# EDGAR Filing Document

**Accession Number:** 0001635295
**File Stem:** 0000940400-25-013884
**Filing Date:** 2025-12
**Character Count:** 321986
**Document Hash:** 13dd04c157348eec02cd0888d14da504
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013884.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013884

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Absolute Insight Funds, Inc.
- **CENTRAL INDEX KEY:** 0001635295

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23036
- **FILM NUMBER:** 251587151

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** (212) 922-6400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

## Series and Classes Contracts Data

### BNY Mellon Core Plus Fund (Series ID: S000059721)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000195444 | Class A      | DCPAX           |
| C000195445 | Class C      | DCPCX           |
| C000195446 | Class I      | DCPIX           |
| C000195447 | Class Y      | DCPYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Absolute Insight Funds, Inc.

- **b. Investment Company Act file number:** 811-23036

- **c. CIK number of Registrant:** 0001635295

- **d. LEI of Registrant:** 549300FDPJFMG9QZEW26

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Core Plus Fund

- **b. EDGAR series identifier (if any):** S000059721

- **c. LEI of Series:** 549300E4WKPQ5Z055X94

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

- **a. Date of fiscal year-end:** 2026-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2692882861.37

**Total Liabilities:** $139098404.27

**Net Assets:** $2553784457.10

**Delayed Delivery Securities:** $9040580.00

**Cash Not Reported:** $35290796.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1379.02318000 | **1-Year:** 56160.87798000 | **5-Year:** 516661.45455000 | **10-Year:** 311552.86344000 | **30-Year:** 33059.05688000

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

- **3-Month:** 564.73771000 | **1-Year:** 22189.03658000 | **5-Year:** 57797.36316000 | **10-Year:** 17109.10404000 | **30-Year:** 640.40123000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195444 | 1.36%                | 1.11%                | 0.61%                |
| Class ID C000195445 | 1.30%                | 1.05%                | 0.65%                |
| Class ID C000195446 | 1.39%                | 1.13%                | 0.64%                |
| Class ID C000195447 | 1.39%                | 1.13%                | 0.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1487354.93              | $20456117.45                               |
| Month 2  | $6875693.28              | $12291697.46                               |
| Month 3  | $-432271.47              | $4522031.49                                |

**Designated Index Information**

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

- **Index Identifier:** LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-OAT                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -643 | NC      | $-554920.58   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1128.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                     | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2456055.60   | 0.10%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                        | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3717231.45   | 0.15%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BELRON UK FINANCE PLC                                             | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     720000 | PA      | $729995.76    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DU3E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26040369 | PA      | $26198315.71  | 1.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ETE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1180916 | PA      | $1211015.01   | 0.05%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179EEQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     905330 | PA      | $856431.20    | 0.03%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4019693 | PA      | $4070823.67   | 0.16%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                    | Apidos CLO XXXIX Ltd                                                            | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5007335.00   | 0.20%             | 2038-10-21      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                            | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     400000 | PA      | $435400.00    | 0.02%             | 2028-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZALANDO SE                                                        | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $443193.35    | 0.02%             | 2027-08-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1732232.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8166927 | PA      | $4514917.09   | 0.18%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $11005012.70  | 0.43%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                         | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2455770.90   | 0.10%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $8263900.30   | 0.32%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FHN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     287819 | PA      | $293037.13    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackrock CLO                                                     | BlackRock Shasta CLO XIII LLC                                                   | CUSIP: 09263EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6027000.00   | 0.24%             | 2036-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $2482509.85   | 0.10%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                       | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3724215 | PA      | $3734259.95   | 0.15%             | 2038-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                          | SLAM 2025-1 Ltd                                                                 | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1612669 | PA      | $1644611.53   | 0.06%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2221241 | PA      | $1887772.18   | 0.07%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        937 | NC      | $6911.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $713976.61    | 0.03%             | 2030-02-18      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                                   | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     350000 | PA      | $452200.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12136394 | PA      | $10855965.11  | 0.43%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2281974 | PA      | $2086095.74   | 0.08%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36192UD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1848397 | PA      | $1724106.18   | 0.07%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBIDEN CO LTD                                                     | Ibiden Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | DBT              | CORP              | JP        |   70000000 | PA      | $796022.32    | 0.03%             | 2031-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                              | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5731080.26   | 0.22%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                          | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     600000 | PA      | $825000.00    | 0.03%             | 2028-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5764000 | PA      | $6062178.00   | 0.24%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1643578 | PA      | $1685883.80   | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $662987.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3600000 | PA      | $3707856.58   | 0.15%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      15000 | PA      | $2578.64      | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5369549 | PA      | $4815324.24   | 0.19%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JBW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1425607 | PA      | $1184444.40   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receiv                                    | EnFin Residential Solar Receivables Trust 2024-1                                | CUSIP: 29281LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1736516 | PA      | $1739209.14   | 0.07%             | 2055-02-20      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                              | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1632000 | PA      | $1653420.00   | 0.06%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4198000 | PA      | $4077059.82   | 0.16%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                           | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7645000 | PA      | $7661733.38   | 0.30%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1493844 | PA      | $1244012.54   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11925000 | PA      | $12055798.53  | 0.47%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                         | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $104366.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROTEC CORP                                                     | Ferrotec Corp                                                                   | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | DBT              | CORP              | JP        |   60000000 | PA      | $566235.16    | 0.02%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                   | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3815035.67   | 0.15%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XP6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6752330 | PA      | $6779340.89   | 0.27%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   12759178 | NS      | $12759177.65  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Instar Leasing III, LLC                                           | InStar Leasing III LLC                                                          | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1337369 | PA      | $1252906.34   | 0.05%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUST                                          | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |     200000 | PA      | $226000.00    | 0.01%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8270257 | PA      | $8474230.59   | 0.33%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                               | COMM 2020-CX Mortgage Trust                                                     | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705000 | PA      | $562657.75    | 0.02%             | 2046-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING Groep NV                                                                    | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3627000 | PA      | $3764394.39   | 0.15%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $1392823.00   | 0.05%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6237.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                             | BANK5 2024-5YR12                                                                | CUSIP: 06644XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11436000 | PA      | $11849724.75  | 0.46%             | 2057-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22111595 | PA      | $19241415.72  | 0.75%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1776318.36   | 0.07%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3656000 | PA      | $3764640.31   | 0.15%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                      | Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300585 | PA      | $2314788.39   | 0.09%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                            | Taco Bell Funding LLC                                                           | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4679602 | PA      | $4684454.75   | 0.18%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36183QT47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1256873 | PA      | $1162604.26   | 0.05%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                                     | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    2158000 | PA      | $2170096.02   | 0.08%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140LS2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14242053 | PA      | $11648561.86  | 0.46%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                        | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     300000 | PA      | $381862.50    | 0.01%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9145.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                          | Neuberger Berman Loan Advisers CLO 41 Ltd                                       | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4699478.30   | 0.18%             | 2034-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     278000 | PA      | $277599.68    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                           | Light & Wonder International Inc                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    1926000 | PA      | $1919374.56   | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617NWPM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6993068 | PA      | $5761481.28   | 0.23%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-                                    | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2709000 | PA      | $2757682.90   | 0.11%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1227615.88   | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2261791 | PA      | $2158888.26   | 0.08%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                          | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     171096 | PA      | $164814.26    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                               | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    1688000 | PA      | $1695292.16   | 0.07%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1423141.63   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22939.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                                    | Amur Equipment Finance Receivables XI LLC                                       | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      67835 | PA      | $67991.80     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                   | Nebius Group NV                                                                 | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $319250.00    | 0.01%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                   | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3160250.26   | 0.12%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6852000 | PA      | $6893741.22   | 0.27%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                           | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300750.00    | 0.01%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36184S4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     173631 | PA      | $161781.99    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1216001 | PA      | $1256614.76   | 0.05%             | 2051-11-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297JKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     186701 | PA      | $187784.15    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5029748 | PA      | $4488186.07   | 0.18%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     855000 | PA      | $896115.24    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1156 | NC      | $-602171.75   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    4445000 | PA      | $4480361.98   | 0.18%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                                    | Tetra Tech Inc                                                                  | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     200000 | PA      | $213210.00    | 0.01%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     882000 | PA      | $918845.87    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Churchill Middle Market CLO Lt                                    | Churchill MMSLF CLO-IV Ltd                                                      | CUSIP: 171929AA0<br>LEI: 254900A0QSMCBR9GUF94 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6010782.00   | 0.24%             | 2035-10-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                          | Neuberger Berman Loan Advisers CLO 47 Ltd                                       | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    5680688 | PA      | $5685516.58   | 0.22%             | 2035-04-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5740000 | PA      | $5628108.75   | 0.22%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $6080371.92   | 0.24%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                            | MACOM Technology Solutions Holdings Inc                                         | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $610775.00    | 0.02%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                                    | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1736133 | PA      | $1759268.71   | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                        | Evergy Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    6675000 | PA      | $6897317.55   | 0.27%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -179 | NC      | $178390.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6887000 | PA      | $6850485.40   | 0.27%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    5071000 | PA      | $4873403.57   | 0.19%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4191371 | PA      | $4293158.82   | 0.17%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                                          | Nova Ltd                                                                        | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |      50000 | PA      | $64129.23     | 0.00%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                          | JP Morgan Mortgage Trust Series 2024-CES1                                       | CUSIP: 46658CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1905618 | PA      | $1921939.24   | 0.08%             | 2054-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6762160 | PA      | $5631252.09   | 0.22%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36176EWP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     466890 | PA      | $434582.86    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4191000 | PA      | $4317384.84   | 0.17%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18548053 | PA      | $18722538.13  | 0.73%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQ3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6518387 | PA      | $6673649.37   | 0.26%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6077.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1570 | NC      | $-303051.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SASOL FINANCING USA LLC                                           | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    4288000 | PA      | $3646620.26   | 0.14%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9181836 | PA      | $8227540.68   | 0.32%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                              | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     878000 | PA      | $876659.52    | 0.03%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                           | ANI Pharmaceuticals Inc                                                         | CUSIP: 00182CAC7<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |     300000 | PA      | $419625.00    | 0.02%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                    | Phillips 66 Co                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    3016000 | PA      | $3047945.47   | 0.12%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                    | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2394000 | PA      | $2450023.43   | 0.10%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38383FP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4459644 | PA      | $3971835.52   | 0.16%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                        | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1254137.03   | 0.05%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36182D4V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     581247 | PA      | $563451.65    | 0.02%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1904000 | PA      | $1959979.52   | 0.08%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $131863.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities                                     | Brean Asset Backed Securities Trust 2025-RM11                                   | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6134381 | PA      | $6041407.60   | 0.24%             | 2065-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7081927 | PA      | $7102143.53   | 0.28%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14763204 | PA      | $15289621.60  | 0.60%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                 | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4542677.41   | 0.18%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427NS42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9555298 | PA      | $9719474.68   | 0.38%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     722000 | PA      | $668716.06    | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $6420134.81   | 0.25%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     566600 | PA      | $545483.39    | 0.02%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5402748 | PA      | $5422894.64   | 0.21%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     878000 | PA      | $882966.13    | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17362.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                   | OSI Systems Inc                                                                 | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     300000 | PA      | $473625.00    | 0.02%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                             | Williams Scotsman Inc                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2246263.28   | 0.09%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2025-NQM19 Trust                                                            | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |    3178962 | PA      | $3170677.94   | 0.12%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                            | Air Canada 2020-2 Class A Pass Through Trust                                    | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     674372 | PA      | $689871.13    | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6863614 | PA      | $5633036.59   | 0.22%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                          | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4688000 | PA      | $4708772.86   | 0.18%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                      | Ares XLIX CLO Ltd                                                               | CUSIP: 04017JAL5<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |    5175000 | PA      | $5176702.58   | 0.20%             | 2036-10-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     391657 | PA      | $390236.57    | 0.02%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                           | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $2102876.41   | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                             | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1639272.21   | 0.06%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -138 | NC      | $-310293.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                           | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4437000 | PA      | $4653583.28   | 0.18%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H3 Mortgage Trust                                                    | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2220702 | PA      | $2248082.53   | 0.09%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                           | Asbury Automotive Group Inc                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    4791000 | PA      | $4617435.48   | 0.18%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                          | IREN Ltd                                                                        | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $105550.00    | 0.00%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit                                     | IVY Hill Middle Market Credit Fund XII Ltd                                      | CUSIP: 46600CBC3<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |     340000 | PA      | $339161.90    | 0.01%             | 2037-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7634000 | PA      | $7545110.93   | 0.30%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74157000 | PA      | $58639068.58  | 2.30%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1292000 | PA      | $1292561.50   | 0.05%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     700000 | PA      | $694767.89    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| DAIFUKU CO                                                        | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | DBT              | CORP              | JP        |   50000000 | PA      | $474255.40    | 0.02%             | 2028-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/RON FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9755.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                            | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4338000 | PA      | $3585032.43   | 0.14%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                              | CITGO Petroleum Corp                                                            | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    5449000 | PA      | $5680021.25   | 0.22%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                  | Bayview Opportunity Master Fund VII Trust 2024-SN1                              | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1052000 | PA      | $1062743.87   | 0.04%             | 2028-12-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2264000 | PA      | $2311796.89   | 0.09%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                  | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    7552000 | PA      | $6796802.04   | 0.27%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     969568 | PA      | $977938.02    | 0.04%             | 2069-04-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3622ACRP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6535743 | PA      | $6489010.91   | 0.25%             | 2053-07-20      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                      | Concord Music Royalties LLC                                                     | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2029000 | PA      | $2064572.43   | 0.08%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                 | Iliad Holding SAS                                                               | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    1849000 | PA      | $1986280.78   | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                            | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4700000 | PA      | $4759220.00   | 0.19%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1765.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0526B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -45361000 | PA      | $-45835154.45 | -1.79%            | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5995000 | PA      | $6238091.26   | 0.24%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X75L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2275856 | PA      | $1869024.97   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1117000 | PA      | $1125150.86   | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                         | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $4605640.73   | 0.18%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     500000 | PA      | $643876.53    | 0.03%             | 2030-02-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                   | CLI Funding IX LLC                                                              | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    2347988 | PA      | $2380399.36   | 0.09%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     748992 | PA      | $755666.06    | 0.03%             | 2069-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                    | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     985885 | PA      | $1001586.24   | 0.04%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                           | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     353000 | PA      | $363117.30    | 0.01%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                            | CAN 10YR BOND                                                                   | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        597 | NC      | $296028.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193GE76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1576766 | PA      | $1469976.36   | 0.06%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                               | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3510745.21   | 0.14%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4215000 | PA      | $4266628.69   | 0.17%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                           | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1583438 | PA      | $1489568.02   | 0.06%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6901000 | PA      | $7051981.11   | 0.28%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3101000 | PA      | $3547668.54   | 0.14%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                               | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5835000 | PA      | $6104524.49   | 0.24%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     387000 | PA      | $405549.87    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                               | Avianca Midco 2 PLC                                                             | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    4451000 | PA      | $4420310.36   | 0.17%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                           | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     528000 | PA      | $541407.50    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -93 | NC      | $69097.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194GKH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1201716 | PA      | $1132740.13   | 0.04%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust Series 2025-NQM8                                | CUSIP: 10571JAA4<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |    1355916 | PA      | $1357598.30   | 0.05%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1018247 | PA      | $1052989.23   | 0.04%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5022441 | PA      | $4500725.77   | 0.18%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                               | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    5533000 | PA      | $5645967.87   | 0.22%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4149000 | PA      | $4275552.80   | 0.17%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2402572.62   | 0.09%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36195CAK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1881109 | PA      | $1703752.00   | 0.07%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2922563.07   | 0.11%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2025-NQM16 Trust                                                            | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |    4285885 | PA      | $4281672.41   | 0.17%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.HY.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-9419368.39  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                              | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5609698 | PA      | $5326835.36   | 0.21%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5HK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2117812 | PA      | $1924242.16   | 0.08%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                          | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3513000 | PA      | $3606290.70   | 0.14%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FVPE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3166612 | PA      | $2926281.69   | 0.11%             | 2047-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2356789.69   | 0.09%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5412000 | PA      | $5544419.73   | 0.22%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $2069533.13   | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                             | Lumentum Holdings Inc                                                           | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $309337.50    | 0.01%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3105126 | PA      | $3114611.87   | 0.12%             | 2070-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     914000 | PA      | $1011073.60   | 0.04%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        587 | NC      | $262243.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    2600000 | PA      | $2516013.45   | 0.10%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                            | Brightstar Lottery PLC                                                          | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    5625000 | PA      | $5614423.88   | 0.22%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1373000 | PA      | $962939.19    | 0.04%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| SCHNEIDER ELECTRIC SE                                             | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $753908.68    | 0.03%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194CAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1074682 | PA      | $1002077.11   | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36176S4E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     226078 | PA      | $227696.94    | 0.01%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                           | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1519217.28   | 0.06%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4376560 | PA      | $4317713.65   | 0.17%             | 2052-11-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                 | Cedar Funding VIII Clo Ltd                                                      | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    4439232 | PA      | $4457801.31   | 0.17%             | 2038-01-17      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     441000 | PA      | $448764.51    | 0.02%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-35643.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16721.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38382B5K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1979136 | PA      | $1849310.47   | 0.07%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                  | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4967044.00   | 0.19%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                           | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $4151440.12   | 0.16%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORP                                                   | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2981000 | PA      | $2754415.68   | 0.11%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2980000000 | PA      | $18318559.47  | 0.72%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                       | Nutanix Inc                                                                     | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     300000 | PA      | $331260.00    | 0.01%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1115921 | PA      | $1110743.35   | 0.04%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                          | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2115438.45   | 0.08%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                                 | BLOOM ENERGY CORP                                                               | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26497.80     | 0.00%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1355000000 | PA      | $7324182.70   | 0.29%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | HKD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-35.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F6L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     117063 | PA      | $117201.46    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3577000 | PA      | $3683311.70   | 0.14%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193EP95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     581421 | PA      | $535213.05    | 0.02%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1437351.23   | 0.06%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2308619.05   | 0.09%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4967000 | PA      | $5114486.62   | 0.20%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                              | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    1998000 | PA      | $1977501.22   | 0.08%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4147000 | PA      | $4389599.50   | 0.17%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                                | MakeMyTrip Ltd                                                                  | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $193040.00    | 0.01%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                    | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2435000 | PA      | $2458770.96   | 0.10%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2588.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36186SLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     176266 | PA      | $170144.56    | 0.01%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4268960 | PA      | $4094160.91   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2025-NQM18 Trust                                                            | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |    4412253 | PA      | $4417689.34   | 0.17%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16459000 | PA      | $16675667.26  | 0.65%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5844000 | PA      | $6255318.25   | 0.24%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                            | Rede D'or Finance Sarl                                                          | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $307477.50    | 0.01%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WF6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1323598 | PA      | $1298222.87   | 0.05%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                 | Imperial Fund Mortgage Trust 2023-NQM1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     885323 | PA      | $885069.42    | 0.03%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1461852 | PA      | $1416730.18   | 0.06%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10733032 | PA      | $10768316.34  | 0.42%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23640.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $2362739.91   | 0.09%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9905000 | PA      | $8415580.49   | 0.33%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     307572 | PA      | $298925.18    | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      50000 | PA      | $156618.75    | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                            | Brazilian Government International Bond                                         | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    7150000 | PA      | $7308372.50   | 0.29%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3241708.75   | 0.13%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                            | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    5911000 | PA      | $6135304.72   | 0.24%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1666575.14   | 0.07%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W2DY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9369850 | PA      | $7731585.22   | 0.30%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                                                     | Cipher Mining Inc                                                               | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |     200000 | PA      | $283000.00    | 0.01%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24273.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36178DR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     317563 | PA      | $298169.01    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                       | MCF CLO VIII Ltd                                                                | CUSIP: 55281GAQ1<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |    4550000 | PA      | $4569337.50   | 0.18%             | 2036-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                                    | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5596000 | PA      | $4739086.76   | 0.19%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1636263.44   | 0.06%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                               | TIF Funding III LLC                                                             | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3591975 | PA      | $3590373.70   | 0.14%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140E7DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     958847 | PA      | $937775.16    | 0.04%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $222750.00    | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| MACQUARIE AIRFINANCE HLD                                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    4971000 | PA      | $5053850.56   | 0.20%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     131566 | PA      | $132085.89    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                               | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2656000 | PA      | $2809641.26   | 0.11%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5407.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12309334 | PA      | $10719747.86  | 0.42%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                     | GS Mortgage-Backed Securities Trust 2024-HE1                                    | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4673439 | PA      | $4690233.76   | 0.18%             | 2054-08-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                          | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2360282.60   | 0.09%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                   | Slam 2021-1 Ltd                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6745250 | PA      | $6413311.91   | 0.25%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                      | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     350000 | PA      | $400225.00    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2399000 | PA      | $2531101.73   | 0.10%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $2302981.68   | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                              | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    5063000 | PA      | $4960394.05   | 0.19%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MINISO GROUP HOLDING LTD                                          | MINISO Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 2549006PIKT2YKNBL092 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $399800.00    | 0.02%             | 2032-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2164191 | PA      | $1953337.06   | 0.08%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $560602.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7612734 | PA      | $7473690.29   | 0.29%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XN4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1548857 | PA      | $1601962.02   | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     811000 | PA      | $809183.21    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XAG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9282082 | PA      | $8622455.88   | 0.34%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                         | Towd Point Mortgage Trust 2023-1                                                | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     827850 | PA      | $804809.89    | 0.03%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1466882 | PA      | $1472560.11   | 0.06%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1136000 | PA      | $1137140.19   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                            | Iberdrola Finanzas SA                                                           | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $249921.49    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    5578000 | PA      | $5735221.51   | 0.22%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                  | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2111290.91   | 0.08%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                | LONG GILT                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -423 | NC      | $-1153307.82  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13495000 | PA      | $14337256.28  | 0.56%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2424000 | PA      | $2448953.14   | 0.10%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                                  | OWL Rock Clo XXI LLC                                                            | CUSIP: 69120UAA1<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |    4214870 | PA      | $4218077.52   | 0.17%             | 2034-07-24      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                   | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6259000 | PA      | $6509043.42   | 0.25%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2263828.18   | 0.09%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                                                  | Energy Fuels Inc/Canada                                                         | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $25815.42     | 0.00%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2142000 | PA      | $2193144.71   | 0.09%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2170000 | PA      | $2251092.90   | 0.09%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3747348.06   | 0.15%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    4837000 | PA      | $5097153.21   | 0.20%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $1976316.38   | 0.08%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427MSQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17047184 | PA      | $17506934.36  | 0.69%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130136000 | PA      | $136236125.00 | 5.33%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | Barclays Bank PLC                                                               | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $452495.64    | 0.02%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                             | Toorak Mortgage Trust 2025-RRTL1                                                | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    3652909 | PA      | $3675783.88   | 0.14%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2025-8 Mortgage Loan Trust                                                 | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    3068164 | PA      | $3097901.98   | 0.12%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                          | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    5412000 | PA      | $5504815.80   | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2024-NQM3                                   | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |    2566366 | PA      | $2591945.61   | 0.10%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                              | LHOME Mortgage Trust 2025-RTL3                                                  | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |    1336000 | PA      | $1338047.29   | 0.05%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4962641.00   | 0.19%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                           | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3750000 | PA      | $3747000.00   | 0.15%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617LANC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     464507 | PA      | $434551.10    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                    | Tecpetrol SA                                                                    | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    3755000 | PA      | $3790672.50   | 0.15%             | 2033-01-22      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                          | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7447748.85   | 0.29%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1065512.79   | 0.04%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38379GUF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2061173 | PA      | $2026603.42   | 0.08%             | 2038-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                             | PK Alift Loan Funding 7 LP                                                      | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1777000 | PA      | $1783176.14   | 0.07%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3546000 | PA      | $3969247.94   | 0.16%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                                                | BMW US Capital LLC                                                              | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5734529.93   | 0.22%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                       | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3952000 | PA      | $3734660.91   | 0.15%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38385BSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2328337 | PA      | $2336260.13   | 0.09%             | 2054-12-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3004000 | PA      | $2998389.04   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                | JAPAN 10Y BOND(OSE)                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -111 | NC      | $673841.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stack Infrastructure Issuer LL                                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    5553938 | PA      | $5545315.51   | 0.22%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                       | Daimler Trucks Retail Trust 2023-1                                              | CUSIP: 233868AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1554900 | PA      | $1563510.84   | 0.06%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2024-9                                               | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    2002834 | PA      | $2014960.57   | 0.08%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2574000 | PA      | $2654598.53   | 0.10%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                 | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3052505 | PA      | $2897423.94   | 0.11%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                   | Zayo Issuer LLC                                                                 | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8408645 | PA      | $8641865.50   | 0.34%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8401269 | PA      | $7553223.51   | 0.30%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1582000 | PA      | $1375578.03   | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                        | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $665351.38    | 0.03%             | 2033-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     292501 | PA      | $295280.36    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2810255.20   | 0.11%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                | META PLATFORMS INC                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    8878000 | PA      | $8818625.80   | 0.35%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                             | Nippon Life Insurance Co                                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     766000 | PA      | $830748.45    | 0.03%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12700000 | PA      | $12859742.12  | 0.50%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ALUMINA PTY LTD                                                   | Alumina Pty Ltd                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    4520000 | PA      | $4681639.72   | 0.18%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                      | TERAWULF INC                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25912.50     | 0.00%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4302000 | PA      | $4311706.34   | 0.17%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                                    | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2533149 | PA      | $2583195.05   | 0.10%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3044000 | PA      | $3021395.26   | 0.12%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XVI LLC                                                        | CUSIP: 68784GAC7<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |    1803000 | PA      | $1816069.26   | 0.07%             | 2028-02-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                              | Bayer US Finance LLC                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2263645.36   | 0.09%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3171000 | PA      | $3159400.48   | 0.12%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193SR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     562211 | PA      | $522131.91    | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                      | Hilton Grand Vacations Trust 2023-1                                             | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309470 | PA      | $316512.56    | 0.01%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     779000 | PA      | $833919.24    | 0.03%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                                        | Saipem SpA                                                                      | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $489675.76    | 0.02%             | 2029-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5528344 | PA      | $5711962.27   | 0.22%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X86F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6180991 | PA      | $5637142.05   | 0.22%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6578500 | PA      | $6581612.29   | 0.26%             | 2036-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   19546000 | PA      | $22758677.47  | 0.89%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities XXXV CLO Ltd                                      | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |    3082089 | PA      | $3083343.41   | 0.12%             | 2033-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities IX CLO Ltd                                        | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1809226.80   | 0.07%             | 2033-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                                  | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    8551000 | PA      | $8596917.42   | 0.34%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36204DX38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     655933 | PA      | $637485.63    | 0.02%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                       | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    1992000 | PA      | $1882878.24   | 0.07%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2700420.33   | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2405000 | PA      | $2442022.57   | 0.10%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3750800 | PA      | $3187754.54   | 0.12%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     590080 | PA      | $574225.76    | 0.02%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                            | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     976000 | PA      | $998865.73    | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     300000 | PA      | $357641.86    | 0.01%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13661294 | PA      | $13968928.97  | 0.55%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    2452000 | PA      | $2611453.14   | 0.10%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                           | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1634000 | PA      | $1708200.38   | 0.07%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                             | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4616816.32   | 0.18%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12262000 | PA      | $12691698.00  | 0.50%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                             | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1903947.74   | 0.07%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND               | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |    8693424 | NS      | $8693423.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivy Hill Middle Market Credit                                     | Ivy Hill Middle Market Credit Fund XVIII Ltd                                    | CUSIP: 46603PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7850000 | PA      | $7859561.30   | 0.31%             | 2037-01-22      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                        | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    3944000 | PA      | $3606764.89   | 0.14%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                          | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5420069 | PA      | $5615603.95   | 0.22%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2504964.03   | 0.10%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132E0FL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9758456 | PA      | $8377567.67   | 0.33%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     875000 | PA      | $910719.69    | 0.04%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                        | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3657000 | PA      | $3234796.20   | 0.13%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W0M69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12518254 | PA      | $12554874.21  | 0.49%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                    | NRG Energy Inc                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3821000 | PA      | $3889234.50   | 0.15%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3362419 | PA      | $3222533.50   | 0.13%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3735000 | PA      | $3887163.90   | 0.15%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5616000 | PA      | $5877507.92   | 0.23%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617VTH86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20981342 | PA      | $17857352.77  | 0.70%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1193569.65   | 0.05%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                                     | DailyPay Securitization Trust 2025-1                                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     912000 | PA      | $917346.14    | 0.04%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                          | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     300000 | PA      | $335250.00    | 0.01%             | 2030-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| DAVIDE CAMPARI-MILANO SP                                          | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $677248.88    | 0.03%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTQS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5367163 | PA      | $5460581.07   | 0.21%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                  | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    9539000 | PA      | $9736553.07   | 0.38%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                            | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1434000 | PA      | $1690819.35   | 0.07%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                  | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3523000 | PA      | $3644832.39   | 0.14%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $6670279.55   | 0.26%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                 | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1819702 | PA      | $1662875.71   | 0.07%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5007000 | PA      | $5206703.29   | 0.20%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                               | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1362706.99   | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24884882 | PA      | $21550176.21  | 0.84%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | NEW Residential Mortgage Loan Trust 2025-Nqm2                                   | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |    6242506 | PA      | $6303756.83   | 0.25%             | 2065-04-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                      | DoorDash Inc                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     300000 | PA      | $331950.00    | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36176BN29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     383060 | PA      | $372284.80    | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1355000000 | PA      | $7645185.91   | 0.30%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                               | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $3188071.56   | 0.12%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                      | Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     660277 | PA      | $667280.28    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                     | Commonbond Student Loan Trust 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1561947 | PA      | $1432705.09   | 0.06%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    6525000 | PA      | $4969930.35   | 0.19%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N                                    | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                                | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3777580 | PA      | $3800393.56   | 0.15%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36296YD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     231684 | PA      | $217528.34    | 0.01%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                     | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     921000 | PA      | $1019942.51   | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BANQUE OUEST AFRICAINE D                                          | Banque Ouest Africaine de Developpement                                         | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    2500000 | PA      | $2340908.70   | 0.09%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                     | Snowflake Inc                                                                   | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     150000 | PA      | $269400.00    | 0.01%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AAH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6972913 | PA      | $5715494.06   | 0.22%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                           | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    4681000 | PA      | $4392837.64   | 0.17%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                         | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1656807.32   | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     601487 | PA      | $578112.02    | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                   | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $761389.03    | 0.03%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                    | Wynn Macau Ltd                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2235000 | PA      | $2234237.64   | 0.09%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                | Aqua Finance Issuer Trust 2025-B                                                | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1857956 | PA      | $1869621.31   | 0.07%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1819722.67   | 0.07%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2627000 | PA      | $2496637.04   | 0.10%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6214495 | PA      | $5573429.44   | 0.22%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1039892.01   | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4832783.54   | 0.19%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3084000 | PA      | $3092326.80   | 0.12%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     855000 | PA      | $853821.08    | 0.03%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193GEV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1154174 | PA      | $1079104.62   | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                      | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $1701628.38   | 0.07%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3691630 | PA      | $3202521.11   | 0.13%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XG2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7462874 | PA      | $7180866.34   | 0.28%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     619650 | PA      | $593774.87    | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                            | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4035000 | PA      | $4015341.48   | 0.16%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                          | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    2160000 | PA      | $2224307.52   | 0.09%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                             | DigitalOcean Holdings Inc                                                       | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     300000 | PA      | $376650.00    | 0.01%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                          | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     681000 | PA      | $717278.23    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank, National Association                         | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $465.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust 2023-NQM5                                       | CUSIP: 10569UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     836490 | PA      | $842892.24    | 0.03%             | 2063-06-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                                    | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2424836 | PA      | $2464631.44   | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30942754 | PA      | $25279525.62  | 0.99%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XSCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9486293 | PA      | $9740144.38   | 0.38%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                             | DB Master Finance LLC                                                           | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    2118000 | PA      | $2138655.58   | 0.08%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2754051 | PA      | $2722427.66   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617VDQX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2965566 | PA      | $2524027.28   | 0.10%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                               | Centrus Energy Corp                                                             | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |     170000 | PA      | $302642.50    | 0.01%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                    | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1398000 | PA      | $1418334.47   | 0.06%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4754337 | PA      | $3959218.70   | 0.16%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     860000 | PA      | $888231.88    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                          | Super Micro Computer Inc                                                        | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     300000 | PA      | $354430.86    | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                              | Western Digital Corp                                                            | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      50000 | PA      | $200375.00    | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                    | Apidos Clo Xxv                                                                  | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |    3333333 | PA      | $3332166.33   | 0.13%             | 2037-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                          | Cerberus Loan Funding XXXIX LP                                                  | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |    1859384 | PA      | $1863385.61   | 0.07%             | 2033-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                            | Navigator 2025-1 Aviation Ltd                                                   | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1469000 | PA      | $1457879.67   | 0.06%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                           | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515868 | PA      | $528188.46    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                               | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1376061.77   | 0.05%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  115000000 | PA      | $18038496.71  | 0.71%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W1SQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14475387 | PA      | $12443737.51  | 0.49%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                            | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    2162000 | PA      | $2170834.84   | 0.09%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                          | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     118250 | PA      | $115660.16    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AJL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2658362 | PA      | $2198869.31   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LL                                    | Gilead Aviation LLC                                                             | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3534053 | PA      | $3570440.03   | 0.14%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1372086.84   | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5601000 | PA      | $5568139.61   | 0.22%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                   | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3628267.50   | 0.14%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                               | LCM 37 Ltd                                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4736541 | PA      | $4734030.37   | 0.19%             | 2034-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2024-3                                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     826740 | PA      | $830751.01    | 0.03%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38377GT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3400902 | PA      | $3493480.53   | 0.14%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2403135.16   | 0.09%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                             | Louisville Gas and Electric Co                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1227379.58   | 0.05%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                 | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3436000 | PA      | $3585332.00   | 0.14%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7152000 | PA      | $6937359.90   | 0.27%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| A10 NETWORKS INC                                                  | A10 Networks Inc                                                                | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |     300000 | PA      | $313512.36    | 0.01%             | 2030-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                            | Ormat Technologies Inc                                                          | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $647125.00    | 0.03%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                                  | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    1146000 | PA      | $1037920.45   | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5893629.73   | 0.23%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36198VNK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     770899 | PA      | $720720.70    | 0.03%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2025-1                                      | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11144000 | PA      | $11243680.85  | 0.44%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                      | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $1259085.73   | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5839000 | PA      | $6085459.87   | 0.24%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2414000 | PA      | $2496141.18   | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                            | Progress Software Corp                                                          | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407700.00    | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121905 | PA      | $123243.43    | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2163000 | PA      | $2231039.46   | 0.09%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    9695000 | PA      | $10164992.08  | 0.40%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     693000 | PA      | $719409.63    | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                                      | Blue Owl Asset Leasing Trust 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     319841 | PA      | $321054.31    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle S                                    | Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1577000 | PA      | $1577715.01   | 0.06%             | 2029-05-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FX98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     289875 | PA      | $281406.93    | 0.01%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                          | Lyft Inc                                                                        | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |      32000 | PA      | $37392.00     | 0.00%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $2322782.00   | 0.09%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                            | Medco Cypress Tree Pte Ltd                                                      | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $1060784.74   | 0.04%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                          | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1252255 | PA      | $1170389.19   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                            | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     500000 | PA      | $663000.00    | 0.03%             | 2028-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                     | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5679155.58   | 0.22%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner                                     | PenFed Auto Receivables Owner Trust 2025-A                                      | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     910000 | PA      | $907419.70    | 0.04%             | 2032-02-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1068474.06   | 0.04%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                              | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2248518.10   | 0.09%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                               | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2057000 | PA      | $1949447.08   | 0.08%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                              | COPT Defense Properties LP                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4950715.15   | 0.19%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1492000 | PA      | $1550939.83   | 0.06%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                    | CARLYLE US CLO 2021-6 LTD                                                       | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5900000 | PA      | $5905422.10   | 0.23%             | 2038-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                               | University of Michigan                                                          | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2449000 | PA      | $2080349.58   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4466213 | PA      | $4235208.40   | 0.17%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSQH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24612906 | PA      | $23056010.93  | 0.90%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                               | Ithaca Energy North Sea PLC                                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    2765000 | PA      | $2905887.81   | 0.11%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                          | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    1709000 | PA      | $1803982.96   | 0.07%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36295WJK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     340818 | PA      | $341325.32    | 0.01%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                  | Hawaiian Electric Co Inc                                                        | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1630116.13   | 0.06%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                        | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     941000 | PA      | $971126.52    | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                          | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1578070 | PA      | $1604668.37   | 0.06%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                      | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1038000 | PA      | $1074413.46   | 0.04%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-1                                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     981000 | PA      | $1000224.85   | 0.04%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36182YTF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     754411 | PA      | $708314.99    | 0.03%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                                    | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2677000 | PA      | $2690400.79   | 0.11%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                          | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2736000 | PA      | $2924289.50   | 0.11%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                           | American Axle & Manufacturing Inc                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1471473.15   | 0.06%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1539000 | PA      | $1604450.56   | 0.06%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                  | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2233232.22   | 0.09%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                 | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    2040000 | PA      | $2022821.45   | 0.08%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5994000 | PA      | $5119210.53   | 0.20%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    6880000 | PA      | $6905362.16   | 0.27%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193NG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1502433 | PA      | $1403425.72   | 0.05%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                           | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    3062000 | PA      | $3061466.91   | 0.12%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                          | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3122449.04   | 0.12%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                  | Duke Energy Corp                                                                | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $431100.00    | 0.02%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3648000 | PA      | $3807835.73   | 0.15%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                            | British Airways 2020-1 Class A Pass Through Trust                               | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     462053 | PA      | $454369.90    | 0.02%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                          | Cerberus Loan Funding XLV LLC                                                   | CUSIP: 15675FAA6<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5010300.00   | 0.20%             | 2036-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                               | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   12219000 | PA      | $12181507.46  | 0.48%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2573000 | PA      | $2591740.19   | 0.10%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                          | Angel Oak Mortgage Trust 2024-3                                                 | CUSIP: 03466HAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331023 | PA      | $328940.91    | 0.01%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FRX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     414104 | PA      | $413138.39    | 0.02%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                    | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3427090 | PA      | $3259132.77   | 0.13%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     579340 | PA      | $581021.97    | 0.02%             | 2031-12-26      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     795000 | PA      | $818592.18    | 0.03%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL PWR & LT                                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $2265134.99   | 0.09%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                            | American Airlines 2025-1 Class A Pass Through Trust                             | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2277428.20   | 0.09%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                         | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     285578 | PA      | $287457.52    | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3532000 | PA      | $3510646.59   | 0.14%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5212000 | PA      | $5152260.73   | 0.20%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1242718.69   | 0.05%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                           | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6342000 | PA      | $6635520.44   | 0.26%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                            | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     923000 | PA      | $885780.44    | 0.03%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    2644000 | PA      | $2409282.95   | 0.09%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1958523.21   | 0.08%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4495266.37   | 0.18%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $4863321.79   | 0.19%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2465.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    4624000 | PA      | $4699790.64   | 0.18%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                      | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1600000 | PA      | $1606628.48   | 0.06%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2258000 | PA      | $1971325.04   | 0.08%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHQB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     301267 | PA      | $302179.80    | 0.01%             | 2047-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1844000 | PA      | $1848834.78   | 0.07%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    5831000 | PA      | $6159819.30   | 0.24%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12564000 | PA      | $12377744.98  | 0.48%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                      | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2199042.05   | 0.09%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH BV                                                  | Merrill Lynch BV                                                                | CUSIP: 000000000<br>LEI: 549300RQ1D1WIE085245 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $550325.94    | 0.02%             | 2030-04-28      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2258000 | PA      | $2311672.73   | 0.09%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5254280 | PA      | $5204024.17   | 0.20%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0506B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -11788000 | PA      | $-11730490.59 | -0.46%            | 2055-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211400.00    | 0.01%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-N1                                          | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     623151 | PA      | $612453.42    | 0.02%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                               | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $391114.24    | 0.02%             | 2027-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                              | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    1137000 | PA      | $1172263.04   | 0.05%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                 | Lithia Motors Inc                                                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    7874000 | PA      | $7893448.78   | 0.31%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                 | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    2200000 | PA      | $1717416.16   | 0.07%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12790000 | PA      | $12131646.13  | 0.48%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2025-3 Mortgage Loan Trust                                                 | CUSIP: 12674LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2145322 | PA      | $2155318.59   | 0.08%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                   | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7474720.70   | 0.29%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                         | IRV Trust 2025-200P                                                             | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1062865 | PA      | $1077823.97   | 0.04%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                     | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1702000 | PA      | $1924088.19   | 0.08%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                           | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1239776.14   | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                   | Rolls-Royce PLC                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    3983000 | PA      | $4088278.34   | 0.16%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receiv                                    | EnFin Residential Solar Receivables Trust 2024-2                                | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     791059 | PA      | $761413.69    | 0.03%             | 2055-09-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4222527 | PA      | $3516349.00   | 0.14%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    7329000 | PA      | $7501786.89   | 0.29%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                          | Jersey Mike's Funding                                                           | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1607000 | PA      | $1640553.68   | 0.06%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                                    | Ally Bank Auto Credit-Linked Notes Series 2025-A                                | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1470271 | PA      | $1474483.22   | 0.06%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1472854 | PA      | $1459472.11   | 0.06%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                           | SPIE SA                                                                         | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $324323.75    | 0.01%             | 2028-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   42467000 | PA      | $25713103.04  | 1.01%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                       | RCKT Mortgage Trust 2024-CES2                                                   | CUSIP: 74938PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1441865 | PA      | $1460945.20   | 0.06%             | 2044-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KHMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3619355 | PA      | $2966651.12   | 0.12%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1626281.92   | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                          | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |      48120 | PA      | $65174.50     | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4376000 | PA      | $4530260.35   | 0.18%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     690000 | PA      | $795857.81    | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                    | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5019827.80   | 0.20%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3937519.06   | 0.15%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                   | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2650000 | PA      | $2598359.16   | 0.10%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1310000 | PA      | $1329650.00   | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13162592 | PA      | $11238115.25  | 0.44%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     964000 | PA      | $977104.38    | 0.04%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    2220000 | PA      | $2233229.62   | 0.09%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                           | Mirion Technologies Inc                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     400000 | PA      | $497000.00    | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     871000 | PA      | $1005226.37   | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2024-NQM18 Trust                                                            | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    1521915 | PA      | $1528911.48   | 0.06%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                                    | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3762541 | PA      | $3546179.07   | 0.14%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                            | Sempra                                                                          | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2470358.45   | 0.10%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2982000 | PA      | $2861423.19   | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YRL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     827575 | PA      | $855491.88    | 0.03%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                    | OneMain Financial Issuance Trust 2019-2                                         | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3801000 | PA      | $3736721.29   | 0.15%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38380YWQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     402521 | PA      | $365702.73    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38381VH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     579721 | PA      | $537792.87    | 0.02%             | 2048-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL                                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     837532 | PA      | $856832.09    | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                             | Canpack SA / Canpack US LLC                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4890000 | PA      | $4648766.52   | 0.18%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                             | Alkami Technology Inc                                                           | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296925.00    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                          | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1486614.22   | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                    | SMB Private Education Loan Trust 2017-B                                         | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |       6404 | PA      | $6404.14      | 0.00%             | 2035-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10977000 | PA      | $10940124.09  | 0.43%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2497427.86   | 0.10%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1782709.03   | 0.07%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3911849.84   | 0.15%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-3 Mortgage Loan Trust                                                 | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    1829611 | PA      | $1851996.98   | 0.07%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3418000 | PA      | $3437877.17   | 0.13%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     851000 | PA      | $840279.37    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36188SPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     136038 | PA      | $126780.90    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                    | Golub Capital Partners Clo 47M Ltd                                              | CUSIP: 381948AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5481000 | PA      | $5514406.70   | 0.22%             | 2037-08-05      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US Bank C&I Credit-Linked Notes Series 2025-2                                   | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1991285 | PA      | $1993720.58   | 0.08%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                                    | voestalpine AG                                                                  | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | DBT              | CORP              | AT        |     400000 | PA      | $492434.95    | 0.02%             | 2028-04-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    2393000 | PA      | $2419237.45   | 0.09%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                 | AeroVironment Inc                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     300000 | PA      | $419700.00    | 0.02%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3395715 | PA      | $3465732.31   | 0.14%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     778000 | PA      | $818426.90    | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3142GS5N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11953477 | PA      | $12014327.46  | 0.47%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1981316.24   | 0.08%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                             | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4199388 | PA      | $4092306.06   | 0.16%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5190000 | PA      | $5170230.30   | 0.20%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                       | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7975000 | PA      | $8530482.68   | 0.33%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                            | Match Group Holdings II LLC                                                     | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    3651000 | PA      | $3679025.08   | 0.14%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                              | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3973000 | PA      | $3988586.08   | 0.16%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    5026000 | PA      | $4519563.65   | 0.18%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3878419 | PA      | $3961299.95   | 0.16%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                          | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    4869000 | PA      | $4984273.58   | 0.20%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     841183 | PA      | $801845.38    | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                      | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1003000 | PA      | $1055719.08   | 0.04%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     400000 | PA      | $501800.00    | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANLLIAN CAPITAL 2 LTD                                             | Anllian Capital 2 Ltd                                                           | CUSIP: 000000000<br>LEI: 529900ESV3CEMDZ51067 | Long             | DBT              | CORP              | VG        |     400000 | PA      | $465670.60    | 0.02%             | 2029-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                          | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    5999000 | PA      | $6130614.88   | 0.24%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38380FHM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4690785 | PA      | $4373010.04   | 0.17%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6330000 | PA      | $6576268.02   | 0.26%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0226B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -35580000 | PA      | $-30213787.40 | -1.18%            | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6003492.24   | 0.24%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                             | Petroleos del Peru SA                                                           | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    6220000 | PA      | $5340274.30   | 0.21%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                        | Blackbird Capital II Aircraft Lease Ltd                                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3378102 | PA      | $3202069.83   | 0.13%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                           | American Electric Power Co Inc                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    7985000 | PA      | $8754650.20   | 0.34%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1712000 | PA      | $1876460.49   | 0.07%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3292000 | PA      | $3659769.48   | 0.14%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    6065000 | PA      | $6216519.04   | 0.24%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $6875534.45   | 0.27%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W1QE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6372714 | PA      | $5258450.66   | 0.21%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                        | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     583000 | PA      | $602116.26    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                          | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2009000 | PA      | $2023300.89   | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4439571.28   | 0.17%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15195980 | PA      | $13422875.44  | 0.53%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427M5G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9949210 | PA      | $8209578.09   | 0.32%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2437364 | PA      | $2438966.20   | 0.10%             | 2037-02-19      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                                           | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |    2000000 | PA      | $293158.14    | 0.01%             | 2030-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11816.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $384600.00    | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                          | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3656912.63   | 0.14%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                         | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5656000 | PA      | $5764107.65   | 0.23%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2370360.91   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                             | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3625000 | PA      | $2363500.00   | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                          | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3840186.45   | 0.15%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52331 | PA      | $49202.35     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36184Y5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     792324 | PA      | $740305.06    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1700124.13   | 0.07%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                    | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2370000 | PA      | $2451599.10   | 0.10%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    6792000 | PA      | $7943635.42   | 0.31%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4793216 | PA      | $4572976.44   | 0.18%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HP7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     845948 | PA      | $834001.37    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1314408.17   | 0.05%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4297645 | PA      | $4121675.39   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                       | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AJ4<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    2980000 | PA      | $3020798.88   | 0.12%             | 2037-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust Series 2024-BPL2                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |    4605000 | PA      | $4648632.38   | 0.18%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                         | Chesapeake Funding II LLC                                                       | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     519603 | PA      | $526430.13    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Antares CLO                                                       | Antares CLO 2017-1 Ltd                                                          | CUSIP: 03665JAU2<br>LEI: 254900CUTGFKE890WB58 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4016324.00   | 0.16%             | 2037-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                     | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     368000 | PA      | $355357.55    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4242000 | PA      | $3826787.86   | 0.15%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     150000 | PA      | $218775.00    | 0.01%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194GN75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     814631 | PA      | $759364.35    | 0.03%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    3388000 | PA      | $3355410.49   | 0.13%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3296255 | PA      | $3010176.91   | 0.12%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    5735000 | PA      | $5782221.99   | 0.23%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133B0SS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14139841 | PA      | $11536246.19  | 0.45%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELIX PHARMACEUTICALS                                             | Telix Pharmaceuticals Ltd                                                       | CUSIP: 000000000<br>LEI: 894500HTWOOGIHLLSB86 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $203601.80    | 0.01%             | 2029-07-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                       | MCF CLO VIII Ltd                                                                | CUSIP: 55281GAU2<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6543920.50   | 0.26%             | 2036-04-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                            | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    6350000 | PA      | $6413512.70   | 0.25%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                          | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755006 | PA      | $743886.22    | 0.03%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                         | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50881.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4843000 | PA      | $4889357.20   | 0.19%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3251000 | PA      | $2876633.70   | 0.11%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                  | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1628670.86   | 0.06%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust 2025-CP1                                                        | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |    1747848 | PA      | $1680562.63   | 0.07%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                       | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1181000 | PA      | $1090376.20   | 0.04%             | 2036-08-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                             | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $265575.00    | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CubeSmart LP                                                                    | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    7058000 | PA      | $7035563.96   | 0.28%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $2519646.77   | 0.10%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4817350.13   | 0.19%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                   | MARB BondCo PLC                                                                 | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     898000 | PA      | $811333.03    | 0.03%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -21 | NC      | $-9947.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5110847 | PA      | $4433860.11   | 0.17%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1240934.38   | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                            | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    3070000 | PA      | $3081380.06   | 0.12%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $289125.00    | 0.01%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5806000 | PA      | $6177769.79   | 0.24%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                            | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486375.00    | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                    | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3207000 | PA      | $3216470.27   | 0.13%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                               | LSEGA Financing PLC                                                             | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     291000 | PA      | $263682.91    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | Enterprise Fleet Financing 2025-2 LLC                                           | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2031000 | PA      | $2047450.29   | 0.08%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                           | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1804366 | PA      | $1889550.24   | 0.07%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

**Name of Applicant:** BNY Mellon Absolute Insight Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer