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   110373864 | PA      | $110347530.23  | 0.21%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-37323.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14145000 | PA      | $14606546.18   | 0.03%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3465000 | PA      | $2367395.79    | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31403AS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1775 | PA      | $1813.89       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3780446.24    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBNJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1850324 | PA      | $1724580.86    | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    20408472 | PA      | $22726266.80   | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                         | CUSIP: 3130AFAU1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     4340000 | PA      | $4010975.24    | 0.01%             | 2038-11-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    36615000 | PA      | $37228040.37   | 0.07%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | META PLATFORMS INC                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    33430000 | PA      | $33525659.31   | 0.06%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3131Y7S65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2980492 | PA      | $2957313.39    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10853.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | META PLATFORMS INC                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10410000 | PA      | $10457807.48   | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    60796876 | PA      | $61452069.45   | 0.12%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2021-3 Ltd                                                   | CUSIP: 77341NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20500000 | PA      | $20542338.65   | 0.04%             | 2038-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5535000 | PA      | $4723635.73    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    56803000 | PA      | $43875535.57   | 0.08%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    53422392 | PA      | $55827435.69   | 0.11%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                      | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    21920000 | PA      | $21561971.99   | 0.04%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 18 Ltd                                                    | CUSIP: 03331AAE1<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5993929.20    | 0.01%             | 2034-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11785784 | PA      | $10502187.25   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50000000 | PA      | $47772085.00   | 0.09%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ASHLAND INC                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8252.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    13630000 | PA      | $14189770.47   | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                    | LSTAR Commercial Mortgage Trust 2017-5                                          | CUSIP: 54910TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8407688.30    | 0.02%             | 2050-03-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    11115000 | PA      | $11691699.92   | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     5010000 | PA      | $5185350.00    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2017-GS6                                           | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12934186 | PA      | $12703508.99   | 0.02%             | 2050-05-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     9130000 | PA      | $8748146.88    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    10044000 | PA      | $10239592.10   | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31412VE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1598 | PA      | $1567.54       | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138AKFY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2031187 | PA      | $2042992.97    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3140138.34    | 0.01%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS CHINA DEVELOPMENT BANK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-847721.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8288090 | PA      | $8333884.15    | 0.02%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWHQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      585410 | PA      | $613241.13     | 0.00%             | 2053-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3060000 | PA      | $3391456.39    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    13000000 | PA      | $11412960.00   | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-RPL1                                   | CUSIP: 362954AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   160111053 | PA      | $143824492.54  | 0.28%             | 2064-01-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    33890000 | PA      | $35368669.28   | 0.07%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM15 Trust                                                            | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    23436613 | PA      | $23514164.41   | 0.05%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    88726000 | PA      | $73610071.16   | 0.14%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2023-I Ltd                                                         | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    58300000 | PA      | $58358125.10   | 0.11%             | 2038-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37150000 | PA      | $35056868.70   | 0.07%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CO                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31275.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FKUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   402203758 | PA      | $3966171.48    | 0.01%             | 2028-12-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11212838 | PA      | $10696032.10   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 45818QAC3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     2656000 | PA      | $2738328.03    | 0.01%             | 2027-07-16      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                               | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     5345000 | PA      | $4271660.82    | 0.01%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2253798 | PA      | $2960814.68    | 0.01%             | 2028-11-27      | None          | 9.59%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    18085000 | PA      | $18391937.67   | 0.04%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1179105.49    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     4740000 | PA      | $4804890.60    | 0.01%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Battalion CLO LTD                                 | Battalion CLO XI Ltd                                                            | CUSIP: 07132LAU3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |    35500000 | PA      | $35497653.45   | 0.07%             | 2034-04-24      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Endo GUC Trust Units Cl A-1                       | Endo GUC Trust Units Cl A-1                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         149 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47265.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $110098.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                       | CUSIP: 74815HCJ9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      474000 | PA      | $483750.89     | 0.00%             | 2026-07-22      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059EPD0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    13972000 | PA      | $8663565.56    | 0.02%             | 2035-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | Bravo Residential Funding Trust 2025-NQM9                                       | CUSIP: 10569WAC5<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |    36219036 | PA      | $36220115.03   | 0.07%             | 2065-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4900000 | PA      | $4861893.68    | 0.01%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPNV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15117736 | PA      | $15287480.37   | 0.03%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                    | New Jersey Turnpike Authority                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    12865000 | PA      | $15565348.50   | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    20695000 | PA      | $21134383.82   | 0.04%             | 2041-10-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                          | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2280779.46    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   138000000 | PA      | $109063125.00  | 0.21%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTH                                  | Tennessee Valley Authority Principal Strip                                      | CUSIP: 88059FBG5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     5174000 | PA      | $4313939.35    | 0.01%             | 2030-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10144.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                      | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     4675000 | PA      | $4569812.50    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGPS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17225456 | PA      | $15939496.99   | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74569000 | PA      | $31186359.58   | 0.06%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2189000 | PA      | $2093796.53    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5867823 | PA      | $4784065.13    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                           | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     5658658 | PA      | $4215700.02    | 0.01%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20765000 | PA      | $18646182.36   | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    27278000 | PA      | $28802567.42   | 0.06%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    59054509 | PA      | $45699046.19   | 0.09%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5031519.30    | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-61459.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32146463 | PA      | $33444102.67   | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                      | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     7600000 | PA      | $7951500.00    | 0.02%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Laurel Road Prime Student Loan                    | Laurel Road Prime Student Loan Trust 2018-C                                     | CUSIP: 51888JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12769313 | PA      | $12434464.12   | 0.02%             | 2043-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2017-P7                                     | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15579629 | PA      | $15406270.03   | 0.03%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2021-2 Ltd                                                            | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |    14678570 | PA      | $14858457.59   | 0.03%             | 2031-11-25      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KPTD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      756532 | PA      | $673090.24     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2020-GC46                                   | CUSIP: 17328RAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    90000000 | PA      | $82813248.00   | 0.16%             | 2053-02-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                               | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4959000 | PA      | $4933152.70    | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    92575000 | PA      | $94878128.79   | 0.18%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2004-HE8                                 | CUSIP: 61744CGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      662894 | PA      | $704651.31     | 0.00%             | 2034-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1412078.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                     | CLUE OPCO LLC                                                                   | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    33035506 | PA      | $31927429.31   | 0.06%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5825000 | PA      | $5830691.61    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM15 Trust                                                            | CUSIP: 67122CAG0<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     1660093 | PA      | $1665307.09    | 0.00%             | 2065-07-27      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                         | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    38126000 | PA      | $33053073.77   | 0.06%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2003-53                                         | CUSIP: 12669E5R3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2922812 | PA      | $2929234.23    | 0.01%             | 2034-02-19      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48769.23      | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                    | ICG US CLO 2024-R1 Ltd                                                          | CUSIP: 44934XAA4<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |    45950000 | PA      | $46082639.27   | 0.09%             | 2038-01-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   323810670 | PA      | $19796132.95   | 0.04%             | 2030-03-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2019-C18                                          | CUSIP: 90278PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22850000 | PA      | $21494444.32   | 0.04%             | 2052-12-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    23450000 | PA      | $25768785.70   | 0.05%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8055.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     4800000 | PA      | $5088000.00    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15205000 | PA      | $15159821.05   | 0.03%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21450000 | PA      | $21454203.10   | 0.04%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $21485093.29   | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                 | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17745000 | PA      | $12653475.54   | 0.02%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM11 Trust                                                            | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |    13688618 | PA      | $13767640.85   | 0.03%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Aran Funding 2025-1 DAC                           | Aran Funding 2025-1 DAC                                                         | CUSIP: 000000000<br>LEI: 2138002VH4UM6YKQCN70 | Long             | ABS-MBS          | CORP              | IE        |    11100000 | PA      | $12763708.40   | 0.02%             | 2065-12-24      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12813789.82   | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                      | QatarEnergy                                                                     | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     4400000 | PA      | $4298800.00    | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                             | CUSIP: 373298BN7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     3697000 | PA      | $3705067.98    | 0.01%             | 2025-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GRIFOLS SA                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-100815.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    28350000 | PA      | $28652227.75   | 0.06%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                       | TENNECO INC                                                                     | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    33555518 | PA      | $32902393.76   | 0.06%             | 2028-11-17      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Government National Mortgage Association                                        | CUSIP: 38380BZJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14399272 | PA      | $2225243.30    | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6327515.14    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ARDAGH PKG FIN/HLDGS USA                          | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3100000 | PA      | $3467447.84    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                    | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2281855.30    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     9420000 | PA      | $9579672.99    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                    | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25200000 | PA      | $25297546.68   | 0.05%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1331230.53    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    15294000 | PA      | $13823218.87   | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4889.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KKHY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11387839 | PA      | $9742854.00    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                 | Kinross Gold Corp                                                               | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     9209000 | PA      | $10005090.42   | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     3835000 | PA      | $3875038.55    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   134530826 | PA      | $136314421.74  | 0.26%             | 2055-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                            | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    32095000 | PA      | $20277441.40   | 0.04%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    16610000 | PA      | $16396354.17   | 0.03%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C5                                           | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23229032 | PA      | $22628863.10   | 0.04%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      208000 | PA      | $172366.08     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2083725.00    | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EL PASO ELECTRIC CO                               | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |      750000 | PA      | $783733.54     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1129662.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4826883 | PA      | $4843054.17    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU                    | Texas Private Activity Bond Surface Transportation Corp                         | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    16510000 | PA      | $13425987.37   | 0.03%             | 2049-12-31      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                    | Dallas Fort Worth International Airport                                         | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2035000 | PA      | $1459964.23    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14390000 | PA      | $15352403.20   | 0.03%             | 2042-03-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                    | DBJPM 2017-C6 Mortgage Trust                                                    | CUSIP: 23312JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6029223 | PA      | $5905494.16    | 0.01%             | 2050-06-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     9355000 | PA      | $9635659.95    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2499772 | PA      | $3283950.94    | 0.01%             | 2028-11-27      | None          | 9.63%                 | No            |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                              | BlueMountain CLO XXX Ltd                                                        | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |    71825000 | PA      | $71842956.25   | 0.14%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10355000 | PA      | $9574032.86    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    19994000 | PA      | $13656661.20   | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $564831.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $919366.38     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                          | NRTH Commercial Mortgage Trust 2025-PARK                                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $35010937.50   | 0.07%             | 2040-10-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XVIII DAC                                                             | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |    31700000 | PA      | $36586323.01   | 0.07%             | 2038-01-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XIX Ltd                                                    | CUSIP: 55819QBJ5<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |    57750000 | PA      | $57947222.03   | 0.11%             | 2037-01-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814EL3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $50829.45      | 0.00%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWHN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      700795 | PA      | $734200.92     | 0.00%             | 2053-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      685000 | PA      | $685908.75     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11177000 | PA      | $12421813.62   | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BSPB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    59334000 | PA      | $381814.29     | 0.00%             | 2026-08-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   117496676 | PA      | $112230460.02  | 0.22%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5095.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X3AW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      875670 | PA      | $816790.74     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31404QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1153 | PA      | $1165.20       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8240000 | PA      | $7411081.65    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    56876774 | PA      | $52770961.90   | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     4510000 | PA      | $2981816.21    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                           | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2162417.24    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                             | NYU Langone Hospitals                                                           | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $5891872.29    | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2025-1                                                    | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4542370.20    | 0.01%             | 2033-03-21      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3324018 | PA      | $3298168.33    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                              | Gallatin CLO XI 2024-1 Ltd                                                      | CUSIP: 36362HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   102500000 | PA      | $102839398.00  | 0.20%             | 2037-10-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-18435.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HAPAG-LLOYD AG                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29661.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3573.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5521884 | PA      | $4739656.57    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                           | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20328000 | PA      | $17702823.95   | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2021-ACNT                                          | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9508604 | PA      | $9503136.41    | 0.02%             | 2038-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6403000 | PA      | $6407759.16    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master T                    | Genesis Sales Finance Master Trust                                              | CUSIP: 37186XAX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    87700000 | PA      | $88382630.49   | 0.17%             | 2032-12-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                          | Bear Stearns ALT-A Trust 2005-4                                                 | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10769 | PA      | $10327.89      | 0.00%             | 2035-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390VPW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14218 | PA      | $14699.72      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe Clo 2025-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |   133615000 | PA      | $153703461.10  | 0.30%             | 2037-10-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    10440000 | PA      | $10351122.39   | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2015-UBS8                                        | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5592522 | PA      | $5581442.94    | 0.01%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2024693.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6324000.00    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J5JN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4347922 | PA      | $4357097.94    | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13600261 | PA      | $13797058.63   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4961514.19    | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4638542 | PA      | $3780506.79    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |     1770000 | PA      | $1800468.78    | 0.00%             | 2042-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    14600000 | PA      | $15866833.08   | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Sunrun Issuer                                     | Sunrun Vesta Issuer 2024-3 LLC                                                  | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    65179460 | PA      | $63223821.88   | 0.12%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    12960000 | PA      | $13569737.35   | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital EURO                           | Northwoods Capital 21 Euro DAC                                                  | CUSIP: 000000000<br>LEI: 5493006ETJ3EQ0LC1480 | Long             | ABS-CBDO         | CORP              | IE        |    98400000 | PA      | $112988048.46  | 0.22%             | 2034-07-22      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12199.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GRP LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4946010 | PA      | $5701018.18    | 0.01%             | 2028-11-27      | None          | 8.73%                 | No            |                  3 | On Loan: No      |
| DCLI BIDCO LLC                                    | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    19436000 | PA      | $19756458.38   | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    10285000 | PA      | $10554981.25   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | CGMS Commercial Mortgage Trust 2017-B1                                          | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19031845 | PA      | $18675410.67   | 0.04%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12674000 | PA      | $12852673.69   | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                          | Bear Stearns ALT-A Trust 2005-4                                                 | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32306 | PA      | $30911.03      | 0.00%             | 2035-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EKGB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3361116 | PA      | $3210516.35    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16772242 | PA      | $14896923.48   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    34032664 | PA      | $35027732.74   | 0.07%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    11817000 | PA      | $11954388.16   | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ORGANON & CO                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-260337.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PREEM PETROLEUM AB                                | Preem AB                                                                        | CUSIP: 000000000<br>LEI: 549300MIHCMD8DCSBY41 | Long             | DBT              | CORP              | SE        |      664000 | PA      | $783804.77     | 0.00%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      222638 | PA      | $224742.85     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12461000 | PA      | $12699821.27   | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C5 Mortgage Trust                                                     | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18760000 | PA      | $19604395.10   | 0.04%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      724551 | PA      | $730852.20     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                     | Sunrun Vesta Issuer 2024-3 LLC                                                  | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15221104 | PA      | $14947750.03   | 0.03%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-8 Mortgage Loan Trust                                                 | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    32571423 | PA      | $32862699.52   | 0.06%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    16955000 | PA      | $17150873.22   | 0.03%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2086979.13    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      785000 | PA      | $593600.97     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1138890.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1532228.12    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Navesink CLO, Limited                             | Navesink CLO 2 Ltd                                                              | CUSIP: 63942YAE4<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |    40000000 | PA      | $40054700.00   | 0.08%             | 2036-04-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1222773.59    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    38315000 | PA      | $38715613.34   | 0.07%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1848628.15    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                         | CUSIP: 3130ACUP7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    22500000 | PA      | $20944164.10   | 0.04%             | 2032-11-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                          | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1073123.01    | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14034496 | PA      | $11974749.10   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    24845000 | PA      | $21673890.37   | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FN4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3266295 | PA      | $3014708.77    | 0.01%             | 2048-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-233967.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1529874.17    | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $71312500.00   | 0.14%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    22928000 | PA      | $22062030.77   | 0.04%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley Clo XIV DAC                                                              | CUSIP: 000000000<br>LEI: 635400RQOQI5SLA5SK32 | Long             | ABS-CBDO         | CORP              | IE        |   121000000 | PA      | $139303145.75  | 0.27%             | 2038-03-25      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    17030000 | PA      | $15837063.45   | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5906000 | PA      | $6049089.94    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    23837000 | PA      | $24347369.24   | 0.05%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1254907 | PA      | $1116671.91    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6300000 | PA      | $6476213.52    | 0.01%             | 2042-03-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                      | NEWGENERATIONGASGATHERINGLLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6824324 | PA      | $6721959.14    | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.SANJOSE.15-100%                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1305195.55   | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    48286000 | PA      | $43272345.20   | 0.08%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   404500000 | PA      | $327994754.97  | 0.63%             | 2055-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1589901 | PA      | $1417071.37    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 706451BD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1590000 | PA      | $1686449.40    | 0.00%             | 2027-09-15      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | CCUBS Commercial Mortgage Trust 2017-C1                                         | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28767600 | PA      | $28152660.53   | 0.05%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XF4X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      397640 | PA      | $353395.18     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36184BTZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      102208 | PA      | $92394.66      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                            | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     8855000 | PA      | $7426686.67    | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9205972.32    | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    31653000 | PA      | $29756497.84   | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $101795.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                    | ARD Finance SA                                                                  | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |      644288 | PA      | $6442.88       | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPL63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15080025 | PA      | $12941703.40   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital EURO                           | Northwoods Capital 21 Euro DAC                                                  | CUSIP: 000000000<br>LEI: 5493006ETJ3EQ0LC1480 | Long             | ABS-CBDO         | CORP              | IE        |    19000000 | PA      | $21854543.23   | 0.04%             | 2034-07-22      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4215041 | PA      | $4226885.13    | 0.01%             | 2041-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES3                                             | CUSIP: 891949BU2<br>LEI: 254900XDQGDYHMUKZJ77 | Long             | ABS-MBS          | CORP              | US        |    37390723 | PA      | $37529637.17   | 0.07%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                   | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    31479000 | PA      | $29618244.01   | 0.06%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      893719 | PA      | $793320.68     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3116105.14    | 0.01%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     9800000 | PA      | $9657666.76    | 0.02%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3510000 | PA      | $2122933.94    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1501932.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    52304000 | PA      | $55309507.62   | 0.11%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 42 Ltd                                | Elmwood CLO 42 Ltd                                                              | CUSIP: 29005DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    93500000 | PA      | $93727579.00   | 0.18%             | 2038-03-31      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $9227684.62    | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                      | Monument CLO 2 DAC                                                              | CUSIP: 000000000<br>LEI: 25490071DLM53GNXFT24 | Long             | ABS-CBDO         | CORP              | IE        |     6000000 | PA      | $6970137.95    | 0.01%             | 2039-01-20      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5745987 | PA      | $4690220.67    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7284000 | PA      | $7307164.06    | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                          | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7523483 | PA      | $6867696.93    | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    30525000 | PA      | $32928843.75   | 0.06%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2920000 | PA      | $2801156.00    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                            | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $6188359.79    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-128015.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2081973.46    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4261277 | PA      | $4154190.00    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136B1BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1468619 | PA      | $1458705.82    | 0.00%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-RPL2 LLC                                                              | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15875451 | PA      | $15458615.32   | 0.03%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14310000 | PA      | $14460242.83   | 0.03%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C1                                           | CUSIP: 90276EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6639140 | PA      | $6552049.03    | 0.01%             | 2050-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C15                                          | CUSIP: 90278LAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16997732 | PA      | $16791354.44   | 0.03%             | 2051-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $48375.00      | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   170730766 | PA      | $17073.08      | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   211475632 | PA      | $207981341.41  | 0.40%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-112018.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $25080.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    57234565 | PA      | $48966981.30   | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      113000 | PA      | $113011.20     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                          | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    14835000 | PA      | $10481163.20   | 0.02%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81272826 | PA      | $81332065.33   | 0.16%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   255556627 | PA      | $229097627.73  | 0.44%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                       | CUSIP: 3134A4NT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      504000 | PA      | $398543.86     | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                    | Benchmark 2024-V8 Mortgage Trust                                                | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   102300000 | PA      | $108096092.94  | 0.21%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    57938431 | PA      | $47310400.35   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                    | Romark CLO II Ltd                                                               | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15037650 | PA      | $15035694.82   | 0.03%             | 2031-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                              | DH Europe Finance II Sarl                                                       | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    13421000 | PA      | $11548452.13   | 0.02%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELECOM ITALIA SPA/MILANO                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12458.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FCA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5146330 | PA      | $932003.45     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2387837.07    | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                 | Amsted Industries Inc                                                           | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      347000 | PA      | $339754.08     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                    | Ally Bank Auto Credit-Linked Notes Series 2024-A                                | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2072189 | PA      | $2100228.10    | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     9325000 | PA      | $8525780.59    | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2025-RP1                                          | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311614 | PA      | $275867.41     | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136ATG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5561611 | PA      | $5380054.68    | 0.01%             | 2043-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    50180848 | PA      | $50705108.43   | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36201YYZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40664 | PA      | $41283.23      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    71316479 | PA      | $72061562.51   | 0.14%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $239070.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd                                | Elmwood CLO 36 Ltd                                                              | CUSIP: 29004MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    43000000 | PA      | $43091344.90   | 0.08%             | 2037-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XXVI Ltd                                                           | CUSIP: 87190GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9992086.00    | 0.02%             | 2033-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    88668881 | PA      | $75673799.18   | 0.15%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3130000 | PA      | $3183184.33    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      875000 | PA      | $911645.00     | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $7118404.81    | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BWRC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   112366123 | PA      | $113855929.54  | 0.22%             | 2055-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    63929000 | PA      | $60808247.47   | 0.12%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2043048.38    | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21644000 | PA      | $17679971.56   | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS PACIFIC LIFE GLOBAL FUNDING II                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-430997.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    18130000 | PA      | $13548333.26   | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    10850000 | PA      | $10886060.57   | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1914254 | PA      | $1785933.54    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    26440000 | PA      | $27004494.00   | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                    | Ally Bank Auto Credit-Linked Notes Series 2024-A                                | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1036095 | PA      | $1050176.53    | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9214304 | PA      | $7864964.16    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE                      | Michigan Finance Authority                                                      | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    13895000 | PA      | $11717594.39   | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1033646 | PA      | $883995.15     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Global Market Strategies Euro CLO 2014-3 DAC                            | CUSIP: 000000000<br>LEI: 6354007OBILXDMGSBC20 | Long             | ABS-CBDO         | CORP              | IE        |    10559494 | PA      | $12145684.21   | 0.02%             | 2032-01-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                             | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    13380000 | PA      | $13352028.48   | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9656.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22519983 | PA      | $1345809.93    | 0.00%             | 2032-02-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3191229 | PA      | $3038342.15    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4100000 | PA      | $4533991.56    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                          | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4415000 | PA      | $4343401.45    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    54459000 | PA      | $55320941.94   | 0.11%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Freddie Mac Coupon Strips                                                       | CUSIP: 3134A4NV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     8084000 | PA      | $6024561.44    | 0.01%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    21630000 | PA      | $19257898.46   | 0.04%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14130000 | PA      | $13512774.75   | 0.03%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE                      | Michigan Finance Authority                                                      | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    10720000 | PA      | $9819886.24    | 0.02%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41805000 | PA      | $30269432.81   | 0.06%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MORGAN STANLEY                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12746.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 38                    | Octagon Investment Partners 38 Ltd                                              | CUSIP: 67591YAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35000000 | PA      | $35090422.50   | 0.07%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18820000 | PA      | $19323553.57   | 0.04%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                         | CBAM 2018-5 Ltd                                                                 | CUSIP: 12516LAG0<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |    29090000 | PA      | $29102787.96   | 0.06%             | 2038-10-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK24                                                                 | CUSIP: 06540VAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69300000 | PA      | $65097717.30   | 0.13%             | 2062-11-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29200000 | PA      | $30756459.28   | 0.06%             | 2044-08-10      | Fixed         | 6.34%                 | 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        |     1975000 | PA      | $1958964.35    | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      750000 | PA      | $661019.88     | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    48415000 | PA      | $42839899.32   | 0.08%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    24707998 | PA      | $24920189.80   | 0.05%             | 2034-04-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    57832612 | PA      | $49971084.96   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DUFRY ONE BV                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-721.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29705612 | PA      | $28269717.59   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSD74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    50742316 | PA      | $45597314.90   | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                       | TENNECO INC                                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    31705000 | PA      | $31154569.50   | 0.06%             | 2028-11-17      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    52960000 | PA      | $52650999.58   | 0.10%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                    | JP Morgan Alternative Loan Trust 2006-A1                                        | CUSIP: 46627MDA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       59189 | PA      | $43428.07      | 0.00%             | 2036-03-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                              | BOOTS GROUP BIDCO LTD/THE                                                       | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    21650000 | PA      | $28568568.32   | 0.05%             | 2032-08-30      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5285000 | PA      | $5247804.52    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31419BK20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100497 | PA      | $98367.38      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37750000 | PA      | $36539221.60   | 0.07%             | 2052-06-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17990000 | PA      | $17868868.85   | 0.03%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $602812.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    13400000 | PA      | $16063266.75   | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $5955631.20    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    25370000 | PA      | $25902387.77   | 0.05%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate CLO 4 Ltd                                                              | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |    21850000 | PA      | $21910463.32   | 0.04%             | 2037-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    30960000 | PA      | $23300966.40   | 0.04%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $5587512.10    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    37960000 | PA      | $37873878.89   | 0.07%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25851279 | PA      | $26527732.17   | 0.05%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                  | Welltower OP LLC                                                                | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1579386.22    | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    97400000 | PA      | $2413649.92    | 0.00%             | 2044-08-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOLDMAN SACHS GROUP INC/THE                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12014.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136B4GZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10037808 | PA      | $9606142.18    | 0.02%             | 2049-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    45602000 | PA      | $44895169.00   | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      208067 | PA      | $194054.73     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390TKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4069 | PA      | $4207.04       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2004-HE3                                 | CUSIP: 61744CDG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483058 | PA      | $484612.29     | 0.00%             | 2034-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2473541 | PA      | $2590443.41    | 0.00%             | 2053-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3133T8ZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2602 | PA      | $2609.75       | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 48128U2S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      885389 | PA      | $886019.16     | 0.00%             | 2028-12-26      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                          | Adtalem Global Education Inc                                                    | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     1714000 | PA      | $1714976.49    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                          | Ecuador Social Bond Sarl                                                        | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |   145440000 | PA      | $2530656.00    | 0.00%             | 2035-01-30      | Fixed         | 0.35%                 | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1265433.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES6                                             | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |    45431513 | PA      | $45788931.35   | 0.09%             | 2064-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    51611000 | PA      | $34911770.16   | 0.07%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                               | DBWF 2016-85T Mortgage Trust                                                    | CUSIP: 23307CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23960000 | PA      | $22726548.78   | 0.04%             | 2036-12-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1948000 | PA      | $1967477.30    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8255267 | PA      | $7425891.94    | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                          | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    14600000 | PA      | $14523707.70   | 0.03%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                           | TCW CLO 2023-1 Ltd                                                              | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20950000 | PA      | $21011607.67   | 0.04%             | 2038-03-31      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    31060000 | PA      | $28834351.16   | 0.06%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8141825 | PA      | $8358239.04    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    55529000 | PA      | $52679229.15   | 0.10%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15174.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23632.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H6 Mortgage Trust                                                    | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49375879 | PA      | $49435673.12   | 0.10%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    32852000 | PA      | $33306343.16   | 0.06%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2075527 | PA      | $1981336.84    | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10656000 | PA      | $7838817.26    | 0.02%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    37883000 | PA      | $40845463.35   | 0.08%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                           | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     4415000 | PA      | $4553851.75    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                       | PPM CLO 2018-1 Ltd                                                              | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |     1679701 | PA      | $1679706.56    | 0.00%             | 2031-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $3981218.98    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    52000000 | PA      | $52203199.54   | 0.10%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2023-1 Ltd                                                   | CUSIP: 77341RAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    70600000 | PA      | $70783143.46   | 0.14%             | 2038-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $162663.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    17363000 | PA      | $17467831.40   | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4190000 | PA      | $4021261.67    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                    | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1563058 | PA      | $1563394.02    | 0.00%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    89363191 | PA      | $82518133.73   | 0.16%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1412543.01    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | MidOcean Credit CLO III                                                         | CUSIP: 59802UAN9<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |     2241613 | PA      | $2242681.03    | 0.00%             | 2031-04-21      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9275000 | PA      | $8977113.55    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                      | Hydro-Quebec                                                                    | CUSIP: 448814EX7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $149558.18     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2020-BNK29                                                                 | CUSIP: 06541TBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    36888039 | PA      | $32615828.54   | 0.06%             | 2053-11-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                    | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    85494000 | PA      | $85666073.77   | 0.16%             | 2038-07-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $241125.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                                | Elmwood CLO 29 Ltd                                                              | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    53915000 | PA      | $54069142.99   | 0.10%             | 2037-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2025-NQM2 Trust                                                             | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |     9322630 | PA      | $9389264.90    | 0.02%             | 2070-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    30720000 | PA      | $30756671.49   | 0.06%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14186791 | PA      | $14219713.99   | 0.03%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   189245000 | PA      | $176259711.75  | 0.34%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2110970 | PA      | $1886939.75    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1508313.59    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1356975.88    | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1338997.53    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $7390998.80    | 0.01%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LINCOLN NATIONAL CORP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5718.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                  | GREYWOLF CLO VI Ltd                                                             | CUSIP: 39809GAA3<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |      795491 | PA      | $795491.37     | 0.00%             | 2031-04-26      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2024-CES1                                       | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |     3033900 | PA      | $3072721.63    | 0.01%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1206000 | PA      | $1206570.80    | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |      571500 | PA      | $585610.34     | 0.00%             | 2041-12-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   117029808 | PA      | $118325747.09  | 0.23%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2022-2 Ltd                                                   | CUSIP: 77340LAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40250000 | PA      | $40309167.50   | 0.08%             | 2038-03-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     8548000 | PA      | $7689040.71    | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   207430000 | PA      | $221531495.58  | 0.43%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    10370000 | PA      | $10567030.00   | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14481000 | PA      | $12915461.34   | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ONEMAIN FINANCE CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35331.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                        | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3316093.85    | 0.01%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Generate CLO 8 Ltd.                               | Generate CLO 8 Ltd                                                              | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |    39700000 | PA      | $39814288.36   | 0.08%             | 2038-01-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    15098000 | PA      | $12670359.26   | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34566432 | PA      | $33819575.85   | 0.07%             | 2052-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      450899 | NS      | $46582375.69   | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3131XHE85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      252584 | PA      | $247308.27     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING STRIP                          | Resolution Funding Corp Interest Strip                                          | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     1250000 | PA      | $1058731.86    | 0.00%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     1535248 | PA      | $1539896.26    | 0.00%             | 2031-12-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    40075000 | PA      | $50672282.72   | 0.10%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM6 Trust                                                            | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34900000 | PA      | $34769383.26   | 0.07%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CAESARS ENTERTAINMENT INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64441.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   130610000 | PA      | $130140620.31  | 0.25%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   103565521 | PA      | $89681417.50   | 0.17%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    78385000 | PA      | $80022661.83   | 0.15%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1528095.00    | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    15995000 | PA      | $15828875.55   | 0.03%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                                  | Lugo Funding DAC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    50038209 | PA      | $57570358.98   | 0.11%             | 2066-05-26      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                    | JPMBB Commercial Mortgage Securities Trust 2014-C24                             | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      546392 | PA      | $536613.53     | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1619180.33    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                           | Big River Steel LLC / BRS Finance Corp                                          | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40060.83      | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                      | Providus CLO II DAC                                                             | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |    27915000 | PA      | $32191411.93   | 0.06%             | 2038-10-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9469.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    53586000 | PA      | $39565251.63   | 0.08%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3236805.31    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11425000 | PA      | $10737992.60   | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3673291.12    | 0.01%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIRCRAFT FINANCE CO LTD                           | Aircraft Finance Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300V406LJMUES1M40 | Long             | DBT              | CORP              | KY        |      339252 | PA      | $338057.41     | 0.00%             | 2026-03-29      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QRAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7007806 | PA      | $7250117.86    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                         | DONCASTERS US FINANCE LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    81316675 | PA      | $82129841.75   | 0.16%             | 2030-04-23      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Dukes Education                                   | DUKES EDUCATION GROUP LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      273846 | PA      | $359751.81     | 0.00%             | 2028-11-27      | None          | 8.73%                 | No            |                  3 | On Loan: No      |
| Polen Capital CLO Ltd                             | Polen Capital CLO 2025-1 Ltd                                                    | CUSIP: 73110MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    49800000 | PA      | $49889958.72   | 0.10%             | 2038-03-06      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31404TBH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12064 | PA      | $12188.35      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SUNRISE HOLDCO IV BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12444.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Trust                                                                      | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      547853 | PA      | $193096.18     | 0.00%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10470000 | PA      | $5250812.67    | 0.01%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $3009961.97    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                               | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      730000 | PA      | $544215.00     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES4                                             | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    26900000 | PA      | $26892683.20   | 0.05%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4580000 | PA      | $4336733.64    | 0.01%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    26041603 | PA      | $22249161.85   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31296PU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119955 | PA      | $123019.98     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                  | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      245000 | PA      | $215746.65     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-L2                                          | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37651105 | PA      | $36716197.84   | 0.07%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36513.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6649863.58    | 0.01%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36202DJC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         519 | PA      | $544.62        | 0.00%             | 2030-08-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2709000 | PA      | $2698143.83    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     8185000 | PA      | $7191225.88    | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440BL7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     9512000 | PA      | $9527540.16    | 0.02%             | 2040-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    36172000 | PA      | $36711841.78   | 0.07%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                              | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1305955.30    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1543337.77    | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3671821.08    | 0.01%             | 2041-10-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Octagon 70 Alto Ltd                               | Octagon 70 Alto Ltd                                                             | CUSIP: 67578CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   105000000 | PA      | $105103425.00  | 0.20%             | 2036-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $376901.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                          | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2239373.59    | 0.00%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: —       |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                             | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |    27839980 | PA      | $28086229.80   | 0.05%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO V DAC                                                             | CUSIP: 000000000<br>LEI: 635400LOBVY9OW2EI809 | Long             | ABS-CBDO         | CORP              | IE        |   101290544 | PA      | $116402346.13  | 0.22%             | 2030-02-20      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KG4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4638438 | PA      | $4009081.97    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRYX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28018109 | PA      | $26722373.06   | 0.05%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                    | Pikes Peak CLO 18                                                               | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4900000 | PA      | $4906154.89    | 0.01%             | 2038-04-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USJ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    39485390 | PA      | $33747994.51   | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    49957000 | PA      | $57726893.39   | 0.11%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $3249425.64    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3993628.16    | 0.01%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $80763.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEOS FINANCE PLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-334719.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                               | Barrick Mining Corp                                                             | CUSIP: 067901AA6<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     7300000 | PA      | $7659052.69    | 0.01%             | 2034-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                 | Generate Clo 18 Ltd                                                             | CUSIP: 37149VAC9<br>LEI: 213800HEENW837PB8J74 | Long             | ABS-CBDO         | CORP              | KY        |    37500000 | PA      | $37580415.00   | 0.07%             | 2038-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2553959.17    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6824324 | PA      | $6721959.46    | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B2 Mortgage Trust                                                | CUSIP: 08161CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11073422 | PA      | $10884423.12   | 0.02%             | 2051-02-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                       | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     9026000 | PA      | $8200834.96    | 0.02%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3945164.43    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXIV Ltd                                                  | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    78750000 | PA      | $78963207.75   | 0.15%             | 2037-10-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36200GK21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10069 | PA      | $10299.30      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2003-OPT1                         | CUSIP: 5899295H7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29267 | PA      | $29612.93      | 0.00%             | 2034-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-38011.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FG3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5364780 | PA      | $5128459.68    | 0.01%             | 2048-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    15200000 | PA      | $15306284.48   | 0.03%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-CES1 Trust                                                             | CUSIP: 629162AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9147137 | PA      | $9149733.01    | 0.02%             | 2060-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | Onemain Financial Issuance Trust 2024-1                                         | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    67000000 | PA      | $70436590.80   | 0.14%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4416000 | PA      | $4420017.77    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    11600000 | PA      | $13694455.46   | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      500000 | PA      | $501534.00     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8734000 | PA      | $8665539.41    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12867000 | PA      | $12803231.32   | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31296RVU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12740 | PA      | $13151.46      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $365708.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13999000 | PA      | $13983252.63   | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                           | Regatta VII Funding Ltd                                                         | CUSIP: 75888ABQ8<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |    45000000 | PA      | $44978530.50   | 0.09%             | 2034-06-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6954191 | PA      | $6441210.21    | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136ARZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1573986 | PA      | $112965.30     | 0.00%             | 2036-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $4312616.20    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    55681000 | PA      | $46456613.28   | 0.09%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    20510000 | PA      | $21598555.94   | 0.04%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                    | IndyMac INDX Mortgage Loan Trust 2007-FLX4                                      | CUSIP: 456687AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1607623 | PA      | $1501910.09    | 0.00%             | 2037-07-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $585133.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -484 | NC      | $44195.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS SASOL LTD                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $661896.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $86737.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $166900.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $296745.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $56264.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NABORS INDUSTRIES INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-68673.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7282.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-951.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $139797.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CPI PROPERTY GROUP SA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-63344.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12604.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1012346.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43813.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-345006.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-662311.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIENT CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12242.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RENAULT SA                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12541.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $112528.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30729.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $391137.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PREMIER FOODS FINANCE PLC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50767.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1521979.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENWORTH HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11902.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS POST HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5163.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-381827.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NATURGY ENERGY GROUP SA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14209.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4587.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-83746.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $40765.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS MORGAN STANLEY                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $141117.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53747.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $329137.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $54117.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS POSTNL NV                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2742.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $2259324.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-429986.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6017736.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $505822.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLEVELAND-CLIFFS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22618.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $99088.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $756.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $163660.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-636.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TUI AG                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25775.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEXI SPA                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26852.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-178955.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $46495.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |  -545000000 | OU      | $-492632.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.PARIS.BESPOKE                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36051.54      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-49653.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOYD GAMING CORPORATION                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1967.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BATH & BODY WORKS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6173.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CDX.NA.HY.43.V1                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $485960.24     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BALL CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12516.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AXLE & MANUFACTURING INC                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-100597.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-140423.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $43323.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLWYN ENTERTAINMENT FINANCING UK PLC                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50744.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $112528.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52068.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1012346.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $55857.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $346416.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $411581.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1059698.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3487.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |  1300000000 | OU      | $460523.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NCL CORP LTD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12474.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $88078.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $12540.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1318646.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1394019.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11514.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3945.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3812.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-171994.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6440.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -20000000 | OU      | $-22270.40     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ILIAD HOLDING SASU                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36382.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS GENERAL MOTORS CO                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $541220.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PITNEY BOWES INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45829.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.34.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-324540.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-95464.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $411971.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OI EUROPEAN GROUP BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-77230.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BATH & BODY WORKS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6812.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93917.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIVISION COMMUNICATIONS INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21446.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $562647.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $83450.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FIBERCOP SPA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4334.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        | -1500000000 | OU      | $-1109394.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-290933.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20382.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $83450.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $506173.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $146283.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1306432.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.35.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $200613.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | FED FUND 30DAY                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -2662 | NC      | $1171677.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $956283.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $25080.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $140491.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20053.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS BANK OF NOVA SCOTIA                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-263903.92    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank and Trust Company               | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $266591.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17915.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $295868.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-99167.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-99167.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9847.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1161041.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADT CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8497.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1495768.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7115.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $148372.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEAZER HOMES USA INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9535.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-131406.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1143772.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $73026.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10593.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $16708.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        | -2250000000 | OU      | $-1825895.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNICREDIT SPA                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21213.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $146283.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.35.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $25076.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $205886.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20332.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $81331.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42448.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MURPHY OIL CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13881.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 30Y UMBS TBA 5.0                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         100 | NC      | $-19258.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28893.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-405088.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VALEO SE                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6449.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $504517.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.SANJOSE.5-10%                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64353.06     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $68209.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27405.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $87627.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANCO BILBAO VIZCAYA ARGENTARIA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22183.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1767 | NC      | $-350096.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $400457.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7581.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24962.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE LUFTHANSA AG                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11275.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20117.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $195568.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED GROUP BV                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-69908.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1858086.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $202329.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADLER REAL ESTATE GMBH                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-174891.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-960360.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ROMANIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $27538.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -831530000 | OU      | $-137942.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $239070.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CECONOMY AG                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10673.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52671.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEW IMMO HOLDING SA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26866.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $200228.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4729.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LAMB WESTON HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18666.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30729.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OLIN CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8499.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $146283.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENWORTH HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8718.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5040.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10806.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10019.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $593490.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $195568.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6572.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARAMARK SERVICES INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19494.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6430.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12517.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $56220.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $440029.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $56264.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        | -1300000000 | OU      | $-140397.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23126.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MGIC INVESTMENT CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14644.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $564831.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $21246.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25618.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BNP PARIBAS SA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13671.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54548.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SEALED AIR CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12336.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZF EUROPE FINANCE BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-169354.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SUNRISE HOLDCO IV BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7395.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STELLANTIS NV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7850.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $33868.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6871420.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1756861.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5029.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIS BUDGET CAR RENTAL LLC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-104032.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       21894 | NC      | $75619070.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-822942.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BELLIS ACQUISITION COMPANY PLC                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-109311.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23247.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS RENAULT SA                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10158.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VERIZON COMMUNICATIONS INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13032.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-495838.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS IRON MOUNTAIN INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21668.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-61459.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ROYAL CARIBBEAN CRUISES LTD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20746.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $564831.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9853.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $195568.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23126.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19740.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1501932.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INEOS QUATTRO FINANCE 2 PLC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-462552.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LIMITED                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12151.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $128805.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TUI AG                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23102.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $56264.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $81331.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CARNIVAL CORP                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11823.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $42927.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93586.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        | -2250000000 | OU      | $-849550.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   500000000 | OU      | $457604.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NOKIA OYJ                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14920.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $241125.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-187173.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DXC TECHNOLOGY CO                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9866.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $200228.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $284078.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44738.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $62606.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3827.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORVIA SE                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11011.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KAIXO BONDCO TELECOM SA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5098.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ANGLO AMERICAN PLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14482.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $89078.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NRG ENERGY INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7052.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $138757.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $283984.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3953.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $79060.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43813.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $16708.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2449326.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1501932.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-210685.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GRIFOLS SA                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $626.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PARAMOUNT GLOBAL                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18047.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEW IMMO HOLDING SA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28268.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-687977.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1138890.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GAP INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12254.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-670173.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9381.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $83450.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED GROUP BV                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-62759.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-577124.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-94881.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25167.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21155.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-375670.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5469.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3017.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15689.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEAMSYSTEM SPA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60364.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-23632.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10080.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITI GROUP INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-97807.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1295841.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -818 | NC      | $-5112.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-343988.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2257.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43807.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-374347.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELECOM ITALIA SPA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5714.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19740.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VOLVO CAR AB                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4033.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-89477.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $517987.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $219069.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $12540.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-198335.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17612.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $964500.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43807.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5092.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21867.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3182144.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS K HOVNANIAN ENTERPRISES INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44330.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63959.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $370931.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10019.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $237988.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $148372.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5579769.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23247.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1881.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-94777.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50979.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $417834.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NRG ENERGY INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6388.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70211.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-8989.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3057.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-181180.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMA CGM SA                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25906.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FIBERCOP SPA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14044.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SIRIUS XM RADIO LLC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19304.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $52491.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-636428.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        | -1000000000 | OU      | $-145791.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LIFEPOINT HEALTH INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27271.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOODYEAR TIRE                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-82725.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LOXAM SAS                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2715.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $857972.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $101164.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2371.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-713.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CDX.EM.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-5147620.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7335.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18651.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $241125.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CREDIT CO LLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30112.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-119535.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.SANJOSE.10-15%                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-77072.43     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-529849.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $526789.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $594970.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9339.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $221840.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KOHL'S CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-167054.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $28002.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3748.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-95821.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20382.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-264924.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NATWEST GROUP PLC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13003.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-656.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $141650.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19005.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STELLANTIS NV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11924.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $91283.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PARAMOUNT GLOBAL                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13636.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64007.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $40235.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $88078.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $225056.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1965.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3723.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1095635.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $83023.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-111847.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $8103.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS WELLS FARGO & COMPANY                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13362.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS THYSSENKRUPP AG                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14245.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-3754832.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1129662.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4828.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $440029.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $31624.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VOLKSWAGEN INTERNATIONAL FINANCE NV                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13667.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $482250.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $49109.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $73026.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20701.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOFTBANK GROUP CORP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-91794.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        | -1500000000 | OU      | $-1127305.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELO SACA                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6683.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS SIMON PROPERTY GROUP LP                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $466110.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SCHAEFFLER AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8618.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $146283.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-89477.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL ELECTRIC CO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15749.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-140423.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ONEMAIN FINANCE CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31687.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TRANSDIGM INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10765.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $200228.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44738.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS ORACLE CORP                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $281146.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONSTELLIUM SE                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1808.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AEGON LTD                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32713.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6650644.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70211.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VISTRA OPERATIONS CO LLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3759.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $39666.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20382.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-48235.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMERICAN AIRLINES GROUP INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-199706.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4859.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $296745.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       16640 | NC      | $27499794.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $25761.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $400457.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-669722.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS ALTICE FRANCE SA                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $292630.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $44039.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -2271 | NC      | $-638272.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $517987.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $100588.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59767.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ICELAND BONDCO PLC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-138516.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        1784 | NC      | $11150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19438.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $51522.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NAVIENT CORP                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-66626.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3126.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AT&T INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12816.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $416882.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNICREDIT SPA                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11472.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64007.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59767.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $46896.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORVIA SE                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12316.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MONITCHEM HOLDCO 3 SA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-347914.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AIR FRANCE-KLM                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4474.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE BANK AG                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6179.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $179307.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5781.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CDX.NA.HY.42.V1                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $151608.18     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND FINANCE BV                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4206.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SEALED AIR CORP                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12698.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEXI SPA                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29944.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $200228.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARCELORMITTAL SA                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18835.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23247.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $12540.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-59082.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2861.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19438.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MURPHY OIL CORPORATION                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15509.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $44039.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-706.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $176157.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELTA AIR LINES INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8524.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59767.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70211.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-160019.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $239070.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS INTERNATIONAL GAME TECHNOLOGY                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8817.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22534.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $118994.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $25291.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3469.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-627.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17849.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-94531.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49430.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ALLY FINANCIAL INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13579.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-76824.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $46495.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93917.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS YUM! BRANDS INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14285.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.ZERMATT                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $80918.21      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BOYD GAMING CORPORATION                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1716.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29177.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-529849.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7593.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $27220.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20117.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DAVITA INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8088.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3864.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $190782.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $292566.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4592.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16473.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CELLNEX TELECOM SA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14064.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19438.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VOLKSWAGEN INTERNATIONAL FINANCE NV                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11780.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $292491.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $292566.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS SASOL LTD                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $506156.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-372456.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.EM.34.V1                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-162270.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23632.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PACHELBEL BIDCO SPA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-34131.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-187173.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       13632 | NC      | $18770231.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15310.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3003865.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED AIRLINES HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19551.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS HALLIBURTON CO                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $278766.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-256030.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SES SA                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16261.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5817.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1350.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $406658.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24791.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NORDSTROM INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28569.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DEUTSCHE LUFTHANSA AG                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11807.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AIR FRANCE-KLM                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5039.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36513.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GLENCORE FINANCE                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13727.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $56123.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-128015.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $162663.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1161041.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-234793.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS CDX.EM.35.V1                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-376150.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $488534.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4425.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEVA PHARMACEUTICAL INDUSTRIES LIMITED                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13419.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS MARRIOTT INTERNATIONAL INC/MD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14667.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $49925.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15416.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-258946.16    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59923.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43094.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   190735000 | OU      | $1029.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3318.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEGNA INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $35857.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18063.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $101913.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-198335.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8201554.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-187173.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KB HOME                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7183.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROBRAS GLOBAL FINANCE BV                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10661.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $239070.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $166900.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-140423.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.34.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-324540.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9458.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -280187500 | OU      | $-19302.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AVIS BUDGET GROUP INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4337.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HEIDELBERG MATERIALS AG                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14513.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TUI AG                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12593.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2961.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12615.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14123.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TEGNA INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32266.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $15812.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLOUD SOFTWARE GROUP INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25516.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $99088.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $55680.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-636428.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13015.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-3003865.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HUB INTERNATIONAL LTD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15796.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-47265.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $56005.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20117.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-99167.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOCIETE GENERALE SA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12802.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CDS PETROBRAS GLOBAL FINANCE BV                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12309.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELIS SA                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14064.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-149419.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $112636.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14671.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-53174.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4529.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $105202.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29984.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-119535.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CARNIVAL CORP                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13101.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $296745.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $49925.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 30Y UMBS TBA 6.0                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         100 | NC      | $-7540.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS OI EUROPEAN GROUP BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-69334.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNITED GROUP BV                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1004.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BRITISH AMERICAN TOBACCO PLC                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14974.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-93586.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELO SACA                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10929.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52671.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CONTINENTAL AG                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14287.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9409.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $443012.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9548.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $411581.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2915.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $25761.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14671.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.PARIS.BESPOKE.15-100%                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3728529.25   | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-343988.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20262.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $97190.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19565.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22894.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORVIA SE                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10464.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1466907.73    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19906.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $6700.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TENET HEALTHCARE CORP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13939.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4780560.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ELO SACA                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12135.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SAIPEM FINANCE INTERNATIONAL BV                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13439.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $79504.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $195413.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $20900.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3135.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $15812.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $62701.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-280847.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-187835.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS WALT DISNEY CO/THE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SCHAEFFLER AG                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7797.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       32083 | NC      | $12242027.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $53062.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CO                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28048.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS CDX.NA.IG.45.V1                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-6007731.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10953.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  -500000000 | OU      | $-38548275.39  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $48240.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $15812.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS JPMORGAN CHASE & CO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13599.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS THYSSENKRUPP AG                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $23469.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39817.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9469.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $60835.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $292566.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.ZERMATT                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5432485.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL MOTORS CO                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12745.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $659212.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CECONOMY AG                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7660.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-636428.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-915638.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS MILLICOM INTERNATIONAL CELLULAR SA                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11218.49      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5811.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-343988.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        | -1000000000 | OU      | $-739596.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $87205.73      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $97706.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17377.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $126594.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  1500000000 | OU      | $2659790.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS TELEFONAKTIEBOLAGET LM ERICSSON                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14693.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $88078.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4734.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14638.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS POST HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4693.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SPRINT COMMUNICATIONS LLC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13118.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10907.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS FORD MOTOR CREDIT COMPANY LLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9068.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $148372.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14875.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLARIANT AG                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12527.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $44039.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STELLANTIS NV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7107.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $118994.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $40765.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-175529.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DAVITA INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10401.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $112528.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        | -1300000000 | OU      | $-709075.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-159107.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PICARD BONDCO SA                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55923.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9656.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2169143.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $72086.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CCO HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44557.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5650.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1544.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $24213.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $774674.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4859.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ROSSINI SARL                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24471.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-89477.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-892.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS VIRGIN MEDIA FINANCE PLC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-85104.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $478141.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $56123.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3003865.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $87627.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CLEVELAND-CLIFFS INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25235.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $185197.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SOUTHWEST AIRLINES CO                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6973.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $11769.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $39247368.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS DELL INC                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15296.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NEW IMMO HOLDING SA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2349.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52671.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS VERIZON COMMUNICATIONS INC                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $254624.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $115634.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LANXESS AG                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5197.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS SUNRISE HOLDCO IV BV                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6698.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $237988.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9339.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-38011.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ZIGGO BOND CO BV                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-103023.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $46253.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS AMKOR TECHNOLOGY INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19819.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64007.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $304988.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9458.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-542698.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.ZERMATT                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $480597.61     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -1000000000 | OU      | $-145791.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20862.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SLOVAKIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $329031.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $417251.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.34.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-157401.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-171994.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30729.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105342.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $195568.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93586.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX.SANJOSE.1-5%                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1288970.76    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $478141.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ARCELORMITTAL SA                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13548.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-119535.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $97706.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS NCL CORP LTD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13944.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $56005.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS GENERAL MOTORS CO                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11927.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $329137.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105342.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS LOXAM SAS                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45441.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                       | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |           1 | NC      | $400457.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12946.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PG&E CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42273.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS HCA INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14722.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $43813.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5018.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-727.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4935.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2488.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $126594.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $46253.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $1012346.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS UNIBAIL-RODAMCO-WESTFIELD SE                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13705.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-128015.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CDX SANJOSE.0-1%                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3694342.85    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ADT CORP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7686.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-239071.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  2250000000 | OU      | $1903213.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS T-MOBILE USA INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14085.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $391137.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23126.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $31624.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BEAZER HOMES USA INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-73662.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-590776.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS EG GLOBAL FINANCE PLC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9900.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $886854.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5705.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS ROLLS-ROYCE PLC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15208.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-291534.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $23010703.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5383251.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $6387381.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-23

**Name of Applicant:** Prudential Investment Portfolios, Inc. 17

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer