# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-25-000503
**Filing Date:** 2025-8
**Character Count:** 572349
**Document Hash:** dbfa667cc3253a08fc77119627a60408
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-000503.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0002066578-25-000503

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 251256377

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### LOW-DURATION BOND FUND (Series ID: S000001154)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000003079 | Institutional | GLDYX           |
| C000003080 | Investor      | GLDZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GuideStone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** LOW-DURATION BOND FUND

- **b. EDGAR series identifier (if any):** S000001154

- **c. LEI of Series:** 9BE6SBW2673VQIZ82C44

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $908612636.08

**Total Liabilities:** $62718173.29

**Net Assets:** $845894462.79

**Delayed Delivery Securities:** $59930887.86

**Cash Not Reported:** $4169124.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4063.443932152714 | **1-Year:** 40250.537246394468 | **5-Year:** 53970.236753038784 | **10-Year:** 20506.305683755961 | **30-Year:** 387.795137457466

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

- **3-Month:** 108.569463329865 | **1-Year:** 2168.040535831612 | **5-Year:** 3057.280030421232 | **10-Year:** 205.574800292488 | **30-Year:** 0.155869612639

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003079 | 0.62%                | 0.03%                | 0.71%                |
| Class ID C000003080 | 0.60%                | -0.07%               | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $628863.20               | $1150166.38                                |
| Month 2  | $88919.95                | $-1758415.37                               |
| Month 3  | $24627.50                | $3221032.21                                |

**Designated Index Information**

- **Index Name:** BBG Credit 1-3 Yr Index

- **Index Identifier:** LCRED1-3

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal Home Loan Mortgage Corp.                                                                 | FG C91864                                        | CUSIP: 3128P8B91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30100 | PA      | $28649.34     | 0.00%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 3.25 11/15/26 144A                        | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     320000 | PA      | $315088.13    | 0.04%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.5 08/15/29 144A                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     559000 | PA      | $556102.36    | 0.07%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Expand Energy Corp.                                                                              | EXE 5.375 03/15/30                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     212000 | PA      | $212744.97    | 0.03%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4941 MB                                      | CUSIP: 3137FQTC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     134868 | PA      | $122047.78    | 0.01%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 4752 PL                                      | CUSIP: 3137FCPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     147620 | PA      | $143876.94    | 0.02%             | 2046-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                              | PRDGY 2021-1A A                                  | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      34868 | PA      | $34869.01     | 0.00%             | 2051-07-25      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2021-SFR10 Trust                                                            | PROG 2021-SFR10 A                                | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128590 | PA      | $121070.91    | 0.01%             | 2040-12-17      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| PRKCM TRUST 2021-AFC2                                                                            | PRKCM 2021-AFC2 A1                               | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     251041 | PA      | $222756.98    | 0.03%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                              | OMERFT 1.1 03/26/26 144A                         | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $660111.98    | 0.08%             | 2026-03-26      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Obx 2020-Exp3 Trust                                                                              | OBX 2020-EXP3 2A1B                               | CUSIP: 67448WBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205833 | PA      | $205075.68    | 0.02%             | 2060-01-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2019                                                                            | CIFC 2021-7A A1                                  | CUSIP: 12567HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $451235.03    | 0.05%             | 2035-01-23      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7654                                        | CUSIP: 3138EQQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52240 | PA      | $49484.23     | 0.01%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOFI PRFSNL PRG 2021-A TR                                                                        | SOFI 2021-A AFX                                  | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     111926 | PA      | $99801.10     | 0.01%             | 2043-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                                 | CLVTSC 3.875 07/01/28 144A                       | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $316577.11    | 0.04%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5006 KA                                      | CUSIP: 3137FVBQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     300965 | PA      | $276151.56    | 0.03%             | 2045-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STD LN LCC 2021-B                                                                    | CASL 2021-B A1                                   | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     133052 | PA      | $131249.93    | 0.02%             | 2052-06-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 4.091 06/01/29                               | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     280000 | PA      | $268466.83    | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5000 MA                                      | CUSIP: 3137FVGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     102882 | PA      | $96302.28     | 0.01%             | 2044-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                                                  | PR 5.875 07/01/29 144A                           | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     310000 | PA      | $311407.40    | 0.04%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5105 LA                                      | CUSIP: 3137H0A40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     228862 | PA      | $221949.24    | 0.03%             | 2044-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     320000 | PA      | $307179.55    | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-C LLC                                                          | CASL 2021-C B                                    | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70972 | PA      | $64889.68     | 0.01%             | 2055-07-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V1.462 06/09/27                                | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     380000 | PA      | $369295.42    | 0.04%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV2 TRUST                                                                              | MFRA 2021-INV2 A1                                | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198918 | PA      | $178347.02    | 0.02%             | 2056-11-25      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.375 04/15/29                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     175000 | PA      | $168505.30    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bx Trust 2021-View                                                                               | BX 2021-VIEW A                                   | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $149327.77    | 0.02%             | 2036-06-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                        | NSLT 2021-BA AFX                                 | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300061 | PA      | $280784.03    | 0.03%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.47 09/22/27                               | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     105000 | PA      | $101327.45    | 0.01%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                             | ESA 2021-ESH A                                   | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    1458137 | PA      | $1459421.57   | 0.17%             | 2038-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.948 10/21/27                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     691000 | PA      | $669246.60    | 0.08%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                                               | VRT 4.125 11/15/28 144A                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     135000 | PA      | $131746.58    | 0.02%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.5 08/15/29 144A                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     400000 | PA      | $397926.56    | 0.05%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| PNC Financial Services Group Inc.                                                                | PNC V3.4 PERP T                                  | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $484122.48    | 0.06%             | 2049-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                            | BAC V4.375 PERP RR                               | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     680000 | PA      | $668934.70    | 0.08%             | 2049-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V3.75 03/18/28                            | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1025000 | PA      | $1012802.15   | 0.12%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V4.985 07/24/26                              | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     655000 | PA      | $654980.26    | 0.08%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2025-1A A                                  | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1265488.50   | 0.15%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                    | LFT 2025-1A A                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1282163.36   | 0.15%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                                   | PL 4.803 06/05/30 144A                           | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303891.49    | 0.04%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                                        | MAIN 3 07/14/26                                  | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     680000 | PA      | $666007.99    | 0.08%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                                                        | AY 4.125 06/15/28 144A                           | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     380000 | PA      | $363558.88    | 0.04%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                              | BNS 2.951 03/11/27                               | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $662134.47    | 0.08%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC and HAT Holdings II LLC                                                       | HASI 3.375 06/15/26 144A                         | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     670000 | PA      | $656219.49    | 0.08%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| Smb Private Education Loan Trust 2021-D                                                          | SMB 2021-D A1A                                   | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     352892 | PA      | $329742.76    | 0.04%             | 2053-03-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                       | HLEND 5.3 06/05/27 144A                          | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     375000 | PA      | $375783.61    | 0.04%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES 1.375 01/15/26                               | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1667867.88   | 0.20%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V4.443 08/04/28                             | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     670000 | PA      | $669737.23    | 0.08%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 3.25 03/15/27                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     700000 | PA      | $680998.57    | 0.08%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                                     | TII 2.125 04/15/29                               | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1050000 | PA      | $1118555.05   | 0.13%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                                                     | ARIFL 2025-B A2                                  | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1275412.36   | 0.15%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| EXTER AUTOMOBILE RECEIVABLES TRUST 2025-3                                                        | EART 2025-3A A3                                  | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1276803.52   | 0.15%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                                     | TFC V4.671 05/20/27                              | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     635000 | PA      | $636041.19    | 0.08%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                                 | ANGINC 5.25 06/03/30 144A                        | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     440000 | PA      | $442428.18    | 0.05%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                                     | GUARDN 3.246 03/29/27 144A                       | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     655000 | PA      | $645167.61    | 0.08%             | 2027-03-29      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.808 07/25/28 MTN                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     985000 | PA      | $993477.85    | 0.12%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2025-1                                                              | VEROS 2025-1 A                                   | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1166857 | PA      | $1168558.05   | 0.14%             | 2028-09-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     305000 | PA      | $292780.51    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V4.08 04/19/28                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1340000 | PA      | $1332843.49   | 0.16%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                                                        | AXIS 2025-1A A2                                  | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1278577.96   | 0.15%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                  | DRVPNK 2025-1A A2                                | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1251589.44   | 0.15%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                                        | M 5.875 03/15/30 144A                            | CUSIP: 55617LAQ5<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     685000 | PA      | $673755.79    | 0.08%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| BX TRUST 2025-TAIL                                                                               | BX 2025-TAIL A                                   | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1273881.88   | 0.15%             | 2035-06-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                            | MFIT 2025-AA B                                   | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     760000 | PA      | $774898.77    | 0.09%             | 2038-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V3.273 03/01/30                              | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     705000 | PA      | $674478.71    | 0.08%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.948 07/22/28 MTN                          | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     655000 | PA      | $662679.00    | 0.08%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                         | SHBASS 4.375 05/23/28 144A                       | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     615000 | PA      | $620368.65    | 0.07%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                               | BX 2025-LUNR A                                   | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610000 | PA      | $611717.91    | 0.07%             | 2040-06-09      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-B                                                                    | OPTN 2025-B A                                    | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     880000 | PA      | $884873.22    | 0.10%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARES LVI CLO LTD                                                                                 | ARES 2020-56A A1R2                               | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250598.65    | 0.03%             | 2038-01-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.162 01/24/31                              | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20504.09     | 0.00%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 6 06/15/29                                  | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     465000 | PA      | $477288.09    | 0.06%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NY 2025-299P A                                                                                   | NY 2025-299P A                                   | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $156169.37    | 0.02%             | 2047-02-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-INV2 MORTGAGE LOAN TRUST                                                               | COLT 2025-INV2 A1                                | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-O            | CORP              | US        |     130394 | PA      | $131219.92    | 0.02%             | 2070-02-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2023-1 B                                   | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     310000 | PA      | $311592.11    | 0.04%             | 2028-05-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CENT TRUST 2023-CITY                                                                             | CENT 2023-CITY A                                 | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     490000 | PA      | $491491.14    | 0.06%             | 2028-09-15      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM6 TR                                                                                 | OBX 2025-NQM6 A1                                 | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-O            | CORP              | US        |     179983 | PA      | $180831.47    | 0.02%             | 2065-03-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 5.5 07/15/28 144A                            | CUSIP: 26884LAU3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     220000 | PA      | $223540.88    | 0.03%             | 2028-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-1                                                 | SFAST 2025-1A A3                                 | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     325000 | PA      | $328628.25    | 0.04%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM2                                                        | BRAVO 2025-NQM2 A1                               | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     215046 | PA      | $216241.99    | 0.03%             | 2064-11-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 6.5 07/01/27 144A                            | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102287.28    | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                                             | ARES1 2025-IND3 A                                | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199000 | PA      | $199549.04    | 0.02%             | 2027-04-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                               | BX 2025-ROIC A                                   | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     580000 | PA      | $577139.18    | 0.07%             | 2030-03-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST                                                                              | OBX 2023-NQM5 A1A                                | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     169524 | PA      | $170906.51    | 0.02%             | 2063-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                             | MCMLT 2017-3 A1                                  | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1178 | PA      | $1174.93      | 0.00%             | 2061-01-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO 5.5 03/15/29                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     164000 | PA      | $170792.09    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 TRUST                                                                              | MFRA 2023-NQM3 A1                                | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     420865 | PA      | $424237.14    | 0.05%             | 2068-07-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                                                              | DEFT 2025-1 A3                                   | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     215000 | PA      | $217269.35    | 0.03%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| INV MTG TR 2024-IND                                                                              | INV 2024-IND A                                   | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $110124.56    | 0.01%             | 2041-11-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                                 | BANK5 2024-5YR11 A3                              | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $152033.81    | 0.02%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                                     | BAY 2025-LIVN A                                  | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     236000 | PA      | $236639.19    | 0.03%             | 2035-05-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2020-79 JA                                   | CUSIP: 3136BCPR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     425438 | PA      | $389438.89    | 0.05%             | 2050-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 4.55 01/15/30                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      79000 | PA      | $79077.49     | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.14 01/24/31                               | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66672.44     | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 20                                                              | SMB 2023-C A1A                                   | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     138397 | PA      | $142208.97    | 0.02%             | 2052-11-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| RR 21 Ltd / RR 21 LLC                                                                            | RRAM 2022-21A A1AR                               | CUSIP: 78110TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     250000 | PA      | $250947.15    | 0.03%             | 2039-07-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                                      | PAYX 5.1 04/15/30                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      87000 | PA      | $89143.86     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE                                                              | MSRM 2025-DSC1 A1                                | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     253827 | PA      | $255451.49    | 0.03%             | 2070-03-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.979 01/24/29                              | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     240000 | PA      | $243483.52    | 0.03%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                       | BFLD 2024-UNIV A                                 | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70000 | PA      | $70187.61     | 0.01%             | 2029-11-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2023-REV                                                                   | FORDR 2023-2 A                                   | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $721707.53    | 0.09%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 6.85 11/15/28                                 | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      46000 | PA      | $48366.52     | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.994 04/12/29 .                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101468.20    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                                   | VERUS 2025-3 A1                                  | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-O            | CORP              | US        |     339658 | PA      | $341651.17    | 0.04%             | 2070-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.97 04/23/29                               | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283954.97    | 0.03%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 9.375 07/25/30                              | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     245000 | PA      | $270428.80    | 0.03%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-DSC                                                              | JPMMT 2023-DSC1 A1                               | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     371437 | PA      | $361885.24    | 0.04%             | 2063-07-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.937 04/23/28                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     735000 | PA      | $741013.71    | 0.09%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 TRUST                                                                            | HOMES 2024-NQM2 A1                               | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-O            | CORP              | US        |     342738 | PA      | $344557.98    | 0.04%             | 2069-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 3 LLC                                                                         | OAKC 2019-3A AR2                                 | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250751.75    | 0.03%             | 2038-01-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2023-1 A1                                  | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     658000 | PA      | $661074.47    | 0.08%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| LUX TRUST 2023-LION                                                                              | LUX 2023-LION A                                  | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     206513 | PA      | $208234.76    | 0.02%             | 2028-08-15      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                                                        | RMIT 2024-2 A                                    | CUSIP: 75907AAA1<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100614.38    | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.125 12/01/29                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     799000 | PA      | $809632.16    | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.103 04/22/31                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82004.66     | 0.01%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc.                                                                        | GS V5.218 04/23/31                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     287000 | PA      | $294298.86    | 0.03%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-91 FA                                   | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     855588 | PA      | $857771.42    | 0.10%             | 2054-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                                                                  | RMLT 2019-3 M1                                   | CUSIP: 76119NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     282597 | PA      | $278676.87    | 0.03%             | 2059-09-25      | Variable      | 3.26%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM4                                                               | BRAVO 2025-NQM4 A1                               | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-O            | CORP              | US        |     196205 | PA      | $197706.57    | 0.02%             | 2065-05-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   16279827 | NS      | $16279826.57  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST                                                                      | BMO 2025-C11 ASB                                 | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $131875.96    | 0.02%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.05 12/30/26 144A                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80441.12     | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                       | EMECLI 6.625 12/15/30 144A                       | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307026.60    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 4.5 01/15/29 144a                            | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     175000 | PA      | $172937.59    | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 5.15 06/01/30                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71500.25     | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                                                              | DEFT 2025-1 A2                                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135000 | PA      | $135597.71    | 0.02%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 6.298 05/01/29                                | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     140000 | PA      | $148046.62    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                        | DUK 4.85 03/15/30                                | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     127000 | PA      | $129870.95    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 4.5 01/15/31                                 | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115489.17    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                             | JPM V4.915 01/24/29                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1267091.55   | 0.15%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                             | PRPM 2025-NQM1 A1                                | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     186112 | PA      | $187770.40    | 0.02%             | 2069-11-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                                                 | SEMT 2024-HYB1 A1A                               | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     289476 | PA      | $292596.63    | 0.03%             | 2063-11-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                                   | JPMCC 2024-IGLG A                                | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $191586.45    | 0.02%             | 2041-11-05      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| VERUS SEC TR 2022-INV2                                                                           | VERUS 2022-INV2 A1                               | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     147318 | PA      | $147365.36    | 0.02%             | 2067-10-25      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-94 FB                                   | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     196162 | PA      | $196041.20    | 0.02%             | 2054-12-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TRUST                                                                | BMARK 2024-V12 A3                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $312740.31    | 0.04%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc.                                                                               | CADEPO 4.625 01/24/30 144A                       | CUSIP: 125094BH4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $369493.74    | 0.04%             | 2030-01-24      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PRM5 TR 2025-PRM5                                                                                | PRM5 2025-PRM5 A                                 | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $269076.67    | 0.03%             | 2028-02-10      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5 03/01/28                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     596000 | PA      | $605031.66    | 0.07%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                                         | HCA 5.25 03/01/30                                | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256394.57    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| OBX TR 2025-NQM3                                                                                 | OBX 2025-NQM3 A1                                 | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119517 | PA      | $120252.27    | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2016-2 M1                                   | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145414 | PA      | $143069.92    | 0.02%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 8 Ltd.                                                         | GLM 2020-8A ARR                                  | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250113.05    | 0.03%             | 2034-10-20      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                       | BFLD 2024-UNIV B                                 | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $60180.42     | 0.01%             | 2029-11-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5 01/31/30                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30596.71     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                      | AGL 2023-28A AL2                                 | CUSIP: 00120WAC8<br>LEI: 2549006PN3V33YGKK115 | Long             | ABS-CBDO         | CORP              | JE        |     430000 | PA      | $432191.71    | 0.05%             | 2037-01-21      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-A                                                                     | ARIFL 2024-A A2                                  | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     129691 | PA      | $130295.99    | 0.02%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                                  | BANK 2019-BN18 A2                                | CUSIP: 065402AZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610000 | PA      | $599618.04    | 0.07%             | 2062-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5480 FA                                      | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     641365 | PA      | $645420.39    | 0.08%             | 2054-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5478 FH                                      | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     662739 | PA      | $665263.45    | 0.08%             | 2054-04-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.15 03/15/29                                | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82110.73     | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2022-D A                                   | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     167000 | PA      | $166920.43    | 0.02%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                         | JPMMT 2020-LTV1 A11                              | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5880 | PA      | $5854.34      | 0.00%             | 2050-06-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                                      | NAVSL 2020-A A2B                                 | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38518 | PA      | $38429.40     | 0.00%             | 2068-11-15      | Floating      | 13.48%                | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-MF                                                             | BX 2024-MF B                                     | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97400 | PA      | $97713.58     | 0.01%             | 2039-02-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 5 02/15/29                                 | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $28403.19     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                 | SMB 2020-A A2B                                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33518 | PA      | $33505.26     | 0.00%             | 2037-09-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Incorporated                                                                            | TFX 4.25 06/01/28 144A                           | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     270000 | PA      | $263974.09    | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.375 03/01/29 144A                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     295000 | PA      | $303021.49    | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-PAT                                                                                | BX 2024-PAT B                                    | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80000 | PA      | $80192.99     | 0.01%             | 2026-03-15      | Floating      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| FORD CR AUTO OWNER 2025-REV1                                                                     | FORDR 2025-1 A                                   | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     520000 | PA      | $531168.27    | 0.06%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C2                                                   | WFCM 2024-5C2 A3                                 | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $62896.14     | 0.01%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| SG RESDTL MRTG TR 2022-2                                                                         | SGR 2022-2 A1                                    | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     102188 | PA      | $102058.28    | 0.01%             | 2062-08-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-1                                                                  | FFIN 2024-1A A                                   | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197804 | PA      | $202143.32    | 0.02%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5746                                        | CUSIP: 3140QRL43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     737615 | PA      | $747701.47    | 0.09%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.15 03/15/28                                | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      84000 | PA      | $85885.95     | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TR 2021-1                                                                         | VZMT 2024-8 A1A                                  | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $445804.94    | 0.05%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 4.65 11/01/29                             | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     152000 | PA      | $153823.70    | 0.02%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2023-A A                                   | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1097000 | PA      | $1106498.43   | 0.13%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Brinks Company                                                                                   | BCO 6.5 06/15/29 144A                            | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128941.71    | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.623 05/09/29                              | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130842.52    | 0.02%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0786                                        | CUSIP: 3140Q72U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 4.3 03/15/28                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67100.51     | 0.01%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2024-                                                              | BLP 2024-IND2 A                                  | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2041-03-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 4.375 02/15/30 144A                           | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     140000 | PA      | $133788.09    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| SOFI PROFESSIONAL LOAN PROGRAM TRUST                                                             | SOFI 2020-A A2FX                                 | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164340 | PA      | $158189.98    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.9 01/24/28 W                              | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     310000 | PA      | $312345.63    | 0.04%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.207 01/28/31 -                             | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59375.17     | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 4.85 02/04/28                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11156.40     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST                                                                      | BMO 2025-C11 A5                                  | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     156000 | PA      | $163433.57    | 0.02%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 20                                                              | SMB 2023-A A1B                                   | CUSIP: 78450QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     249542 | PA      | $251495.21    | 0.03%             | 2053-01-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                         | H 5.05 03/30/28                                  | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404448.39    | 0.05%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2018-H02 AF                                  | CUSIP: 38375U5P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1298068 | PA      | $1305646.08   | 0.15%             | 2068-01-20      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                                        | UOBSP F 04/02/28 144A                            | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     900000 | PA      | $901720.26    | 0.11%             | 2028-04-02      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.55 05/15/29                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     492000 | PA      | $500106.26    | 0.06%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                       | AALLN 3.75 06/15/29                              | CUSIP: G037626Y5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     102000 | PA      | $123795.39    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN 9.75 04/15/29 144A                        | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     230000 | PA      | $252579.96    | 0.03%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SIGNAL PK CLO LTD 2017-4R                                                                        | SPEAK 2018-5A A1R                                | CUSIP: 82666VAA2<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $401660.12    | 0.05%             | 2037-04-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST-2025-1C                                                           | BSTN 2025-1C A                                   | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102403.21    | 0.01%             | 2044-06-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80408                                         | CUSIP: 36225CN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5723 | PA      | $5728.87      | 0.00%             | 2030-05-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-CNYN                                                                               | BX 2024-CNYN A                                   | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     138475 | PA      | $138939.16    | 0.02%             | 2041-04-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES                                                               | GMREV 2024-1 A                                   | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     214000 | PA      | $218997.41    | 0.03%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 508398                                        | CUSIP: 36211BX33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1834 | PA      | $1836.64      | 0.00%             | 2030-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 606116                                        | CUSIP: 31388JK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10420 | PA      | $10530.33     | 0.00%             | 2031-09-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-PAT                                                                                | BX 2024-PAT A                                    | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $190328.42    | 0.02%             | 2041-03-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.505 10/22/28                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     744000 | PA      | $746368.60    | 0.09%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 786190                                        | CUSIP: 31348S2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        178 | PA      | $178.01       | 0.00%             | 2027-07-01      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4777 CB                                      | CUSIP: 3137F4TS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     178740 | PA      | $177083.12    | 0.02%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST 2024-1                                                                  | SPLT 2024-1A A                                   | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128101 | PA      | $128862.11    | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.371 04/04/29 144A                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     246000 | PA      | $252310.00    | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: —       |
| American Tower Corporation                                                                       | AMT 5.2 02/15/29                                 | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      98000 | PA      | $100321.18    | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-12                                                                  | FSMT 2021-12 A19                                 | CUSIP: 33853GAV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1024766 | PA      | $1007256.81   | 0.12%             | 2051-11-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2023-FUN                                                | GSMS 2023-FUN B                                  | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $251324.76    | 0.03%             | 2028-03-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Residential Funding Mortgage Securities I Inc.                                                   | RFMSI 2003-S9 A1                                 | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2390 | PA      | $2415.33      | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 789272                                        | CUSIP: 31295NJR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1330 | PA      | $1357.00      | 0.00%             | 2032-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                                           | BSARM 2003-8 4A1                                 | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40594 | PA      | $40715.15     | 0.00%             | 2034-01-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 780605                                        | CUSIP: 31342AU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111873 | PA      | $114756.50    | 0.01%             | 2033-06-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2019-G                                                      | NAVSL 2019-GA A                                  | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92193 | PA      | $88969.22     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5749                                        | CUSIP: 3140QRL76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     662584 | PA      | $672251.04    | 0.08%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.25 07/01/29                                 | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102478.18    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 4.95 03/25/27 144A                            | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     700000 | PA      | $702366.46    | 0.08%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                                                     | ARIFL 2025-B A2                                  | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $200852.34    | 0.02%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| OCEANVIEW MTGE. TST. FRN                                                                         | OCEANVIEW MTGE. TST. FRN                         | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $300750.06    | 0.04%             | 2055-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                    | MCMLT 2018-3 A1                                  | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80950 | PA      | $79690.36     | 0.01%             | 2058-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-E                                                 | NAVSL 2018-DA A2A                                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151003 | PA      | $149478.27    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 1.8 07/15/27                                | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     368000 | PA      | $350980.38    | 0.04%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN MA4367                                        | CUSIP: 31418DZ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1289724 | PA      | $1212458.21   | 0.14%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-R                                                              | FORDR 2023-1 A                                   | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1453000 | PA      | $1475227.92   | 0.17%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 5.45 03/01/28                                 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     176000 | PA      | $180614.61    | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED F 03/25/29                                | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1101142.47   | 0.13%             | 2029-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2018-21 CA                                   | CUSIP: 3136B1RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      32955 | PA      | $32759.39     | 0.00%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 3.2 11/18/29                                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     420000 | PA      | $398701.76    | 0.05%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| EQT Corporation                                                                                  | EQT 7 02/01/30                                   | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     292000 | PA      | $316688.37    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1                                                       | NRZT 2020-1A A1B                                 | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     287529 | PA      | $270027.08    | 0.03%             | 2059-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 2.9 01/15/30                                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     162000 | PA      | $151025.53    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 2.8 04/01/27                                | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29257.42     | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 1.68 09/17/35                               | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    2300000 | PA      | $1738602.17   | 0.21%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 0.7 01/27/27                                | CUSIP: 3133EMNW8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    2000000 | PA      | $1904857.17   | 0.23%             | 2027-01-27      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FIN 2021-1                                                                      | EFF 2023-1 A2                                    | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     192373 | PA      | $192998.42    | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FHLB 2.18 11/06/29                               | CUSIP: 3130AHHC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     750000 | PA      | $698898.58    | 0.08%             | 2029-11-06      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-14                                                                 | JPMMT 2021-14 A12                                | CUSIP: 46653QBK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     233963 | PA      | $226290.40    | 0.03%             | 2052-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                                                           | BAAT 2025-1A A2A                                 | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1000841.55   | 0.12%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                  | DRVPNK 2025-1A A3                                | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34000 | PA      | $34289.32     | 0.00%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 787993                                        | CUSIP: 3622ADXW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     900000 | PA      | $929293.88    | 0.11%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.622 04/01/31 MTN                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     163000 | PA      | $156348.71    | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                                                      | F1VE 2023-V1 A3                                  | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     490000 | PA      | $502343.96    | 0.06%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                                | VERUS 2023-2 A1                                  | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75819 | PA      | $75998.47     | 0.01%             | 2068-03-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 2.25 08/15/29                               | CUSIP: 3133EKA30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $936667.07    | 0.11%             | 2029-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD                                                                               | ELM30 2024-6A A                                  | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     685000 | PA      | $687641.02    | 0.08%             | 2037-07-17      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                                    | COMM 2024-WCL1 A                                 | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $260344.03    | 0.03%             | 2041-06-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA F 07/02/27                                | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $201429.86    | 0.02%             | 2027-07-02      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.15 03/27/30 144A                        | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303712.34    | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPMENT 2025-LEAF1 LLC                                                                     | MTLRF 2025-1A A2                                 | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      53000 | PA      | $53249.37     | 0.01%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 3.5 12/01/29                                | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191376.81    | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                                    | SCRT 2019-4 MA                                   | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     435747 | PA      | $404106.26    | 0.05%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                                                     | ODART 2023-1A A                                  | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     880000 | PA      | $888518.93    | 0.11%             | 2029-11-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V6.327 12/22/27 144A                         | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1675000 | PA      | $1720250.93   | 0.20%             | 2027-12-22      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRU                                                              | WLAKE 2024-1A B                                  | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $703655.75    | 0.08%             | 2027-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                          | VBTEL 2024-1A F                                  | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $313492.10    | 0.04%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 6.5 06/01/29 144A                           | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $195525.01    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 B                                   | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1101213.19   | 0.13%             | 2029-07-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.35 07/15/27                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     945000 | PA      | $959428.03    | 0.11%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Bx Commercial Mortgage Trust 2024-Gpa2                                                           | BX 2024-GPA2 A                                   | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1506473.33   | 0.18%             | 2029-11-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| COLT 2024-7 MORTGAGE LOAN TRUST                                                                  | COLT 2024-7 A1                                   | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-O            | CORP              | US        |    1304030 | PA      | $1308648.36   | 0.15%             | 2069-12-26      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO REC TR 2024-P4                                                                      | CRVNA 2024-P4 A3                                 | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1308410.48   | 0.15%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                                | MCHP 4.9 03/15/28                                | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     550000 | PA      | $556170.16    | 0.07%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 3.25 03/15/26 144A                           | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     590000 | PA      | $582435.08    | 0.07%             | 2026-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 5.3 03/15/27 MTN                               | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     465000 | PA      | $472148.01    | 0.06%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Agco Corporation                                                                                 | AGCO 5.45 03/21/27                               | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     310000 | PA      | $313944.93    | 0.04%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                  | BALN 5 03/26/27 144A                             | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     365000 | PA      | $369361.61    | 0.04%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.707 04/22/28 MTN                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     590000 | PA      | $603012.05    | 0.07%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6.5 07/01/30 144A                           | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     215000 | PA      | $222210.03    | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 6.259 05/01/27                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     570000 | PA      | $586659.41    | 0.07%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABNANV V6.339 09/18/27 144A                      | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $919803.94    | 0.11%             | 2027-09-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECIEVABLES TRUST 2023-P5                                                           | CRVNA 2023-P5 A3                                 | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1008177.40   | 0.12%             | 2029-01-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.427 03/01/28 144A                      | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     595000 | PA      | $605469.28    | 0.07%             | 2028-03-01      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.875 04/01/29 144A                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     265000 | PA      | $270830.00    | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-2A A2                                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $975115.80    | 0.12%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V4.952 01/14/28 BKNT                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     730000 | PA      | $736113.27    | 0.09%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                               | BFCM 5.088 01/23/27 144A                         | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     650000 | PA      | $657496.20    | 0.08%             | 2027-01-23      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2024-B A                                   | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2425200.96   | 0.29%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AAR Corp.                                                                                        | AIR 6.75 03/15/29 144A                           | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     245000 | PA      | $254062.06    | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5                                                            | BX 2024-XL5 B                                    | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     777081 | PA      | $779129.28    | 0.09%             | 2039-03-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.338 04/04/27 144A                       | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     545000 | PA      | $552750.88    | 0.07%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: —       |
| Sunoco LP                                                                                        | SUN 7 05/01/29 144A                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     170000 | PA      | $177155.81    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.652 04/13/28 MTN                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     900000 | PA      | $920335.85    | 0.11%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                                       | LNT 5.4 06/06/27 144A                            | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     380000 | PA      | $384800.99    | 0.05%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                     | SWTCH 2024-2A A2                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1109696.45   | 0.13%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.05 12/30/26 144A                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     190000 | PA      | $191047.66    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE RE TR 24-S3                                                                      | SDART 2024-S3 R1                                 | CUSIP: 80288CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     973549 | PA      | $973503.85    | 0.12%             | 2028-10-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                             | WSTOP 2020-1A A2                                 | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1034250 | PA      | $981472.33    | 0.12%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5047 LA                                      | CUSIP: 3137F7VA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1322407 | PA      | $1271369.66   | 0.15%             | 2028-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BSPRT 2023-FL10 ISSUER LLC                                                                       | BSPRT 2023-FL10 A                                | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1280184 | PA      | $1282610.66   | 0.15%             | 2035-09-15      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V7.149 10/29/27                              | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     930000 | PA      | $961155.93    | 0.11%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                                                    | SDART 2023-6 A3                                  | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1268032 | PA      | $1274573.01   | 0.15%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.04 01/23/28                               | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     405000 | PA      | $408970.61    | 0.05%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V6.124 05/31/27                           | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     240000 | PA      | $242744.43    | 0.03%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group Inc.                                                                | PNC V5.3 01/21/28                                | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     290000 | PA      | $294456.66    | 0.03%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| BX COMMERCIAL MORTGAGE TRUST 2024-X                                                              | BX 2024-XL4 B                                    | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     662879 | PA      | $665268.80    | 0.08%             | 2039-02-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.4 05/08/27                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     415000 | PA      | $421200.77    | 0.05%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Store Master Funding LLC                                                                         | STR 2024-1A A1                                   | CUSIP: 86212XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     795333 | PA      | $805634.54    | 0.10%             | 2054-05-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                                     | ARIFL 2024-B A3                                  | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $915538.59    | 0.11%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.505 10/22/28                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     635000 | PA      | $637021.59    | 0.08%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM15 TRUST                                                                             | OBX 2024-NQM15 A1                                | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-O            | CORP              | US        |     603696 | PA      | $603022.14    | 0.07%             | 2064-10-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGE TRUST                                                                     | CROSS 2024-H7 A1                                 | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     889695 | PA      | $892877.35    | 0.11%             | 2069-11-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES                                                               | COPAR 2024-1 A3                                  | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1510376.18   | 0.18%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H8 MORTGAGE TRUST                                                                     | CROSS 2024-H8 A1                                 | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     950225 | PA      | $955187.08    | 0.11%             | 2069-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V4.833 01/16/29 MTN                          | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     515000 | PA      | $519347.81    | 0.06%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2024-1                                                                         | TMUST 2024-1A A                                  | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1310650.19   | 0.15%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R02                                                     | CAS 2024-R02 1M2                                 | CUSIP: 20754GAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     500000 | PA      | $504977.15    | 0.06%             | 2044-02-25      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                                         | ICLR 5.809 05/08/27                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     460000 | PA      | $469791.10    | 0.06%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                        | RRX 6.05 02/15/26                                | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     825000 | PA      | $829890.45    | 0.10%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.05 12/01/26                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1358425.36   | 0.16%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.35 01/12/27 144A                        | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303493.47    | 0.04%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST 2024-1                                                                     | HUNT 2024-1A A3                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1009209.60   | 0.12%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-R1                                                               | VERUS 2024-R1 A1                                 | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-O            | CORP              | US        |     443573 | PA      | $443689.60    | 0.05%             | 2065-04-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.625 12/15/27                               | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     350000 | PA      | $353015.43    | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5 10/30/26 EMTN                           | CUSIP: M87068BB3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     600000 | PA      | $727248.72    | 0.09%             | 2026-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2024-1                                                           | MTBAT 2024-1A A3                                 | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $708743.28    | 0.08%             | 2032-02-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80023                                         | CUSIP: 36225CAZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3429 | PA      | $3452.86      | 0.00%             | 2026-12-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc Of America Mortgage Securities Inc.                                                         | BOAMS 2003-L 3A1                                 | CUSIP: 05948XR37<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17578 | PA      | $16912.14     | 0.00%             | 2034-01-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80119                                         | CUSIP: 36225CDZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1902 | PA      | $1919.64      | 0.00%             | 2027-10-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 8660                                          | CUSIP: 36202KTR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $26.87        | 0.00%             | 2025-07-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2006 Ar19                                                       | INDX 2006-AR12 A1                                | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     223145 | PA      | $201199.59    | 0.02%             | 2046-09-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735643                                        | CUSIP: 31402RHU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43527 | PA      | $43799.60     | 0.01%             | 2042-08-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp.                                                                | SASC 2005-7XS 2A1A                               | CUSIP: 86359B7K1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10386 | PA      | $10348.56     | 0.00%             | 2035-04-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1J1219                                        | CUSIP: 3128NHK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21719 | PA      | $22220.86     | 0.00%             | 2035-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 823358                                        | CUSIP: 31406XWT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15157 | PA      | $15414.30     | 0.00%             | 2035-02-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wamu Mtg Pass-Through Ctfs Ser 2007                                                              | WAMU 2007-HY5 2A1                                | CUSIP: 92990GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112129 | PA      | $90935.22     | 0.01%             | 2037-05-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 665387                                        | CUSIP: 31391FF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28201 | PA      | $28096.83     | 0.00%             | 2032-08-01      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2015-38 DF                                   | CUSIP: 3136APAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      73187 | PA      | $72407.63     | 0.01%             | 2055-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2006-AR5 A12A                               | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     243135 | PA      | $226762.61    | 0.03%             | 2046-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 788845                                        | CUSIP: 31295MZJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5513 | PA      | $5609.48      | 0.00%             | 2031-11-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3228 FN                                      | CUSIP: 31397C2V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     430120 | PA      | $427231.53    | 0.05%             | 2036-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TER Finance Ltd                                                                                  | TERFIN 0 10/02/25 22                             | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | DBT              | CORP              | JE        |     470000 | PA      | $460600.00    | 0.05%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 514850                                        | CUSIP: 36211J5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7304 | PA      | $7314.22      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 514525                                        | CUSIP: 36211JSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10008 | PA      | $10023.00     | 0.00%             | 2029-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2005-A1 6T1                                | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5241 | PA      | $5128.33      | 0.00%             | 2035-02-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2006-98 FA                                   | CUSIP: 31396K5N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      72743 | PA      | $72145.62     | 0.01%             | 2036-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    7124860 | NS      | $7124859.57   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                                | CHASE 2019-ATR2 A3                               | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      57722 | PA      | $52492.90     | 0.01%             | 2049-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Navistar FinDeal                                                                                 | NAVMT 2024-1 A                                   | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     292000 | PA      | $294489.23    | 0.03%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM2743                                        | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     526483 | PA      | $511891.11    | 0.06%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                                           | BIGBRS 6.625 01/31/29 144A                       | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |     260000 | PA      | $262267.72    | 0.03%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.15 01/30/30                               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133011.20    | 0.02%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V Ltd                                                                | BSP 2018-5BA A1R                                 | CUSIP: 08181JAH5<br>LEI: 549300E7VMVNVKXVY242 | Long             | ABS-CBDO         | CORP              | KY        |     315000 | PA      | $316523.88    | 0.04%             | 2037-07-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 2.15 07/15/30                               | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      42000 | PA      | $37392.75     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                                        | NAVSL 2020-FA A                                  | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151717 | PA      | $141503.59    | 0.02%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                                        | CFII 2024-1A A1                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     301839 | PA      | $304987.99    | 0.04%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-C                                                                     | SMB 2024-C A1A                                   | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350533 | PA      | $359289.72    | 0.04%             | 2052-06-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 A                                   | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275000 | PA      | $275281.85    | 0.03%             | 2029-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4.5 10/01/29                                 | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     516000 | PA      | $510655.39    | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM1245                                        | CUSIP: 3140X4L38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     521712 | PA      | $520646.02    | 0.06%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.15 11/15/30                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      87000 | PA      | $85633.59     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2024-5 LTD                                                                         | PKBLU 2024-5A A1                                 | CUSIP: 70019CAA3<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-CBDO         | CORP              | KY        |     325000 | PA      | $326107.50    | 0.04%             | 2037-07-25      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM A15                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $544504.79    | 0.06%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Limited                                                                  | ANCHC 2015-7A CR3                                | CUSIP: 03328TBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $453031.61    | 0.05%             | 2037-04-28      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD                                                                     | PLMRS 2024-2A A1                                 | CUSIP: 69703LAA6<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250954.13    | 0.03%             | 2037-07-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                              | STAR 2020-3 A1                                   | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85712 | PA      | $82764.61     | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITY 20-PJ4                                                               | GSMBS 2020-PJ4 A2                                | CUSIP: 36259VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140965 | PA      | $122109.88    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.656 04/18/30                               | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     254000 | PA      | $263881.46    | 0.03%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                                    | AEP 5.45 05/15/29                                | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     167000 | PA      | $172453.49    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 5.081 06/07/29                               | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     164000 | PA      | $167621.16    | 0.02%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                                 | NAVSL 2019-EA A2B                                | CUSIP: 63941MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     122893 | PA      | $122754.07    | 0.01%             | 2068-05-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                                | CHASE 2019-ATR2 A11                              | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28255 | PA      | $26909.72     | 0.00%             | 2049-07-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2024-D A                                   | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $162875.41    | 0.02%             | 2029-04-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM A10                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $546079.46    | 0.06%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.125 05/15/26 144A                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1378713.87   | 0.16%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 10/15/27                                 | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1420000 | PA      | $1425158.59   | 0.17%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                  | SBATOW 1.631 11/15/26 144A                       | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $767779.00    | 0.09%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                                    | LNCR 2021-CRE5 A                                 | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     869200 | PA      | $869378.29    | 0.10%             | 2036-07-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 11/15/27                                 | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     275000 | PA      | $277588.87    | 0.03%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 08/15/26                                 | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26528000 | PA      | $26647686.91  | 3.15%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 07/31/26                                 | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     260000 | PA      | $261081.64    | 0.03%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                   | DNFRA 2021-1A A                                  | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1570178.61   | 0.19%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                                               | TSLX 2.5 08/01/26                                | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $1086529.43   | 0.13%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE MORTGAGE TRUST                                                                               | ONP 2021-PARK A                                  | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1571594.08   | 0.19%             | 2036-03-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                                  | SIDC 2021-1A A2                                  | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1562857.20   | 0.18%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2021-FL1 LTD                                                                                | BRSP 2021-FL1 A                                  | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     987341 | PA      | $979089.00    | 0.12%             | 2038-08-19      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA6 M2                               | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1699456 | PA      | $1706543.17   | 0.20%             | 2041-10-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2021-R02 2M2                                 | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2981493 | PA      | $3003409.13   | 0.36%             | 2041-11-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2022-HQA1 M1A                              | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     182301 | PA      | $183417.36    | 0.02%             | 2042-03-25      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA5 M2                               | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     370707 | PA      | $372422.22    | 0.04%             | 2034-01-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINL TR 2022-2                                                                           | OMFIT 2022-2A A                                  | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     741942 | PA      | $741887.65    | 0.09%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                                | OTF 3.75 06/17/26                                | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     345000 | PA      | $338297.35    | 0.04%             | 2026-06-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.61 09/29/26                                 | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1207763.53   | 0.14%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.138 10/16/26                               | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     980000 | PA      | $984273.37    | 0.12%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2019-HRP1 M2                                 | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-O            | USGSE             | US        |      86118 | PA      | $86125.33     | 0.01%             | 2039-11-25      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                              | SIRI 3.125 09/01/26 144A                         | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     600000 | PA      | $589136.77    | 0.07%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-HQA4 M1                               | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1468122 | PA      | $1466038.75   | 0.17%             | 2041-12-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                                     | CAS 2022-R01 1B1                                 | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1200000 | PA      | $1232746.08   | 0.15%             | 2041-12-25      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5057 MC                                      | CUSIP: 3137F7L37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1124804 | PA      | $1043630.03   | 0.12%             | 2054-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                                      | CAUTO 2021-1A A1                                 | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1894703 | PA      | $1816568.45   | 0.21%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Diamond Issuer Llc                                                                               | SHINE 2021-1A A                                  | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1651792.98   | 0.20%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA7 B1                               | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1400000 | PA      | $1446765.74   | 0.17%             | 2041-11-25      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                                                   | VARNO 7.5 01/15/28 144A                          | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     410000 | PA      | $434320.38    | 0.05%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                               | MTNA 6.55 11/29/27                               | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1625000 | PA      | $1694499.16   | 0.20%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2021-R01 1M2                                 | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     684283 | PA      | $686169.29    | 0.08%             | 2041-10-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS KIR2 A1                                     | CUSIP: 3137BXSV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     105847 | PA      | $104166.77    | 0.01%             | 2027-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                                       | UAL 5.875 10/15/27 20-1                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      59624 | PA      | $60893.40     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 4.375 04/15/26 144a                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     540000 | PA      | $536767.61    | 0.06%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-136 GB                                  | CUSIP: 38380HHT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      65492 | PA      | $61423.94     | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD 2021-18                                                                         | TRNTS 2021-18A A1                                | CUSIP: 89640LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250562.13    | 0.03%             | 2035-01-20      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                                  | COLT 2022-3 A1                                   | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170485 | PA      | $166848.18    | 0.02%             | 2067-02-25      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST                                                              | HOF 2020-2 A3                                    | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     118993 | PA      | $117776.99    | 0.01%             | 2065-05-25      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 3.2 03/15/27                               | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $78463.62     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                                                             | ACRA 2024-NQM1 A1                                | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     314279 | PA      | $314703.29    | 0.04%             | 2064-10-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LTD 2024-8R                                                                      | SPEAK 2020-8A A1R                                | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1005071.40   | 0.12%             | 2037-10-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MTG TR 2025-3                                                                 | CHASE 2025-3 A11                                 | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-O            | CORP              | US        |     411440 | PA      | $412588.24    | 0.05%             | 2056-02-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                                  | FFIN 2025-1A A                                   | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     252617 | PA      | $254332.04    | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-Nqm2                                                    | NRZT 2025-NQM2 A1                                | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-O            | CORP              | US        |     180946 | PA      | $182156.01    | 0.02%             | 2065-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-RPL2 TRUST                                                                             | PRET 2025-RPL2 A1                                | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97376 | PA      | $94283.68     | 0.01%             | 2064-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                              | CGCMT 2016-P4 AAB                                | CUSIP: 29429EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     289543 | PA      | $286782.96    | 0.03%             | 2049-07-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                                             | FFIT 2020-1A A                                   | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |          0 | PA      | $0.10         | 0.00%             | 2039-10-20      | Fixed         | 2.51%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V1.593 05/04/27                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     330000 | PA      | $322081.12    | 0.04%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.125 05/15/26 144A                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78783.65     | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                                | ERCOTT 4.265 08/01/34 A-1                        | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230699 | PA      | $228646.20    | 0.03%             | 2034-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 7 02/15/29 144A                              | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     255000 | PA      | $264145.83    | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2023-V3 MORTGAGE TRUST                                                                 | BMARK 2023-V3 A3                                 | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355000 | PA      | $372309.48    | 0.04%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.5 02/01/29 144A                         | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     275000 | PA      | $299750.83    | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.654 10/18/30                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     245000 | PA      | $245514.69    | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 7.5 06/01/30 144A                            | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     540000 | PA      | $593731.71    | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| WELLS FARGO MTG SEC 2020-RR1                                                                     | WFMBS 2020-RR1 A1                                | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56033 | PA      | $47821.08     | 0.01%             | 2050-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO 2021                                                              | MSEV 2021-1A B                                   | CUSIP: 61773KAC6<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |     255000 | PA      | $255204.82    | 0.03%             | 2034-10-20      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TRUST                                                                             | GCAT 2021-NQM7 A1                                | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151042 | PA      | $140191.19    | 0.02%             | 2066-08-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 2.85 03/01/27 MTN                              | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     179000 | PA      | $174423.64    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2022-A L                                                              | ELFI 2022-A A                                    | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     314106 | PA      | $307703.69    | 0.04%             | 2047-08-26      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2023-1 A2                                  | CUSIP: 34528QHW7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     290000 | PA      | $291933.81    | 0.03%             | 2028-05-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.299 07/24/29                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     267000 | PA      | $274185.36    | 0.03%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                              | OMERFT 4.375 03/20/30 144A                       | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |     395000 | PA      | $400569.67    | 0.05%             | 2030-03-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM3                                                        | BRAVO 2025-NQM3 A1                               | CUSIP: 105927AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     144790 | PA      | $145797.66    | 0.02%             | 2049-12-31      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| WEST TRUST 2025-ROSE                                                                             | WEST 2025-ROSE A                                 | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217000 | PA      | $220025.46    | 0.03%             | 2030-04-10      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-A                                                                 | NSLT 2025-AA A1B                                 | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     284795 | PA      | $283147.82    | 0.03%             | 2057-03-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 4.907 04/01/28 144A                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     102000 | PA      | $103064.54    | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: —       |
| EQT Corporation                                                                                  | EQT 6.375 04/01/29 144A                          | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     350000 | PA      | $361132.67    | 0.04%             | 2029-04-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SLM Private Education Loan Trust 2014-A                                                          | SLMA 2010-C A5                                   | CUSIP: 78445QAE1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |      55975 | PA      | $58701.07     | 0.01%             | 2041-10-15      | Floating      | 16.03%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.691 06/05/28                               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     318000 | PA      | $313613.59    | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.734 07/22/27                              | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     170000 | PA      | $165271.31    | 0.02%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN 2021-C                                                                     | NAVSL 2021-CA A                                  | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     227664 | PA      | $205056.46    | 0.02%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| CDP Financial Inc.                                                                               | CADEPO 1 05/26/26 144A                           | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |     520000 | PA      | $505978.88    | 0.06%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2022-ATH1 TRUST                                                                             | CSMC 2022-ATH1 A1A                               | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210604 | PA      | $203584.66    | 0.02%             | 2067-01-25      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Goodleap Sustainable Home Solutions Trust 2021-3                                                 | GOOD 2022-2CS A                                  | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      31090 | PA      | $27163.60     | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4885                                        | CUSIP: 3140XLNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280416 | PA      | $274530.30    | 0.03%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V6.484 10/24/29                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     340000 | PA      | $360714.25    | 0.04%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C91942                                        | CUSIP: 3128P8EP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48575 | PA      | $47960.56     | 0.01%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXIV                                                                                  | APID 2016-24A A1AL                               | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |     152026 | PA      | $152143.43    | 0.02%             | 2030-10-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3129                                        | CUSIP: 31418CPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21067 | PA      | $20766.29     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fs Rialto 2021-Fl2 Issuer, Ltd. / Llc                                                            | FSRIA 2021-FL2 A                                 | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     127712 | PA      | $127536.38    | 0.02%             | 2038-05-16      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.75 04/15/27                               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     135000 | PA      | $133652.03    | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.808 07/25/28 MTN                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60516.42     | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| COAST COML MTG TR 23-2HTL                                                                        | COAST 2023-2HTL A                                | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335000 | PA      | $335790.57    | 0.04%             | 2036-08-15      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133762.84    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STNLY BAML TR 2025-5C1                                                                    | MSBAM 2025-5C1 A3                                | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     342000 | PA      | $355672.73    | 0.04%             | 2058-03-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                                | AMCR 5.1 03/17/30 144A                           | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35612.39     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D 5 06/15/30                                     | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91886.09     | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 4.75 01/15/31 144A                           | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     230000 | PA      | $226516.42    | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2006-AR19 1A                                | CUSIP: 933638AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115829 | PA      | $105163.76    | 0.01%             | 2047-01-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 529481                                        | CUSIP: 36212CFW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1078 | PA      | $1079.03      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 536235                                        | CUSIP: 36212KV42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1662 | PA      | $1664.23      | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 3.9 07/15/27 B                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     312000 | PA      | $308600.48    | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3310                                        | CUSIP: 31418CVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14499 | PA      | $14284.12     | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 1.625 04/27/26 144A                       | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     183000 | PA      | $178916.18    | 0.02%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 1.5 02/15/26                                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      87000 | PA      | $85307.58     | 0.01%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2023-A LL                                                              | CASL 2023-A A1                                   | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     411216 | PA      | $416790.13    | 0.05%             | 2055-05-25      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                                              | OMFIT 2023-1A A                                  | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $154882.03    | 0.02%             | 2038-06-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6366                                        | CUSIP: 3140QSCC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SC0405                                        | CUSIP: 3132D9NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      44766 | PA      | $43157.79     | 0.01%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT LIMITED                                                                      | BCC 2021-4A A1R                                  | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |     165000 | PA      | $165363.00    | 0.02%             | 2034-10-20      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | STLA 3.375 11/19/28 EMTN                         | CUSIP: N82405AQ9<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $237926.79    | 0.03%             | 2028-11-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 4.9 03/15/30                                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     245000 | PA      | $248572.62    | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust 2005-2                                                       | AHMA 2006-5 A1                                   | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     530712 | PA      | $128835.37    | 0.02%             | 2046-11-25      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.584 05/22/28 MTN                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20684.83     | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2019-2                                                          | OMFIT 2019-2A A                                  | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     221000 | PA      | $215711.67    | 0.03%             | 2036-10-14      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| CLINTON S C PUB FACS CORP                                                                        | SMB 2021-B A                                     | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     535015 | PA      | $501880.64    | 0.06%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.875 04/15/30                              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     315000 | PA      | $306029.97    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-1                                                                | VERUS 2022-1 A1                                  | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126944 | PA      | $118905.99    | 0.01%             | 2067-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                                                | BMARK 2022-B34 AM                                | CUSIP: 08161YBJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225000 | PA      | $201016.01    | 0.02%             | 2055-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0623                                        | CUSIP: 3132CWVQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     125436 | PA      | $117278.99    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.574 07/25/29 MTN                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22719.48     | 0.00%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                           | NYC 2025-3BP A                                   | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     132000 | PA      | $131015.11    | 0.02%             | 2042-02-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM4 TRUST                                                                              | OBX 2025-NQM4 A1                                 | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-O            | CORP              | US        |     253032 | PA      | $253316.10    | 0.03%             | 2055-02-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-5C9 MORTGAGE TRUST                                                                      | BMO 2025-5C9 AS                                  | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103519 | PA      | $108363.83    | 0.01%             | 2057-12-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3071                                        | CUSIP: 31418CMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17163 | PA      | $16922.78     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXII LLC                                                                        | BLUEM 2018-22A A1                                | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     133414 | PA      | $133583.74    | 0.02%             | 2031-07-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G30963                                        | CUSIP: 3132J4JH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3562 | PA      | $3529.18      | 0.00%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PeaceHealth                                                                                      | PEAHEA 1.375 11/15/25 2020                       | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |     104000 | PA      | $102539.38    | 0.01%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 1.3 02/03/31                                | CUSIP: 3133EMPE6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     870000 | PA      | $751770.80    | 0.09%             | 2031-02-03      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                               | RMIT 2021-1 A                                    | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5548 | PA      | $5535.97      | 0.00%             | 2031-03-17      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2021-A                                                                 | NSLT 2021-A APT2                                 | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320716 | PA      | $301831.17    | 0.04%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                                    | MF1 2021-W10 A                                   | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $109735.47    | 0.01%             | 2034-12-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022                                                              | HART 2022-B A3                                   | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      73203 | PA      | $73116.57     | 0.01%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2022-2                                                                     | ARRW 2022-2 A1                                   | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     176845 | PA      | $176325.16    | 0.02%             | 2057-07-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FHLB 1.61 01/27/33                               | CUSIP: 3130AKRV0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     600000 | PA      | $493222.28    | 0.06%             | 2033-01-27      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-1                                               | PFAST 2023-1A A3                                 | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     772052 | PA      | $773329.42    | 0.09%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-2 L                                                              | EFF 2023-2 A2                                    | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     503768 | PA      | $506881.18    | 0.06%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.449 07/20/29                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     254000 | PA      | $261268.51    | 0.03%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2025-B A                                   | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     456000 | PA      | $462155.68    | 0.05%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.186 04/01/30 144A                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30599.99     | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                                             | GTLS 7.5 01/01/30 144A                           | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     125000 | PA      | $131022.00    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4931                                        | CUSIP: 3140QQPR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     295010 | PA      | $293670.31    | 0.03%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM2 TRUST                                                                              | MFRA 2025-NQM2 A1                                | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-O            | CORP              | US        |     192073 | PA      | $193215.20    | 0.02%             | 2070-05-27      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| POINT BROADBAND FUNDING LLC 2025-1                                                               | POINTB 2025-1A A2                                | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      69000 | PA      | $68998.93     | 0.01%             | 2055-07-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4994                                        | CUSIP: 3140QQRQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247937 | PA      | $246810.78    | 0.03%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                  | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     183000 | PA      | $184287.72    | 0.02%             | 2030-06-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                                                     | ARIFL 2025-B A2                                  | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     647000 | PA      | $649757.32    | 0.08%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                              | NCMF 2025-MFS A                                  | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     244000 | PA      | $243746.72    | 0.03%             | 2033-06-10      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1                                                    | WLAKE 2025-P1 A3                                 | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131000 | PA      | $131743.58    | 0.02%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.7 08/15/30                                   | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     143000 | PA      | $144332.21    | 0.02%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                              | NCMF 2025-MFS B                                  | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     149000 | PA      | $150246.48    | 0.02%             | 2033-06-10      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4990                                        | CUSIP: 3140QQRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5005                                        | CUSIP: 3140QQR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIV ED LN TR 2019-B                                                                     | NAVSL 2019-BA A2B                                | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92785 | PA      | $92649.99     | 0.01%             | 2059-12-15      | Floating      | 19.25%                | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.05 08/18/29                               | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     151000 | PA      | $149287.29    | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA B                                  | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131000 | PA      | $131294.49    | 0.02%             | 2030-06-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-TAIL                                                                               | BX 2025-TAIL A                                   | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112000 | PA      | $112342.34    | 0.01%             | 2035-06-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| BPR 2025-ALDR MORTGAGE TRUST                                                                     | BPR 2025-ALDR A                                  | CUSIP: 05594EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152000 | PA      | $154180.20    | 0.02%             | 2042-06-05      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| POLUS US CLO II LTD                                                                              | POLUS 2025-2A A1                                 | CUSIP: 73163VAC5<br>LEI: 254900NPT7G7FAJXZS09 | Long             | ABS-CBDO         | CORP              | KY        |     135000 | PA      | $135607.51    | 0.02%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST                                                          | SCLP 2025-2 A                                    | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     637000 | PA      | $638193.04    | 0.08%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                           | SEE 6.125 02/01/28 144A                          | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131987.31    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ohio Edison Company                                                                              | FE 4.95 12/15/29 144A                            | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      81000 | PA      | $82136.60     | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                               | BX 2025-LUNR A                                   | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     435000 | PA      | $436225.07    | 0.05%             | 2040-06-09      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIV ED LN TR 2019-B                                                                     | NAVSL 2019-BA A2A                                | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106429 | PA      | $104120.53    | 0.01%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3280                                        | CUSIP: 3140J7UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268453 | PA      | $261483.85    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                                    | UBSCM 2019-C16 ASB                               | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     411582 | PA      | $404051.50    | 0.05%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5568                                        | CUSIP: 3140JAFJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     398135 | PA      | $390703.22    | 0.05%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1857                                        | CUSIP: 3132AEB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     808162 | PA      | $795375.23    | 0.09%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.625 02/15/27 144A                          | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250327.25    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS9610                                        | CUSIP: 3138WKVC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     241254 | PA      | $235176.72    | 0.03%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-3                                                                 | TPMT 2018-2 A1                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238115 | PA      | $235376.59    | 0.03%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-E                                                 | NAVSL 2018-EA A2                                 | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7778 | PA      | $7754.30      | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                                        | NAVSL 2019-CA A2                                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60207 | PA      | $59051.18     | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.125 06/15/29                               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     483000 | PA      | $474677.89    | 0.06%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                        | TPMT 2018-6 A1A                                  | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     336846 | PA      | $333633.70    | 0.04%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | NFLX 5.875 11/15/28                              | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     145000 | PA      | $152886.83    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 5 05/15/27 144A                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199454.56    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.5 06/01/27 *                                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     286000 | PA      | $291234.91    | 0.03%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 3.4 06/15/29                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72269.21     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN CA3599                                        | CUSIP: 3140QA7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239372 | PA      | $238833.26    | 0.03%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN IS                                                              | EDVES 2019-A A                                   | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      74605 | PA      | $73033.74     | 0.01%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67720                                        | CUSIP: 3132XCSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     441359 | PA      | $434917.15    | 0.05%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5082                                        | CUSIP: 3140J9UG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131719 | PA      | $129114.09    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2011-GC5                                                            | GSMS 2011-GC5 AS                                 | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     161466 | PA      | $157954.14    | 0.02%             | 2044-08-10      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM TRUST                                                             | SOFI 2019-B A2FX                                 | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35779 | PA      | $35026.59     | 0.00%             | 2048-08-17      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZS8633                                        | CUSIP: 3132A9SW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     121566 | PA      | $118375.82    | 0.01%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.4 09/08/31                                  | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     670000 | PA      | $668697.18    | 0.08%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    6871541 | NS      | $6871540.60   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle Capital Corporation                                                                       | NESNVX 4.75 03/12/31 144A                        | CUSIP: 64105MAB7<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     650000 | PA      | $663709.28    | 0.08%             | 2031-03-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 4.375 08/16/29                               | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     655000 | PA      | $660264.80    | 0.08%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                                                        | RMIT 2024-1 A                                    | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103000 | PA      | $105400.97    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                                              | WBOX 2019-1A A1RR                                | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |     315000 | PA      | $315452.28    | 0.04%             | 2036-07-24      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO 2017-1 LTD                                                                          | TREST 2017-1A A1RR                               | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251231.00    | 0.03%             | 2037-07-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 8.25 12/15/29                                | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     240000 | PA      | $256199.52    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                         | GN 544668                                        | CUSIP: 36212VCD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1689 | PA      | $1690.83      | 0.00%             | 2030-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 781205                                        | CUSIP: 36225BKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        454 | PA      | $477.16       | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 8684                                          | CUSIP: 36202KUH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $42.80        | 0.00%             | 2025-08-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2002-AR6 A                                  | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1732 | PA      | $1618.58      | 0.00%             | 2042-06-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Sec Mtg Ln 2006-Ab4                                                               | DBALT 2006-AB4 A6A2                              | CUSIP: 251513BD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      73574 | PA      | $64208.89     | 0.01%             | 2036-10-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 685500                                        | CUSIP: 31400ERV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158098 | PA      | $162233.40    | 0.02%             | 2032-12-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL5548                                        | CUSIP: 3138ENEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     279141 | PA      | $289693.44    | 0.03%             | 2038-05-01      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Csab Mtg Bkd 06-2                                                                                | CSAB 2006-2 A6A                                  | CUSIP: 12627HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     216110 | PA      | $60581.42     | 0.01%             | 2036-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Sec Mtg Ln 2006-Ab4                                                               | DBALT 2006-AB4 A6A1                              | CUSIP: 251513BC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      73574 | PA      | $64209.83     | 0.01%             | 2036-10-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Trust                                                                        | TBW 2007-2 A6A                                   | CUSIP: 872227AK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     149852 | PA      | $54989.99     | 0.01%             | 2037-07-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 479448                                        | CUSIP: 36209RTD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        372 | PA      | $372.44       | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 532746                                        | CUSIP: 36212FZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1842 | PA      | $1868.32      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 515718                                        | CUSIP: 36211K4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30456 | PA      | $30670.26     | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                            | WDSAU 3.7 09/15/26 144A                          | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $396023.55    | 0.05%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H08 FA                                  | CUSIP: 38375BLH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      65288 | PA      | $65528.68     | 0.01%             | 2061-02-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8 Mortgage Trust                                                                     | CFCRE 2017-C8 ASB                                | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     463782 | PA      | $459355.82    | 0.05%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-H22 FA                                  | CUSIP: 38376RC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     514691 | PA      | $515813.93    | 0.06%             | 2066-10-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Dyno Nobel Ltd.                                                                                  | IPLAU 4.3 03/18/26 MTN                           | CUSIP: Q48872AB3<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1316247.41   | 0.16%             | 2026-03-18      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX5927                                        | CUSIP: 3140NASR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     626094 | PA      | $583157.33    | 0.07%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5426 AF                                      | CUSIP: 3137HCXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1013735 | PA      | $1017070.87   | 0.12%             | 2050-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                                     | SBALT 2024-C A3                                  | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1002309.40   | 0.12%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1573                                        | CUSIP: 36179NXA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     532448 | PA      | $523672.65    | 0.06%             | 2029-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2016-40 EF                                   | CUSIP: 3136ASL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     412362 | PA      | $409804.58    | 0.05%             | 2046-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | WFCM 2016-NXS5 A6FL                              | CUSIP: 95000CBK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1995568.50   | 0.24%             | 2059-01-15      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW1299                                        | CUSIP: 3140MSNR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     548075 | PA      | $510837.11    | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                                     | ARIFL 2024-B A2                                  | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     760101 | PA      | $764997.08    | 0.09%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                                                | AG 2024-NLP A                                    | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475166 | PA      | $476694.50    | 0.06%             | 2041-07-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2024-3 A2                                  | CUSIP: 34528QJL9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1002514.80   | 0.12%             | 2029-09-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735642                                        | CUSIP: 31402RHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45293 | PA      | $45361.41     | 0.01%             | 2042-08-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FSPC T-56 3AF                                    | CUSIP: 31393RG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |     269018 | PA      | $272024.78    | 0.03%             | 2043-05-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2007-100 TF                                  | CUSIP: 31396XXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     255976 | PA      | $254673.10    | 0.03%             | 2037-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                                        | NSLT 2016-1A A                                   | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     285942 | PA      | $285650.29    | 0.03%             | 2065-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-H09 FB                                  | CUSIP: 38375UYW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     892200 | PA      | $903484.40    | 0.11%             | 2067-04-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-H10 FB                                  | CUSIP: 38375UZZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1041019 | PA      | $1056306.36   | 0.12%             | 2067-04-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-Jp1                                              | JPMCC 2017-JP7 A3                                | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     290877 | PA      | $284171.38    | 0.03%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5166                                          | CUSIP: 36202FW36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48217 | PA      | $47737.28     | 0.01%             | 2026-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                               | BFCM F 05/24/27 MTN                              | CUSIP: F07337T77<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $658755.53    | 0.08%             | 2027-05-24      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1J1214                                        | CUSIP: 3128NHK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33498 | PA      | $34288.53     | 0.00%             | 2035-09-01      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 4.4 10/15/29                                 | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     800000 | PA      | $794200.24    | 0.09%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Greenpoint Mortgage Funding Trust 2005 Ar4                                                       | GPMF 2006-OH1 A1                                 | CUSIP: 39539GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     184460 | PA      | $168844.96    | 0.02%             | 2037-01-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust 2006-2                                                                   | LUM 2006-7 2A1                                   | CUSIP: 55028BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     193288 | PA      | $176450.72    | 0.02%             | 2036-12-25      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust 2002-3                                                     | MARM 2003-6 3A1                                  | CUSIP: 576433GF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5674 | PA      | $5631.61      | 0.00%             | 2033-12-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2013-H13 FT                                  | CUSIP: 38375B2L5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      81951 | PA      | $81648.88     | 0.01%             | 2063-05-20      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2017-2                                                                | NAVSL 2017-2A A                                  | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2066-12-27      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION                                                              | SFAST 2024-2A A3                                 | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3240260.96   | 0.38%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-38 FA                                   | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1145265 | PA      | $1146005.30   | 0.14%             | 2051-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                          | ARW 5.15 08/21/29                                | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     700000 | PA      | $711051.67    | 0.08%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                                        | CFII 2023-1A A1                                  | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |          0 | PA      | $0.09         | 0.00%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                                           | GS F 05/21/27                                    | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3009264.80   | 0.36%             | 2027-05-21      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 783425                                        | CUSIP: 36241LYW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19344 | PA      | $19197.29     | 0.00%             | 2026-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-5                                                                    | CHAOT 2024-5A A3                                 | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $199897.19    | 0.02%             | 2029-08-27      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2016-11 AF                                   | CUSIP: 3136ARPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     353761 | PA      | $351712.02    | 0.04%             | 2046-03-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BW8874                                        | CUSIP: 3140N12G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1152254 | PA      | $1073659.57   | 0.13%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                                          | NACN F 07/02/27                                  | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1002321.62   | 0.12%             | 2027-07-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: —       |
| American Express Company                                                                         | AXP F 07/26/28                                   | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1808962.98   | 0.21%             | 2028-07-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: —       |
| VERIZON MASTER TR 2021-1                                                                         | VZMT 2024-6 A1A                                  | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1102507.89   | 0.13%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-2                                                                 | TPMT 2020-2 A1A                                  | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1194126 | PA      | $1085822.95   | 0.13%             | 2060-04-25      | Variable      | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2019-9 MA                                    | CUSIP: 3136B35A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     503820 | PA      | $482857.63    | 0.06%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.15 01/01/26                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2278295.02   | 0.27%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                        | TPMT 2020-1 A1                                   | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320884 | PA      | $308300.60    | 0.04%             | 2060-01-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL4364                                        | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53603 | PA      | $55689.67     | 0.01%             | 2042-09-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST                                                                      | BMO 2024-5C8 A3                                  | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     290000 | PA      | $301201.82    | 0.04%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 02/15/28                                  | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $506835.94    | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                               | MSBAM 2015-C24 A4                                | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     161395 | PA      | $160967.62    | 0.02%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                                           | BX 2024-GPA3 A                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     178166 | PA      | $178558.66    | 0.02%             | 2039-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                           | TCO 2024-DPM A                                   | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     315000 | PA      | $315295.38    | 0.04%             | 2039-12-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2007-A                                                     | SLMA 2007-A A4A                                  | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | USGA              | US        |      80313 | PA      | $78382.99     | 0.01%             | 2041-12-16      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 05/15/26                                 | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9835000 | PA      | $9799336.03   | 1.16%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2024-1                                               | PFAST 2024-1A A3                                 | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1097000 | PA      | $1102629.09   | 0.13%             | 2030-01-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 04/16/26                                     | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2907519.99   | 0.34%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-Gs1                                                            | GSMS 2015-GC32 A4                                | CUSIP: 36250PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37433 | PA      | $37387.33     | 0.00%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.875 05/31/26                                 | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1600000 | PA      | $1611580.79   | 0.19%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2019-60 WF                                   | CUSIP: 3136B6VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     516217 | PA      | $511542.74    | 0.06%             | 2059-10-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                 | SMB 2020-A A2A                                   | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335178 | PA      | $322984.52    | 0.04%             | 2037-09-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2020-17 EU                                   | CUSIP: 38382CP47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      62600 | PA      | $55801.27     | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 2.1 08/01/27                                 | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $568436.63    | 0.07%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                 | SMB 2020-PTA A2B                                 | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1013150 | PA      | $1010207.77   | 0.12%             | 2054-09-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-95 KF                                   | CUSIP: 3136BTS53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     552014 | PA      | $551862.60    | 0.07%             | 2054-12-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 0.125 07/15/26                               | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1724921.19   | 0.20%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                        | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5100000 | PA      | $4998686.13   | 0.59%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                        | CUSIP: 01F040685<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5100000 | PA      | $4741805.99   | 0.56%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                        | CUSIP: 01F060683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13300000 | PA      | $13503523.58  | 1.60%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC F 09/12/26                                  | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3008355.93   | 0.36%             | 2026-09-12      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                                    | NRZT 2019-RPL3 A1                                | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     590565 | PA      | $567395.76    | 0.07%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                                        | NAVSL 2020-DA A                                  | CUSIP: 63941HAA0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     330855 | PA      | $313590.00    | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 0.125 10/15/26                               | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $464243.07    | 0.05%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 795297                                        | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27115 | PA      | $27367.95     | 0.00%             | 2044-07-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4948 E                                       | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      88347 | PA      | $80871.40     | 0.01%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW RESI MTG TR 2020-RPL1                                                                        | NRZT 2020-RPL1 A1                                | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     766340 | PA      | $734802.82    | 0.09%             | 2059-11-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     249043 | NS      | $249043.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                                      | NAVSL 2020-A A2A                                 | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     231107 | PA      | $222316.61    | 0.03%             | 2068-11-15      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                                        | AFFRM 2025-X1 A                                  | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     218837 | PA      | $219069.83    | 0.03%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                                   | EFMT 2025-INV2 A1                                | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     249150 | PA      | $249667.32    | 0.03%             | 2070-05-26      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.643 05/07/28                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1348000 | PA      | $1351751.65   | 0.16%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 L                                                              | EFF 2024-4 A3                                    | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     149000 | PA      | $149904.06    | 0.02%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                                          | ALK 5.021 10/20/29 144A                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     380000 | PA      | $376257.58    | 0.04%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 L                                                              | EFF 2025-2 A3                                    | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     220000 | PA      | $221293.93    | 0.03%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                        | TEL 4.5 02/09/31                                 | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     112000 | PA      | $111929.28    | 0.01%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                                    | CWL 2004-6 1A1                                   | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     442440 | PA      | $432590.31    | 0.05%             | 2034-12-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 3.7 06/15/26                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2642482.03   | 0.31%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2003-AR8 A                                  | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46226 | PA      | $45258.16     | 0.01%             | 2033-08-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 721044                                        | CUSIP: 31401XBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3001 | PA      | $3086.73      | 0.00%             | 2033-06-01      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 8746                                          | CUSIP: 36202KWF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        551 | PA      | $550.42       | 0.00%             | 2025-11-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80094                                         | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        104 | PA      | $103.95       | 0.00%             | 2027-07-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2005-AR2 2A1A                               | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63931 | PA      | $63630.15     | 0.01%             | 2045-01-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735653                                        | CUSIP: 31402RH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21575 | PA      | $21625.98     | 0.00%             | 2044-10-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FSPC T-61 1A1                                    | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |     176542 | PA      | $170658.49    | 0.02%             | 2044-07-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FSPC T-32 A1                                     | CUSIP: 3133TSQG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |      76130 | PA      | $76113.01     | 0.01%             | 2031-08-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1G1744                                        | CUSIP: 3128QJ5D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18727 | PA      | $19050.54     | 0.00%             | 2035-08-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                                      | GSR 2005-AR6 2A1                                 | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      23211 | PA      | $22322.35     | 0.00%             | 2035-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass Through Trust 2006 3                                                 | FHAMS 2004-AA1 A1                                | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      47564 | PA      | $47621.33     | 0.01%             | 2034-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Greenpoint Mortgage Funding Trust 2005 Ar4                                                       | GPMF 2005-AR5 1A1                                | CUSIP: 39538WEA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44850 | PA      | $42211.05     | 0.00%             | 2045-11-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-Ar1                                          | SAMI 2005-AR8 A1A                                | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106980 | PA      | $89433.87     | 0.01%             | 2036-02-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MTG TRUST 2021-SJ2                                                                    | TPMT 2021-SJ2 A1A                                | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     361618 | PA      | $350290.35    | 0.04%             | 2061-12-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2007-HY1 1A1                                | CUSIP: 92925VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86872 | PA      | $77629.58     | 0.01%             | 2037-02-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WMALT 2007-OA5 A1B                               | CUSIP: 93936RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14592 | PA      | $18469.33     | 0.00%             | 2047-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V6.833 11/21/26                            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $504130.27    | 0.06%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5227                                          | CUSIP: 36202FYY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     148938 | PA      | $147480.54    | 0.02%             | 2026-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-Ar1                                          | SAMI 2005-AR5 A1                                 | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16828 | PA      | $16105.83     | 0.00%             | 2035-07-19      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.875 02/15/26                               | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1902119.23   | 0.22%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 2.329 01/22/27                            | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $580516.24    | 0.07%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4.7 06/01/27 D                               | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501952.48    | 0.06%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 3.755 03/15/27                               | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     115000 | PA      | $107319.23    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swedish Export Credit Corp.                                                                      | SEK 4 07/15/25 GMTN                              | CUSIP: 87031CAK9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     780000 | PA      | $779831.88    | 0.09%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                         | JPMMT 2021-12 A11                                | CUSIP: 46592WBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     143054 | PA      | $132813.91    | 0.02%             | 2052-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V4.716 08/11/26                           | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $999612.39    | 0.12%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                                                                               | SWEDA 5.337 09/20/27 144A                        | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    2000000 | PA      | $2041135.11   | 0.24%             | 2027-09-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2012-79 FM                                   | CUSIP: 3136A7LX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      79093 | PA      | $78129.09     | 0.01%             | 2042-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM LLC                                                                   | ELFI 2021-A A                                    | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     741986 | PA      | $660388.00    | 0.08%             | 2046-12-26      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                       | VERUS 2021-6 A1                                  | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     698034 | PA      | $610954.76    | 0.07%             | 2066-10-25      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                             | NSANY 3.522 09/17/25 144A                        | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     800000 | PA      | $795551.47    | 0.09%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 2.196 02/04/26                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     700000 | PA      | $689173.48    | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.578 04/22/27                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     500000 | PA      | $488493.45    | 0.06%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                                             | BHF 1.55 05/24/26 144A                           | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     300000 | PA      | $291888.09    | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                             | NAVSL 2020-IA A1B                                | CUSIP: 63942AAB2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     524821 | PA      | $522428.54    | 0.06%             | 2069-04-15      | Floating      | 15.32%                | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 2.125 02/21/26 144A                         | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      81000 | PA      | $79516.61     | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 2.75 02/01/26                                 | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1384259.70   | 0.16%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                                               | ACAFP V1.247 01/26/27 144A                       | CUSIP: 22535WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     250000 | PA      | $245261.39    | 0.03%             | 2027-01-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5115 DA                                      | CUSIP: 3137H0VQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1431089 | PA      | $1261019.60   | 0.15%             | 2042-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                                 | NAVSL 2020-HA A                                  | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     219041 | PA      | $205956.91    | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 1.25 11/24/25 144A                            | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1381041.57   | 0.16%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.5 01/15/26 144A                           | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     700000 | PA      | $701143.48    | 0.08%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gemgarto 2021-1 plc                                                                              | GMG 2021-1A A                                    | CUSIP: BCC2QHUW7<br>LEI: 635400KLHB2FIID9TE45 | Long             | ABS-O            | CORP              | GB        |     240279 | PA      | $330523.22    | 0.04%             | 2067-12-16      | Floating      |  | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 1.162 04/03/26 144A                          | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1951298.00   | 0.23%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: —       |
| American Tower Corporation                                                                       | AMT 1.6 04/15/26                                 | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1467031.86   | 0.17%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                                        | MFRA 2021-RPL1 A1                                | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     536118 | PA      | $488478.89    | 0.06%             | 2060-07-25      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 6.25 01/15/28 144A                          | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402159.60    | 0.05%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                                              | CATMED 1.547 10/01/25                            | CUSIP: 20268JAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $793584.38    | 0.09%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 1.2 03/01/26                                 | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2148683.30   | 0.25%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                            | CHCOCH 3.7 11/15/29                              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     101000 | PA      | $97463.65     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tegna Inc                                                                                        | TGNA 4.625 03/15/28                              | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     510000 | PA      | $497550.90    | 0.06%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                                                 | NRG 2.45 12/02/27 144A                           | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     185000 | PA      | $175648.80    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 5 01/15/29                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136196.64    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                              | STAR 2020-INV1 A1                                | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      52012 | PA      | $49180.30     | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                             | NAVSL 2020-IA A1B                                | CUSIP: 63942AAB2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     346382 | PA      | $344802.84    | 0.04%             | 2069-04-15      | Floating      | 15.32%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.431 03/09/27                               | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     800000 | PA      | $782834.78    | 0.09%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                          | SMB 2021-A B                                     | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101958 | PA      | $98981.33     | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.045 11/19/26                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     580000 | PA      | $572216.16    | 0.07%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 3 LLC                                                  | EDVES 2021-A A                                   | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42058 | PA      | $38647.14     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K121 X1                                     | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     583956 | PA      | $24801.15     | 0.00%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MORTGAGE TRUST                                                                    | ALEN 2021-ACEN A                                 | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350000 | PA      | $335544.07    | 0.04%             | 2034-04-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TR 20-1NYP                                                                    | ONYP 2020-1NYP A                                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240000 | PA      | $233449.70    | 0.03%             | 2036-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                                        | NAVSL 2021-A A                                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28816 | PA      | $26285.91     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUSTS                                                              | UAL 4.875 01/15/26                               | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13295 | PA      | $13279.63     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust 2021-A                                                          | SMB 2021-A APL                                   | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     365553 | PA      | $362946.32    | 0.04%             | 2053-01-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.658 03/11/27 N                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     800000 | PA      | $784876.90    | 0.09%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Apidos Clo XXII                                                                                  | APID 2015-22A A2R                                | CUSIP: 03765XAJ5<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250689.45    | 0.03%             | 2031-04-20      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Twilio Inc                                                                                       | TWLO 3.625 03/15/29                              | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     140000 | PA      | $133410.68    | 0.02%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.75 03/01/27 144A                            | CUSIP: 03690AAD8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     820000 | PA      | $819509.89    | 0.10%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 4.75 04/14/27 144A                        | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     305000 | PA      | $305426.59    | 0.04%             | 2027-04-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Holcim Finance US LLC                                                                            | AMRZ 4.7 04/07/28 144A                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     990000 | PA      | $999260.52    | 0.12%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5.125 05/01/27 144A                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $578531.46    | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KFC Holding Co., Pizza Hut Holdings, LLC Taco Bell of America LLC                                | YUM 4.75 06/01/27 144A                           | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |     265000 | PA      | $264519.93    | 0.03%             | 2027-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Company LLC and PBF Finance Corp.                                                    | PBFENE 9.875 03/15/30 144A                       | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     310000 | PA      | $301774.51    | 0.04%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 5 02/15/27 144A                           | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     580000 | PA      | $579094.45    | 0.07%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                        | ALSN 4.75 10/01/27 144A                          | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     590000 | PA      | $585002.71    | 0.07%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Vistra Operations Co LLC                                                                         | VST 5 07/31/27 144A                              | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199887.23    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mortgage Loan Trust 2017-4                                                                       | NRZT 2017-4A A1                                  | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     391009 | PA      | $375966.02    | 0.04%             | 2057-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                  | SBATOW 1.884 01/15/26 144A                       | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     680000 | PA      | $668964.14    | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 6.625 07/31/26 144A                          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     580000 | PA      | $586737.28    | 0.07%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY 5.75 11/20/25                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200471.54    | 0.02%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Hexcel Corporation                                                                               | HXL 3.95 02/15/27                                | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     750000 | PA      | $743166.88    | 0.09%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 5.125 06/06/27                               | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     580000 | PA      | $587037.72    | 0.07%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.125 03/15/26                               | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     202000 | PA      | $205115.85    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V5.473 03/20/29                           | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1474625.27   | 0.17%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                                                                   | TERP 5 01/31/28 144A                             | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     595000 | PA      | $589344.35    | 0.07%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2019-53 FA                                   | CUSIP: 3136B5K95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     541173 | PA      | $529173.58    | 0.06%             | 2049-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINL ISS TR 2022-3                                                                       | OMFIT 2022-3A A                                  | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1083465 | PA      | $1089568.94   | 0.13%             | 2034-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                  | SBATOW 4.831 10/15/29                            | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $801672.00    | 0.09%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIR2                                                           | BX 2024-AIR2 A                                   | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1630606 | PA      | $1635924.46   | 0.19%             | 2041-10-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                  | VDC 2024-1A A2                                   | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1292933.72   | 0.15%             | 2054-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                                         | DRI 4.35 10/15/27                                | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     640000 | PA      | $641443.11    | 0.08%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 5 12/15/29 144A                            | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $302849.62    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-90 FB                                   | CUSIP: 3136BTXD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1098660 | PA      | $1103093.74   | 0.13%             | 2053-11-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2019-30 FN                                   | CUSIP: 3136B5AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     387396 | PA      | $376422.79    | 0.04%             | 2049-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 6.75 08/01/29 144A                            | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     210000 | PA      | $209410.68    | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LEX 2024-BBG MORTGAGE TRUST                                                                      | LEX 2024-BBG A                                   | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1006035.35   | 0.12%             | 2033-10-13      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES                                                               | AHART 2024-1A A2                                 | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1777837 | PA      | $1779478.22   | 0.21%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5484 FA                                      | CUSIP: 3137HHKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     689991 | PA      | $691758.04    | 0.08%             | 2054-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2024-H20 JF                                  | CUSIP: 38383K2U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     973742 | PA      | $971114.00    | 0.11%             | 2074-11-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 3.65 03/01/28 B                              | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194516.17    | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4904 FA                                      | CUSIP: 3137FN6L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     282122 | PA      | $273416.92    | 0.03%             | 2049-06-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                      | NBNAUS 1 12/03/25 MTN                            | CUSIP: Q6633FAA8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3249543.87   | 0.38%             | 2025-12-03      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Pennsylvania Electric Company                                                                    | FE 5.15 03/30/26 144A                            | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $481177.66    | 0.06%             | 2026-03-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 L                                                              | EFF 2024-3 A3                                    | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1621943.76   | 0.19%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.979 07/22/28                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     755000 | PA      | $764841.85    | 0.09%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                         | GPI 6.375 01/15/30 144A                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     165000 | PA      | $169741.77    | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| OBX 2024-NQM14 TRUST                                                                             | OBX 2024-NQM14 A1                                | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-O            | CORP              | US        |     846193 | PA      | $841950.09    | 0.10%             | 2064-09-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.05 12/30/26 144A                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005514.00   | 0.12%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-88 FD                                   | CUSIP: 3136BT6B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1768888 | PA      | $1773403.32   | 0.21%             | 2054-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2022-C D                                   | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16710 | PA      | $16743.08     | 0.00%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Ford Auto Securitization Trust II                                                                | FASTR 2024-AA A2                                 | CUSIP: 345214BJ8<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |    2352844 | PA      | $1753657.39   | 0.21%             | 2028-07-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                            | SANTAN V5.365 07/15/28 *                         | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1018911.80   | 0.12%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 4.95 07/01/27                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     455000 | PA      | $460444.61    | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                                                 | SEMT 2024-HYB1 A1A                               | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1173552 | PA      | $1186202.60   | 0.14%             | 2063-11-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                                   | CARMX 2024-4 A2A                                 | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1223820 | PA      | $1224965.61   | 0.14%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                                 | SANUK 4.496 12/12/27 144A                        | CUSIP: 80283LBB8<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1416345.53   | 0.17%             | 2027-12-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                                 | BERY 4.875 07/15/26 144A                         | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     233000 | PA      | $232899.65    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2022-C C                                   | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36762 | PA      | $36810.66     | 0.00%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIV AUT TR 2024-S1                                                                    | SDART 2024-S1 R1                                 | CUSIP: 80286UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     972283 | PA      | $973302.01    | 0.12%             | 2029-03-16      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM12 TRUST                                                                             | OBX 2024-NQM12 A1                                | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-O            | CORP              | US        |    1000792 | PA      | $1001552.14   | 0.12%             | 2064-07-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2024-FL11 ISSUER LLC                                                                       | BSPRT 2024-FL11 A                                | CUSIP: 05613RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1305635.50   | 0.15%             | 2057-09-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS Q029 A                                      | CUSIP: 3137HHH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2500000 | PA      | $2499859.00   | 0.30%             | 2027-08-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABNANV F 12/03/28 144A                           | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1399800.53   | 0.17%             | 2028-12-03      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: —       |
| Navient Private Education Loan Trust 2015-c                                                      | NAVSL 2017-5A A                                  | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     487255 | PA      | $483528.17    | 0.06%             | 2066-07-26      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 7.5 09/15/27 144A                           | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504788.67    | 0.06%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                         | G2 5300                                          | CUSIP: 36202F3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     236120 | PA      | $233641.49    | 0.03%             | 2027-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DR AUT REC TR 2024-4                                                                   | SDART 2024-S2 R1                                 | CUSIP: 80287MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1442382 | PA      | $1441998.76   | 0.17%             | 2028-12-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                                  | COLT 2024-6 A1                                   | CUSIP: 19688XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     906770 | PA      | $908067.18    | 0.11%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                              | HII 5.353 01/15/30                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1645279.28   | 0.19%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5 01/31/30                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     600000 | PA      | $611934.24    | 0.07%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                                     | ILMN 5.8 12/12/25                                | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301312.49    | 0.04%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G14241                                        | CUSIP: 3128MC5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180286 | PA      | $178564.35    | 0.02%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank New York Branch                                                          | STANLN 4.853 12/03/27 DMTN                       | CUSIP: 85325X2B1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2035118.98   | 0.24%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5485 BF                                      | CUSIP: 3137HHLA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1846663 | PA      | $1847531.27   | 0.22%             | 2054-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 202                                                              | CITZN 2023-1 A4                                  | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3052038.90   | 0.36%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust 2018-1                                                             | SYNIT 2023-A1 A                                  | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1214130.42   | 0.14%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                         | BMARK 2019-B12 AAB                               | CUSIP: 08162FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     867774 | PA      | $844267.18    | 0.10%             | 2052-08-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                                              | GFORT 2023-1 A1                                  | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3029256.75   | 0.36%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2023-H23 JF                                  | CUSIP: 38383KFR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2318040 | PA      | $2341722.12   | 0.28%             | 2073-09-20      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG E03022                                        | CUSIP: 31294MLB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     580334 | PA      | $574246.40    | 0.07%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 5.125 09/25/27 144A                        | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     535000 | PA      | $542789.76    | 0.06%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2024                                                              | ARES1 2024-IND A                                 | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003058.30   | 0.12%             | 2041-07-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                                                | VERUS 2024-1 A1                                  | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-O            | CORP              | US        |     256349 | PA      | $257033.32    | 0.03%             | 2069-01-25      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.516 03/25/27 144A                          | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2034170.57   | 0.24%             | 2027-03-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V4.968 07/14/28 BKNT                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     765000 | PA      | $774315.39    | 0.09%             | 2028-07-14      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM13 TRUST                                                                             | OBX 2024-NQM13 A1                                | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-O            | CORP              | US        |     794923 | PA      | $792416.42    | 0.09%             | 2064-06-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024-C                                                                    | JDOT 2024-C A3                                   | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2600910.52   | 0.31%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                                                     | CAS 2024-R06 1M2                                 | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     400000 | PA      | $401862.06    | 0.05%             | 2044-09-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2066                                        | CUSIP: 3132DPJK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     471714 | PA      | $439079.79    | 0.05%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG1221                                        | CUSIP: 3133C1LA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     279832 | PA      | $260580.93    | 0.03%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5472 FA                                      | CUSIP: 3137HHEK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2036290 | PA      | $2025887.80   | 0.24%             | 2054-11-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                                         | GCCT 2022-1A A                                   | CUSIP: 380881FE7<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |    2000000 | PA      | $1931988.90   | 0.23%             | 2029-01-15      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.65 10/01/28                                | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307402.68    | 0.04%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                   | NSANY 1.85 09/16/26 REGS                         | CUSIP: U6547TAC4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     700000 | PA      | $668079.38    | 0.08%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-H22 EF                                  | CUSIP: 38382YA52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     422682 | PA      | $423452.43    | 0.05%             | 2072-10-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 5.709 01/09/26                            | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $402104.43    | 0.05%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX3263                                        | CUSIP: 3140N7TV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     505057 | PA      | $470844.97    | 0.06%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 3.65 04/05/27                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     600000 | PA      | $592298.78    | 0.07%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2                                                      | MBART 2023-2 A2                                  | CUSIP: 58769FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2026-11-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 TRUST                                                                              | MFRA 2023-NQM4 A1                                | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197789 | PA      | $198921.98    | 0.02%             | 2068-12-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti S.p.A.                                                                 | CDEP 5.875 04/30/29 144A                         | CUSIP: 147918AC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     300000 | PA      | $314035.30    | 0.04%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.652 04/13/28 MTN                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1227114.47   | 0.15%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2024-H07 FC                                  | CUSIP: 38383KVE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1448410 | PA      | $1446549.21   | 0.17%             | 2074-02-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW5055                                        | CUSIP: 3140MWTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     363854 | PA      | $338680.80    | 0.04%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF1212                                        | CUSIP: 3133BNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     431067 | PA      | $401807.30    | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2023-Nqm6 Trust                                                                              | OBX 2023-NQM6 A1                                 | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     443633 | PA      | $447425.59    | 0.05%             | 2063-07-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Trillium Credit Card Trust Ii                                                                    | TCCT 2023-3A A                                   | CUSIP: 89621ABT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    1500000 | PA      | $1501125.90   | 0.18%             | 2028-08-28      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FIN 2021-1                                                                      | EFF 2023-1 A2                                    | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     616581 | PA      | $618584.71    | 0.07%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.571 04/22/28                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1020914.75   | 0.12%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                                                         | MCCT 2023-2A A                                   | CUSIP: 576339DJ1<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |    2100000 | PA      | $2099156.54   | 0.25%             | 2027-01-21      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                                                       | VALET 2023-2 A2A                                 | CUSIP: 92867YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2027-03-22      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2023-1                                                               | SCCU 2023-1A A2                                  | CUSIP: 805922AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55900 | PA      | $55970.47     | 0.01%             | 2027-06-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     655000 | PA      | $675213.30    | 0.08%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.55 04/01/27                               | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     660000 | PA      | $663590.64    | 0.08%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Skandinaviska Enskilda Banken AB (publ)                                                          | SEB 5.375 03/05/29 144A                          | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    1285000 | PA      | $1324009.70   | 0.16%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW 5.05 03/21/30 144A                           | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     655000 | PA      | $667233.39    | 0.08%             | 2030-03-21      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                                 | PFG 4.95 11/27/29 144A                           | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     670000 | PA      | $681658.70    | 0.08%             | 2029-11-27      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                                                 | OLN 6.625 04/01/33 144A                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     670000 | PA      | $660264.40    | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A A2                                  | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     585101 | PA      | $586663.63    | 0.07%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                                | AMCR 4.8 03/17/28 144A                           | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     660000 | PA      | $664910.41    | 0.08%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V5.741 03/20/31                           | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     435000 | PA      | $446700.47    | 0.05%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| Blue Owl Technology Fin Corp II                                                                  | OTF 6.75 04/04/29                                | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1351871.78   | 0.16%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5 03/01/32 144A                             | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304139.80    | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 4.45 03/01/27 144A                          | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     680000 | PA      | $682649.44    | 0.08%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V5.016 01/12/29                               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     655000 | PA      | $665327.72    | 0.08%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                                    | OAKSCF 6.5 07/23/29                              | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     645000 | PA      | $660836.39    | 0.08%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                                            | ATH 5.322 11/13/31 144A                          | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     670000 | PA      | $675839.18    | 0.08%             | 2031-11-13      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                                                 | ANGINC 5.55 01/28/30 144A                        | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     650000 | PA      | $664217.07    | 0.08%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc.                                                                                     | CARGIL 4.625 02/11/28 144A                       | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     655000 | PA      | $663249.24    | 0.08%             | 2028-02-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-6 FA                                    | CUSIP: 3136BUTN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     360816 | PA      | $362385.96    | 0.04%             | 2055-02-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5513 MF                                      | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3963902 | PA      | $3955808.33   | 0.47%             | 2054-11-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GM FINL AUTO LEASING TR 2025-1                                                                   | GMALT 2025-1 A3                                  | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2014298.60   | 0.24%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                                                  | TLOT 2025-A A3                                   | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2926168.73   | 0.35%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                                       | SCLP 2025-1 A                                    | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     940475 | PA      | $942512.19    | 0.11%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5511 FG                                      | CUSIP: 3137HKKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     799575 | PA      | $800181.63    | 0.09%             | 2055-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 09/30/26                                   | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4635000 | PA      | $4611825.00   | 0.55%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5500 FA                                      | CUSIP: 3137HJAP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1217423 | PA      | $1220284.56   | 0.14%             | 2055-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.25 03/15/30                                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1718228.85   | 0.20%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-19 FC                                   | CUSIP: 3136BVBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     857961 | PA      | $858271.64    | 0.10%             | 2055-03-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-4 FB                                    | CUSIP: 3136BUU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     353543 | PA      | $354448.65    | 0.04%             | 2053-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5 03/01/28                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304546.14    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FNR 2025-18 FM                                   | CUSIP: 3136BVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2839839 | PA      | $2830456.96   | 0.33%             | 2054-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   11150828 | NS      | $11150828.21  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.5 05/15/27                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2420000 | PA      | $2452235.15   | 0.29%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Synchrony Card Issuance Trust 2018-1                                                             | SYNIT 2025-A1 A                                  | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1524475.65   | 0.18%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                                                     | SBALT 2025-A A3                                  | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1006652.45   | 0.12%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-16 FA                                   | CUSIP: 3136BU5D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     845773 | PA      | $845887.33    | 0.10%             | 2055-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.375 02/19/30 5Y                         | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2200000 | PA      | $2244722.68   | 0.27%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                                           | BERRY 2024-1A A                                  | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $502010.50    | 0.06%             | 2037-10-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 5.05 07/12/29                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     527000 | PA      | $539859.32    | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 L                                                              | EFF 2024-3 A4                                    | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51000 | PA      | $52105.06     | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| OHA CREDIT PARTNRS LTD 2021-16                                                                   | OAKC 2021-16A AR                                 | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     330000 | PA      | $331328.05    | 0.04%             | 2037-10-18      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2024-NSTB                                                         | MSC 2024-NSTB A                                  | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     117013 | PA      | $113400.32    | 0.01%             | 2032-07-20      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                           | BX 2024-AIRC B                                   | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     247533 | PA      | $248469.33    | 0.03%             | 2039-08-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C6 MORTGAGE TRUST                                                                      | BMO 2024-5C6 A3                                  | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $276628.97    | 0.03%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BRBK                                                                               | BX 2024-BRBK A                                   | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160887 | PA      | $162291.80    | 0.02%             | 2041-10-15      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                                  | BANK 2024-BNK48 A5                               | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $191225.91    | 0.02%             | 2057-10-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BZ1178                                        | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1036000 | PA      | $1075124.54   | 0.13%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 L                                                              | EFF 2024-3 A3                                    | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157000 | PA      | $159153.23    | 0.02%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES                                                               | GMREV 2024-2 A                                   | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $151082.57    | 0.02%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC                                                     | GALC 2024-2 A2                                   | CUSIP: 39154GAB2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |     164663 | PA      | $165372.90    | 0.02%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.995 07/22/30                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     106000 | PA      | $107959.22    | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                                  | BANK 2021-BN33 ASB                               | CUSIP: 06541CBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     460000 | PA      | $431114.60    | 0.05%             | 2064-05-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CALI COMMERCIAL MORTGAGE TRUST 2024                                                              | CALI 2024-SUN A                                  | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $210614.28    | 0.02%             | 2041-07-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 20                                                              | SMB 2024-D A1B                                   | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     333217 | PA      | $333728.62    | 0.04%             | 2053-07-05      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TRUST                                                                             | PRPM 2024-NQM2 A1                                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80906 | PA      | $82413.34     | 0.01%             | 2069-06-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS NBLA                                                              | NEUB 2022-50A AR                                 | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |     330000 | PA      | $330330.00    | 0.04%             | 2036-07-23      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DWF1                                                                                   | CONE 2024-DFW1 A                                 | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $149675.66    | 0.02%             | 2026-08-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| DBGS 2024-SBL MORTGAGE TRUST                                                                     | DBGS 2024-SBL A                                  | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $180310.91    | 0.02%             | 2034-08-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG F 09/04/25                                   | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     107000 | PA      | $107002.44    | 0.01%             | 2025-09-04      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.2 09/27/29 *                              | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     146000 | PA      | $145036.12    | 0.02%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BFLD 2021-FPM MORTGAGE TRUST                                                                     | BFLD 2021-FPM A                                  | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $150064.26    | 0.02%             | 2038-06-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                                             | BFLD 2024-WRHS A                                 | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     213209 | PA      | $213503.86    | 0.03%             | 2026-08-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.049 07/23/30                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55926.07     | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC                                                           | APTV 4.65 09/13/29                               | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     320000 | PA      | $319302.50    | 0.04%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FNR 2011-48 MG                                   | CUSIP: 31397UES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       4893 | PA      | $4871.96      | 0.00%             | 2026-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                               | MSBAM 2015-C25 A5                                | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     484555 | PA      | $483295.89    | 0.06%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7431                                        | CUSIP: 3138EQHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82100 | PA      | $85345.09     | 0.01%             | 2043-07-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3060                                        | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     269291 | PA      | $261841.28    | 0.03%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                    | SPLLLC 4.2 03/15/28                              | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     136000 | PA      | $135312.12    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                              | SIRI 5 08/01/27 144A                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     265000 | PA      | $262916.76    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2018-TALL A                                | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170000 | PA      | $160982.55    | 0.02%             | 2037-03-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Graham Holdings Co                                                                               | GHC 5.75 06/01/26 144A                           | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200018.00    | 0.02%             | 2026-06-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                                    | SCRT 2018-2 MA                                   | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     146493 | PA      | $142107.17    | 0.02%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC                                                               | SOFI 2018-C A2FX                                 | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26512 | PA      | $26226.44     | 0.00%             | 2048-01-25      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                                                   | CSAIL 2016-C6 XA                                 | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |     571906 | PA      | $2702.54      | 0.00%             | 2049-01-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BE0146                                        | CUSIP: 3140FKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169649 | PA      | $163535.82    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                                           | JPMCC 2018-WPT AFX                               | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $180517.81    | 0.02%             | 2033-07-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5.125 05/01/27 144A                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $748101.02    | 0.09%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.55 07/15/27                                | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     158000 | PA      | $155771.02    | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kkr Clo 21 Ltd                                                                                   | KKR 21 A                                         | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | US        |     138316 | PA      | $138602.67    | 0.02%             | 2031-04-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                                    | SCRT 2018-3 MA                                   | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     180196 | PA      | $173789.71    | 0.02%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS9327                                        | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     259485 | PA      | $252190.18    | 0.03%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                                   | SARM 2004-13 A2                                  | CUSIP: 863579BM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30538 | PA      | $28160.81     | 0.00%             | 2034-09-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                                           | BSARM 2004-5 2A                                  | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32487 | PA      | $30632.37     | 0.00%             | 2034-07-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3710 MG                                      | CUSIP: 3137A1M42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |         37 | PA      | $37.31        | 0.00%             | 2025-08-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 4.2 04/15/27                                  | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      78000 | PA      | $77717.61     | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 3.85 01/26/27                                 | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     389000 | PA      | $386565.20    | 0.05%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-5                                                                 | TPMT 2015-1 A5                                   | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     288452 | PA      | $286863.91    | 0.03%             | 2053-10-25      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                    | SPLLLC 5 03/15/27                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     253000 | PA      | $254600.90    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4459 BN                                      | CUSIP: 3137BHTC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     181906 | PA      | $169659.00    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BC9043                                        | CUSIP: 3140F5BM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     377819 | PA      | $363566.20    | 0.04%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1890                                        | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2640 | PA      | $2547.51      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017 2                                                                 | TPMT 2018-1 A1                                   | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     211627 | PA      | $208953.69    | 0.02%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2018-B A2FX                                 | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23859 | PA      | $23751.10     | 0.00%             | 2047-08-25      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.419 12/20/28                              | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     155000 | PA      | $151539.91    | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS6745                                        | CUSIP: 3138WGP73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     480532 | PA      | $468532.00    | 0.06%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4508                                        | CUSIP: 3140QQAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     334919 | PA      | $334204.97    | 0.04%             | 2037-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 4 03/27/27 144A                           | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     554000 | PA      | $549682.00    | 0.06%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2017-4 A1                                   | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86907 | PA      | $84771.21     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.772 01/24/29 GMTN                          | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56194.42     | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ1707                                        | CUSIP: 3140H23R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261529 | PA      | $254300.37    | 0.03%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 3.95 08/16/25                                | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     740000 | PA      | $739128.21    | 0.09%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                                      | GSR 2004-11 5A1                                  | CUSIP: 36242DFZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25386 | PA      | $25348.18     | 0.00%             | 2034-09-25      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3959 MA                                      | CUSIP: 3137AHGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      49960 | PA      | $50221.43     | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.875 02/15/26                               | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130145.00    | 0.02%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 4.9 03/11/26                                 | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34965.18     | 0.00%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2018-B                                                          | SMB 2018-B A2B                                   | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |      95592 | PA      | $95425.69     | 0.01%             | 2037-01-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust 2022-1                                                         | HOF 2022-1 A1                                    | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     120265 | PA      | $119698.43    | 0.01%             | 2067-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4494 KA                                      | CUSIP: 3137BKUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      20073 | PA      | $20000.89     | 0.00%             | 2042-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX5615                                        | CUSIP: 3138Y7GZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102948 | PA      | $105950.09    | 0.01%             | 2045-06-01      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                                   | SEMT 2017-CH1 A2                                 | CUSIP: 81746HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9378 | PA      | $8702.40      | 0.00%             | 2047-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.9 10/01/27                                 | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61196.65     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.75 02/01/28                               | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13005.78     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 MORTGAGE TRUST                                                                      | BMO 2024-5C3 A3                                  | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $454976.70    | 0.05%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust 2012-E                                                          | SLMA 2004-A A3                                   | CUSIP: 78443CBH6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |      58747 | PA      | $58520.58     | 0.01%             | 2033-06-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.375 10/15/26                               | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     283000 | PA      | $279484.84    | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 2.65 09/01/26                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     271000 | PA      | $265998.16    | 0.03%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust 2016-C32                                      | MSBAM 2016-C32 XA                                | CUSIP: 61691GAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1703976 | PA      | $11869.56     | 0.00%             | 2049-12-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 4.75 01/15/28 144A                        | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $267194.08    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.482 08/23/28                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     235000 | PA      | $235356.75    | 0.03%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V7.39 11/03/28                              | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1250000 | PA      | $1327751.02   | 0.16%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.8 05/12/28                                   | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1349101.22   | 0.16%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                          | MBGGR 4.65 04/01/27 144A                         | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1556346.87   | 0.18%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: —       |
| Guardian Life Global Funding                                                                     | GUARDN 4.798 04/28/30 144A                       | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     340000 | PA      | $346056.86    | 0.04%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM 5.001 04/28/28                                | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     665000 | PA      | $678515.44    | 0.08%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| The Bank of New York Mellon Corp.                                                                | BK V4.587 04/20/27                               | CUSIP: 06405LAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $416020.52    | 0.05%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V4.792 05/09/29 144A                         | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     620000 | PA      | $623286.20    | 0.07%             | 2029-05-09      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.975 01/18/27 144A                      | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1815000 | PA      | $1827536.30   | 0.22%             | 2027-01-18      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| TIERPOINT ISSUER LLC 2023-2                                                                      | TPDC 2023-1A A2                                  | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     266667 | PA      | $266825.86    | 0.03%             | 2053-06-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 02/15/28                                  | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     515000 | PA      | $522041.01    | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 05/15/28                                  | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17625000 | PA      | $17653916.10  | 2.09%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 09/15/27                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11760000 | PA      | $11680528.15  | 1.38%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA Inc.                                                                      | SANUSA V6.499 03/09/29                           | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     635000 | PA      | $662237.66    | 0.08%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                                                 | BMO 5.3 06/05/26                                 | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $655732.96    | 0.08%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                                     | T 4.25 12/31/26                                  | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5795000 | PA      | $5829634.17   | 0.69%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA6 B1                               | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1027588.95   | 0.12%             | 2041-10-25      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                                      | BG 4.2 09/17/29                                  | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     675000 | PA      | $667670.94    | 0.08%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.731 04/25/29                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     370000 | PA      | $374279.98    | 0.04%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                        | NFG 5.5 10/01/26                                 | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1516177.64   | 0.18%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS NAT GAS SECURITIZATION FIN CORP                                                            | TX TNGUTL 5.1 04/01/2035                         | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2833373 | PA      | $2899578.10   | 0.34%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2023-REV                                                                   | FORDR 2023-2 A                                   | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1340313.98   | 0.16%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                                                   | CARMX 2025-2 A2A                                 | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1314723.73   | 0.16%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.994 04/12/29 .                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     360000 | PA      | $365285.51    | 0.04%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.97 04/23/29                               | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     440000 | PA      | $446214.95    | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                                 | CNXC 6.65 08/02/26                               | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1064314.93   | 0.13%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 08/15/27                                  | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9390000 | PA      | $9395868.75   | 1.11%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 4.83 05/09/28 144A                           | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     670000 | PA      | $673961.81    | 0.08%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 L                                                              | EFF 2025-2 A2                                    | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1272254.69   | 0.15%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                                     | MDLZ 4.25 05/06/28                               | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     816000 | PA      | $817456.51    | 0.10%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V6.361 10/27/28                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     650000 | PA      | $677760.59    | 0.08%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.847 03/02/27                              | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $908044.48    | 0.11%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | CAG 5.3 10/01/26                                 | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     975000 | PA      | $985200.16    | 0.12%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                     | CARGIL 4.5 06/24/26 144A                         | CUSIP: 141781CA0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     655000 | PA      | $657009.24    | 0.08%             | 2026-06-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.775 06/12/29                              | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     655000 | PA      | $680257.28    | 0.08%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.4 04/06/26                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1316188.68   | 0.16%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                                           | OBDC 3.75 07/22/25                               | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     510000 | PA      | $509609.91    | 0.06%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                         | SHBASS 5.5 06/15/28 144A                         | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     645000 | PA      | $666707.56    | 0.08%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                                   | PACLIF 4.45 05/01/28 144A                        | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1325727.44   | 0.16%             | 2028-05-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: —       |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                                                     | ODART 2023-1A A                                  | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2221297.32   | 0.26%             | 2029-11-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.65 06/26/26 144A                        | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2222552.52   | 0.26%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| American Express Company                                                                         | AXP V5.389 07/28/27                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2035458.28   | 0.24%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                               | CPGX 6.055 08/15/26 144A                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $764451.15    | 0.09%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc.                                                                        | GS V4.937 04/23/28                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     225000 | PA      | $226840.93    | 0.03%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                                            | PNC V4.543 05/13/27                              | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     610000 | PA      | $610389.57    | 0.07%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                                   | USB V4.73 05/15/28                               | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     550000 | PA      | $552946.73    | 0.07%             | 2028-05-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                                             | EIX V5.375 PERP A                                | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     685000 | PA      | $646654.80    | 0.08%             | 2049-12-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V5.82 11/04/28                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1290802.77   | 0.15%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.847 03/02/27                              | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     655000 | PA      | $660854.60    | 0.08%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                                   | PL 4.335 09/13/27 144A                           | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1150500.85   | 0.14%             | 2027-09-13      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-2 Owner Trust                                                        | HAROT 2025-2 A2A                                 | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1269202.44   | 0.15%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DnB Bank ASA                                                                                     | DNBNO V5.896 10/09/26 144A                       | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     655000 | PA      | $657453.11    | 0.08%             | 2026-10-09      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.711 01/12/27 144A                         | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     650000 | PA      | $653967.06    | 0.08%             | 2027-01-12      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2025-1                                                        | RMIT 2025-1 A                                    | CUSIP: 75908AAA0<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1321097.08   | 0.16%             | 2034-04-17      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                              | WFCM 2025-DWHP A                                 | CUSIP: 95004EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1280000 | PA      | $1280396.93   | 0.15%             | 2038-04-15      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                                      | KEYS 5.35 07/30/30                               | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     740000 | PA      | $763443.06    | 0.09%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Western Southern Global Funding                                                                  | WSFIN 4.9 05/01/30 144A                          | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1060416.13   | 0.13%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                                                              | DEFT 2025-1 A2                                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1315800.03   | 0.16%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                            | WDSAU 4.9 05/19/28                               | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1270000 | PA      | $1278872.85   | 0.15%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                             | ROSW 5.593 11/13/33 144A                         | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     640000 | PA      | $678933.35    | 0.08%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.482 08/23/28                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     660000 | PA      | $661001.95    | 0.08%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                     | NYLIFE 4.85 01/09/28 144A                        | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     655000 | PA      | $666566.22    | 0.08%             | 2028-01-09      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TR 2021-1                                                                         | VZMT 2025-4 A                                    | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1333252.57   | 0.16%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2025-D A                                   | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1276773.86   | 0.15%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.68 06/26/28 144A                        | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     650000 | PA      | $667281.65    | 0.08%             | 2028-06-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                                            | AMRZ 4.6 04/07/27 144A                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     800000 | PA      | $803592.54    | 0.09%             | 2027-04-07      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Comerica Incorporated                                                                            | CMA V5.982 01/30/30                              | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1337010.39   | 0.16%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 7.25 04/01/29 144A                          | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     655000 | PA      | $689761.11    | 0.08%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 4.5 05/14/27                              | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     430000 | PA      | $433158.04    | 0.05%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.75 06/15/54                               | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     650000 | PA      | $675980.50    | 0.08%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                                   | C V4.643 05/07/28                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     610000 | PA      | $611697.70    | 0.07%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V6.848 01/03/30                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     640000 | PA      | $675970.34    | 0.08%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.526 07/11/31 144A                          | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     660000 | PA      | $674734.45    | 0.08%             | 2031-07-11      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                                                                        | FG 7.4 01/13/28                                  | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     635000 | PA      | $665428.23    | 0.08%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7 05/01/29 144A                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     645000 | PA      | $672149.99    | 0.08%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V6.615 10/20/27                              | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     655000 | PA      | $673526.15    | 0.08%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.04 01/23/28                               | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     655000 | PA      | $661421.60    | 0.08%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5.05 05/16/29                             | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     650000 | PA      | $667474.86    | 0.08%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                                              | NWG 4.789 03/21/28 144A                          | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $262961.01    | 0.03%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC                                                          | VW 5.05 03/27/28 144A                            | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     580000 | PA      | $583482.39    | 0.07%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Mutual Of Omaha Cps Global Funding                                                               | MUTOMA 5 04/01/30 144A                           | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1340765.17   | 0.16%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                     | AMXCA 2025-3 A                                   | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     950000 | PA      | $964966.63    | 0.11%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                               | RGA 5.5 01/11/31 144A                            | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     645000 | PA      | $665732.34    | 0.08%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                                | HRL 4.8 03/30/27                                 | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     655000 | PA      | $661971.04    | 0.08%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| American Express Company                                                                         | AXP V5.645 04/23/27                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     650000 | PA      | $656138.64    | 0.08%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                          | EQH 5 03/27/30 144A                              | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1335567.30   | 0.16%             | 2030-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.85 03/25/27 144A                        | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     970000 | PA      | $974573.55    | 0.12%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RE                                                              | GMCAR 2025-2 A2A                                 | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1271627.95   | 0.15%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V7.161 10/30/29 MTN                          | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     625000 | PA      | $676175.01    | 0.08%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                              | FSK 7.875 01/15/29                               | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     625000 | PA      | $659847.33    | 0.08%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                               | NWMLIC 5.07 03/25/27 144A                        | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     655000 | PA      | $665584.36    | 0.08%             | 2027-03-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.583 03/01/28                              | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     650000 | PA      | $661874.64    | 0.08%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 5.125 09/25/27 144A                        | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     670000 | PA      | $679755.40    | 0.08%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 07/10/25                                     | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      61000 | PA      | $60936.15     | 0.01%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BTOPN DEUTSCHE TO 01/0                                                                           | BTOPN DEUTSCHE TO 01/0                           | CUSIP: 77799JUN9<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   14100000 | PA      | $14100000.00  | 1.67%             | 2025-07-01      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2023-C A                                   | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1015263.35   | 0.12%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | SNLN 5.15 03/20/27                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $329015.52    | 0.04%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CARVANA AUTO RECEIVABLES TRUST 2024                                                              | CRVNA 2024-P1 A3                                 | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3018567.90   | 0.36%             | 2029-04-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.55 11/01/26                                | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     715000 | PA      | $725031.14    | 0.09%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024                                                              | HART 2024-A A3                                   | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $908430.84    | 0.11%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GS MTG SEC CORP TR 2023-SHIP                                                                     | GSMS 2023-SHIP B                                 | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1196941.86   | 0.14%             | 2026-09-06      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.798 08/10/26                               | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1757481.84   | 0.21%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                                                                      | JDOT 2024-A A3                                   | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2019439.70   | 0.24%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 3.65 04/15/29                             | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     690000 | PA      | $677177.28    | 0.08%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                                       | ADM 3.25 03/27/30                                | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     710000 | PA      | $677814.83    | 0.08%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MFA 2023-INV2 TRUST                                                                              | MFRA 2023-INV2 A1                                | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150598 | PA      | $152293.23    | 0.02%             | 2066-09-25      | Variable      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI TECHNOLOGY 2023-1                                                                      | PATH 2023-1 A                                    | CUSIP: 69547YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     444000 | PA      | $429656.60    | 0.05%             | 2040-10-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2023-NQM2 TRUST                                                                             | PRPM 2023-NQM2 A1                                | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84142 | PA      | $84612.46     | 0.01%             | 2068-08-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Inc.                                                                                | VNOM 7.375 11/01/31 144A                         | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1555610.48   | 0.18%             | 2031-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V5 MORTGAGE TRUST                                                                 | BMARK 2024-V5 A3                                 | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $270081.58    | 0.03%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.875 04/30/26                                 | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16200000 | PA      | $16302570.22  | 1.93%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GSAT TRUST 2025-BMF                                                                              | GSAT 2025-BMF A                                  | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     530000 | PA      | $531013.84    | 0.06%             | 2030-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.875 05/15/28                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $684496.09    | 0.08%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                               | ARCC 3.25 07/15/25                               | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1309212.55   | 0.15%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                                    | SCGAU 3.625 01/28/26 144A                        | CUSIP: 80622GAD6<br>LEI: 254900WXZH7NYJGRVJ58 | Long             | DBT              | CORP              | AU        |     655000 | PA      | $651205.11    | 0.08%             | 2026-01-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Harvest Midstream I LP                                                                           | HARMID 7.5 09/01/28 144A                         | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     655000 | PA      | $666623.63    | 0.08%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                       | CNHI 1.875 01/15/26                              | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1320118.76   | 0.16%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.75 07/31/27                                  | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1961210.93   | 0.23%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5                                                    | SDART 2023-5 A3                                  | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     865865 | PA      | $869548.54    | 0.10%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2024-A                                                                       | CNH 2024-A A3                                    | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     384752 | PA      | $386912.19    | 0.05%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-1 L                                                              | EFF 2024-1 A3                                    | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $50978.58     | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MARICOPA CNTY ARIZ INDL DEV AUTH                                                                 | AZ MAREDU 7.38 10/01/2029                        | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     180000 | PA      | $186517.98    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 04/30/27                                  | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $10000000.00  | 1.18%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                        | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2160000 | PA      | $2195162.83   | 0.26%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.887 01/10/28                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     670000 | PA      | $664112.60    | 0.08%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V3.442 02/07/28 MTN                           | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     670000 | PA      | $662854.64    | 0.08%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 4.25 11/01/29 144A                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     685000 | PA      | $671101.77    | 0.08%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                                 | AAL 5.5 04/20/26 144A                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     533333 | PA      | $532442.81    | 0.06%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-6                                                                  | AOMT 2023-6 A1                                   | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-O            | CORP              | US        |     153817 | PA      | $155001.84    | 0.02%             | 2067-12-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TR 2021-1                                                                         | VZMT 2024-1 A1A                                  | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     830000 | PA      | $831827.78    | 0.10%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                                         | MET 5.25 04/12/29 144A                           | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     650000 | PA      | $669450.77    | 0.08%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 09/30/26                                   | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $298500.00    | 0.04%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 4.85 01/05/29                                | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     126000 | PA      | $128041.30    | 0.02%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2024-                                                              | BLP 2024-IND2 A                                  | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2041-03-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| James Hardie International Finance Designated Activity Company                                   | JHXAU 5 01/15/28 144A                            | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     675000 | PA      | $672123.62    | 0.08%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC Inc.                                                                           | GBDC 2.5 08/24/26                                | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     690000 | PA      | $671661.62    | 0.08%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                                     | T 3.5 04/30/28                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32595000 | PA      | $32423112.22  | 3.83%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6                                                        | BRAVO 2023-NQM6 A1                               | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     333510 | PA      | $336659.23    | 0.04%             | 2063-09-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                                        | CFII 2023-2A A1                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     233229 | PA      | $236409.95    | 0.03%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.173 01/16/30                               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112325.85    | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                                               | PRPM 2024-RCF1 A1                                | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81151 | PA      | $79641.30     | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-1 L                                                              | EFF 2024-1 A2                                    | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     262269 | PA      | $264228.81    | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                          | OMFIT 2025-1A A                                  | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     650000 | PA      | $654151.96    | 0.08%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  3 | On Loan: No      |
| Skymiles IP Ltd. & Delta Air Lines Inc.                                                          | DAL 4.75 10/20/28 144A                           | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |     660000 | PA      | $661841.00    | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 08/15/26                                 | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $7533837.90   | 0.89%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2024-A                                                                | MMAF 2024-A A3                                   | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134685 | PA      | $136822.90    | 0.02%             | 2031-07-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 04/15/28                                  | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     600000 | PA      | $600843.75    | 0.07%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Navistar FinDeal                                                                                 | NAVMT 2023-1 A                                   | CUSIP: 63938PBU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     184000 | PA      | $184231.99    | 0.02%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2023-A L                                                              | ELFI 2023-A A                                    | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     417491 | PA      | $434915.29    | 0.05%             | 2048-02-04      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.1 12/01/28                                  | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     152000 | PA      | $159730.77    | 0.02%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZA2257                                        | CUSIP: 31329KQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      68012 | PA      | $66729.76     | 0.01%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2                                               | PFAST 2023-2A A3                                 | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     353874 | PA      | $356638.55    | 0.04%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TR 2021-1                                                                         | VZMT 2024-2 A                                    | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     113000 | PA      | $115310.67    | 0.01%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                         | DUK 5.1 03/15/34                                 | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     655000 | PA      | $664749.95    | 0.08%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                                | GCRED 5.8 09/12/29                               | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     660000 | PA      | $659576.96    | 0.08%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 1.25 01/08/26                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1325355.57   | 0.16%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                                      | MA MASEDU 6.35 07/01/2049                        | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     145000 | PA      | $149138.87    | 0.02%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GS MTG SECR CORP TR 2024-RVR                                                                     | GSMS 2024-RVR A                                  | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101225.76    | 0.01%             | 2029-08-10      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd / LLC                                                                   | CIFC 2021-4A BR                                  | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $250518.03    | 0.03%             | 2037-07-23      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                                           | BGCLO 2021-2A A1R                                | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250968.13    | 0.03%             | 2037-10-19      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | HON 4.7 02/01/30                                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162441.44    | 0.02%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Perpetual Corporate Trust Limited Atf Triton Bond Trust 2021-2 In Respect Of Series 1            | TRTN 2021-2 A1AU                                 | CUSIP: Q744CHAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     281288 | PA      | $184859.27    | 0.02%             | 2053-02-09      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.875 04/30/26                                 | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     795000 | PA      | $800033.54    | 0.09%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Acrec 2025-FL3 LLC                                                                               | ACREC 2025-FL3 A                                 | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     800000 | PA      | $798594.48    | 0.09%             | 2042-08-18      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     230000 | PA      | $237097.80    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.623 05/09/29                              | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1353716.82   | 0.16%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-S                                                              | DRIVE 2025-S1 R1                                 | CUSIP: 26210HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     877680 | PA      | $881105.42    | 0.10%             | 2029-06-16      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V4.634 07/03/29 144A                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     835000 | PA      | $837264.62    | 0.10%             | 2029-07-03      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Indymac Indx 07-Fl                                                                               | INDX 2007-FLX3 A2                                | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81975 | PA      | $101852.01    | 0.01%             | 2037-06-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CO AUT REC TR 25-1                                                                  | GMCAR 2025-1 A3                                  | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1514309.55   | 0.18%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH F 07/16/26 144A                              | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001502.80   | 0.12%             | 2026-07-16      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.979 01/24/29                              | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014514.66   | 0.12%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 03/15/30 144A                           | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     260000 | PA      | $264566.90    | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Alumina Pty Ltd.                                                                                 | AA 6.125 03/15/30 144A                           | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     265000 | PA      | $269168.19    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V4.792 05/09/29 144A                         | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1410000 | PA      | $1417473.46   | 0.17%             | 2029-05-09      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 4.7 06/23/28                                 | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     245000 | PA      | $247140.74    | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG 4.4 07/15/28                                 | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     435000 | PA      | $437599.96    | 0.05%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VDCM COMMER. MTGE. TS VAR                                                                        | VDCM COMMER. MTGE. TS VAR                        | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1405555.75   | 0.17%             | 2044-07-13      | Floating      | 5.23%                 | No            |                  3 | On Loan: No      |
| American Express Company                                                                         | AXP V4.731 04/25/29                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     865000 | PA      | $875005.90    | 0.10%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V5.737 05/15/29                             | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     265000 | PA      | $269774.12    | 0.03%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                       | HLEND 5.3 06/05/27 144A                          | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1117329.92   | 0.13%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: —       |
| COLT 2025-6 MORTGAGE LOAN TRUST                                                                  | COLT 2025-6 A1                                   | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1409955.74   | 0.17%             | 2070-08-25      | Variable      | 5.53%                 | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.915 01/24/29                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2331448.45   | 0.28%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.65 04/01/28                               | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     640000 | PA      | $646644.21    | 0.08%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC                                                     | GALC 2025-1 A3                                   | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003383.65   | 0.12%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                       | EVRG 4.7 03/13/28                                | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     525000 | PA      | $531230.04    | 0.06%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                                   | MS V4.994 04/12/29 .                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     725000 | PA      | $735644.43    | 0.09%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.97 04/23/29                               | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1095254.87   | 0.13%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT 2025-LEAF1 LLC                                                                     | MTLRF 2025-1A A3                                 | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1014860.20   | 0.12%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                       | ARESSI 5.45 09/09/28 144A                        | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1120799.04   | 0.13%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Progress 2020-1 Trust                                                                            | PROGS 2020-1 A                                   | CUSIP: Q7S0C5AA0<br>LEI: 549300WU3U2KIA8O4L72 | Long             | ABS-O            | CORP              | AU        |     540570 | PA      | $356140.51    | 0.04%             | 2051-01-21      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.937 04/23/28                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     735000 | PA      | $741013.71    | 0.09%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                                   | USB V4.73 05/15/28                               | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     700000 | PA      | $703750.38    | 0.08%             | 2028-05-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES5                                                                    | RCKT 2025-CES5 A1A                               | CUSIP: 74942CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1009629.80   | 0.12%             | 2055-06-25      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                          | OMFIT 2025-1A A                                  | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1257984.54   | 0.15%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5493 FK                                      | CUSIP: 3137HHWV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1008487 | PA      | $1006159.74   | 0.12%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-103 FC                                  | CUSIP: 3136BUQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1499011 | PA      | $1498834.34   | 0.18%             | 2055-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                                                               | JPMMT 2024-NQM1 A1                               | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     687931 | PA      | $692143.48    | 0.08%             | 2064-02-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                        | AER 4.875 04/01/28                               | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1240000 | PA      | $1252813.78   | 0.15%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| POST ROAD EQUIPMENT 2025-1 LLC                                                                   | PREF 2025-1A A2                                  | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $603722.28    | 0.07%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 5.875 03/01/28 144A                         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     735000 | PA      | $746415.29    | 0.09%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5 03/01/28                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     350000 | PA      | $355303.83    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Huntington National Bank Maryland                                                                | HBAN V4.871 04/12/28                             | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     690000 | PA      | $694564.65    | 0.08%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                                                                 | KCOT 2025-2A A3                                  | CUSIP: 50117LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2010457.23   | 0.24%             | 2029-09-17      | Fixed         | 4.42%                 | Yes           |                  3 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V4.729 04/20/29                               | CUSIP: 06405LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $446281.81    | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                                | MTB V4.762 07/06/28                              | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     345000 | PA      | $347454.12    | 0.04%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 06/15/28                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1340000 | PA      | $1347171.09   | 0.16%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2007-30 FH                                   | CUSIP: 38375J3R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      35270 | PA      | $34831.35     | 0.00%             | 2037-05-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-H07 FM                                  | CUSIP: 38376RRJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       1565 | PA      | $1567.84      | 0.00%             | 2066-02-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 06/15/27                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $508359.38    | 0.06%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 4.95 01/13/28 144A                         | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     350000 | PA      | $354612.87    | 0.04%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.9 01/24/28 W                              | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3224212.93   | 0.38%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 L                                                              | EFF 2025-1 A3                                    | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1015442.55   | 0.12%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.786 03/04/29                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1541185.91   | 0.18%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES6                                                                    | RCKT 2025-CES6 A1A                               | CUSIP: 748949AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $499996.60    | 0.06%             | 2055-06-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| 3M Company                                                                                       | MMM 4.8 03/15/30                                 | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      64000 | PA      | $65084.58     | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.85 04/01/30                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17241.36     | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                                       | SCLP 2025-1 A                                    | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     192014 | PA      | $192429.57    | 0.02%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | PEG 4.9 03/15/30                                 | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      98000 | PA      | $99721.86     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I, LLLC                                                                           | QTS 2025-1A A2                                   | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     730000 | PA      | $740877.00    | 0.09%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                    | MCMLT 2017-1 M2                                  | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89711 | PA      | $88395.30     | 0.01%             | 2058-11-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.65 04/01/28                               | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111141.97    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C33                                                                   | BBCMS 2025-5C33 A4                               | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $188589.05    | 0.02%             | 2058-03-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                                                     | CROSS 2025-H2 A1                                 | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     243045 | PA      | $243239.62    | 0.03%             | 2070-03-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                        | HASI 6.15 01/15/31                               | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     530000 | PA      | $536801.88    | 0.06%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.45 03/06/31                               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     259000 | PA      | $261336.20    | 0.03%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| INTOWN MTG TR 2025-STAY                                                                          | TOWN 2025-STAY A                                 | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $319073.25    | 0.04%             | 2042-03-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                                | MTB V4.762 07/06/28                              | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     585000 | PA      | $589161.33    | 0.07%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Texas Commercial Mortgage Trust 2025-Twr                                                         | TEXAS 2025-TWR A                                 | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     234000 | PA      | $233881.00    | 0.03%             | 2042-04-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                            | BFLD 2025-EWEST A                                | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     520000 | PA      | $521173.72    | 0.06%             | 2042-06-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-D                                                          | SMB 2022-D A1B                                   | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     567787 | PA      | $578391.31    | 0.07%             | 2058-10-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                              | OMERFT 4 04/20/28 144A                           | CUSIP: 682142AJ3<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |     555000 | PA      | $556362.31    | 0.07%             | 2028-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2020-127 LP                                  | CUSIP: 38382HX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     421914 | PA      | $339287.41    | 0.04%             | 2050-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Finance Trust                                                                   | ONTTFT 4.25 04/25/28 144A                        | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |     315000 | PA      | $317955.17    | 0.04%             | 2028-04-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -851638 | NC      | $13828.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -335704 | NC      | $17717.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -4889 | NC      | $132.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -5111 | NC      | $136.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -347748 | NC      | $4591.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -233516 | NC      | $1163.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -29074 | NC      | $664.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -34271 | NC      | $517.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -55625 | NC      | $905.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -201905 | NC      | $2896.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -13156 | NC      | $169.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -1041221 | NC      | $27179.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -14659 | NC      | $124.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -56290 | NC      | $292.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -926 | NC      | $4.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -1259 | NC      | $5.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -2780 | NC      | $12.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -4106 | NC      | $19.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -644 | NC      | $2.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -285 | NC      | $1.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -62060 | NC      | $360.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -13344 | NC      | $77.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -11238 | NC      | $31.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -24920 | NC      | $57.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -25106 | NC      | $1.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -25105 | NC      | $4.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -24860 | NC      | $-20.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -24860 | NC      | $-53.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -25066 | NC      | $-17.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -24819 | NC      | $123.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -26312 | NC      | $115.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -32076 | NC      | $295.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -32307 | NC      | $427.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -32150 | NC      | $343.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -28689 | NC      | $336.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -14179 | NC      | $54.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -39840 | NC      | $-108.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -27816 | NC      | $88.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -18114 | NC      | $92.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -14469 | NC      | $-15.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -2243 | NC      | $-2.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -35759 | NC      | $475.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -52629 | NC      | $154.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                          | CURRENCY CONTRACT - JPY                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -9964 | NC      | $34.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -80537 | NC      | $786.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -199951 | NC      | $8343.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -143382 | NC      | $5532.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -18655 | NC      | $731.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -230000 | NC      | $30480.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -14000 | NC      | $1614.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -32236 | NC      | $2946.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -27582 | NC      | $610.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -27587 | NC      | $643.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -14414 | NC      | $328.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -77072 | NC      | $1884.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -7104 | NC      | $170.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -563 | NC      | $13.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -1690 | NC      | $40.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -643 | NC      | $15.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -76979 | NC      | $1932.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -84040 | NC      | $210.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -25949291 | NC      | $-110480.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -223954612 | NC      | $-2946.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -1534000 | NC      | $-62742.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -2884904 | NC      | $-18070.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -10414692 | NC      | $-142629.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -311000 | NC      | $-7921.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -457636 | NC      | $-2945.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -93934 | NC      | $-4081.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -62627 | NC      | $-526.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -224697810 | NC      | $-2429.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -18711891 | NC      | $-204.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -953601 | NC      | $-257.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -1019719 | NC      | $-414.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -13636200 | NC      | $-101.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -1394731 | NC      | $-828.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -2403549 | NC      | $-690.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -409073 | NC      | $-7366.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -57907 | NC      | $-1055.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -382658 | NC      | $-3200.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -5821 | NC      | $-49.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -1916961 | NC      | $-5082.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -625622 | NC      | $-11417.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -2881134 | NC      | $-20474.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -311000 | NC      | $-3766.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -456894 | NC      | $-420.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -9099692 | NC      | $-25766.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -378909 | NC      | $-268.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -265000 | NC      | $-4506.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -8638 | NC      | $65.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -7377 | NC      | $161.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -7377 | NC      | $161.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -15367 | NC      | $252.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                                      | FUT. CME 3MO SOFR MAR26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        696 | NC      | $168084000.00 | 19.87%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                                      | FUT. CME 3MO SOFR JUN25                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        312 | NC      | $74618700.00  | 8.82%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                                       | SEP 25 ME 10Y CDN SEP 25                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -5 | NC      | $-447953.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES SEP25                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -42 | NC      | $-4709250.00  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES SEP25                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -47 | NC      | $-5269875.00  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS SEP25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -13 | NC      | $-1501093.75  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE SEP25                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -75 | NC      | $-8569921.88  | -1.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE SEP25                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -46 | NC      | $-5256218.75  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS SEP25                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -84 | NC      | $-10006500.00 | -1.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS SEP25                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -1 | NC      | $-119125.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | SEP 25 5 YR T NOTESEP 25                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          5 | NC      | $545000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | SEP 25 5 YR T NOTESEP 25                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -220 | NC      | $-23980000.00 | -2.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | SEP 25 5 YR T NOTESEP 25                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        994 | NC      | $108346000.00 | 12.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | SEP 25 5 YR T NOTESEP 25                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -15 | NC      | $-1635000.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | SEP 25 US 2YR SEP 25                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        316 | NC      | $65735406.22  | 7.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | SEP 25 US 2YR SEP 25                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -50 | NC      | $-10401171.87 | -1.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | SEP 25 US 2YR SEP 25                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        418 | NC      | $86953796.83  | 10.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | SEP 25 US 2YR SEP 25                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         31 | NC      | $6448726.56   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                | FUT. EURX EUR-BOBL SEP25                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |          1 | NC      | $138621.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                | FUT. EURX E-SCHATZ SEP25                         | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |         19 | NC      | $2400367.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SWO USD RCV 3.6 PAY SOFR                                                                         | SWO USD RCV 3.6 PAY SOFR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   76800000 | NC      | $54604.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                        | SWO USD RCV SOFR 1D PAY 4                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   76800000 | NC      | $0.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX CDX.NA.IG.44 (5Y)                                                                        | SWO_CDX CDX.NA.IG.44 (5Y)                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |   -1800000 | NC      | $-111.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 5                                                                        | SWO USD RCV SOFR 1D PAY 5                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    9200000 | NC      | $0.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX CDX.NA.IG.44 (5Y)                                                                        | SWO_CDX CDX.NA.IG.44 (5Y)                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |  -12700000 | NC      | $-861.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     438138 | NS      | $438137.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    1965000 | NS      | $1965000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    3962200 | NS      | $3962199.52   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    2783074 | NS      | $2783073.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4.1% 11-FEB-2026                                                      | OIS_CCP USD RCV SOFR1D PAY 4.1% 11-FEB-2026      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   24600000 | OU      | $31669.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 19-MAR-2030                                                     | OIS_CCP GBP RCV 3.5% PAY SONIA1D 19-MAR-2030     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    7000000 | OU      | $-83684.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.62% 30-NOV-2029                                                     | OIS_CCP USD RCV SOFR1D PAY 3.62% 30-NOV-2029     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   89254000 | OU      | $-908524.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.861656% 28-FEB-2029                                                 | OIS_CCP USD RCV SOFR1D PAY 3.861656% 28-FEB-2029 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    6100000 | OU      | $-86397.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 4.5% PAY BBSW6M 20-SEP-2033                                                      | IRS_CCP AUD RCV 4.5% PAY BBSW6M 20-SEP-2033      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    1600000 | OU      | $41109.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029                                                     | OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    1700000 | OU      | $-17827.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.44 1% 20300620                                                              | CDS_IX_CCP CDX.NA.IG.44 1% 20300620              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |   14700000 | OU      | $-324208.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** GuideStone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer