# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-26-000324
**Filing Date:** 2026-2
**Character Count:** 648969
**Document Hash:** 65db6beac78879a8f26aa424ec8fc8ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000324.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002066578-26-000324

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 26666365

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $936862970.79

**Total Liabilities:** $34515644.43

**Net Assets:** $902347326.36

**Delayed Delivery Securities:** $33441382.81

**Cash Not Reported:** $621138.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6237.549628789459 | **1-Year:** 45624.159098442810 | **5-Year:** 61227.350447313182 | **10-Year:** 12313.611068729371 | **30-Year:** 441.329464671576

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

- **3-Month:** 161.668170424337 | **1-Year:** 1723.412573801478 | **5-Year:** 3054.829958747326 | **10-Year:** 189.819332491777 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003079 | 0.32%                | 0.47%                | 0.46%                |
| Class ID C000003080 | 0.30%                | 0.44%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $471964.25               | $-610647.70                                |
| Month 2  | $37380.98                | $933631.32                                 |
| Month 3  | $138957.02               | $165045.22                                 |

**Designated Index Information**

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

- **Index Identifier:** LCRED1-3

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   15458227 | NS      | $15458227.34  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5300                                          | CUSIP: 36202F3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     137673 | PA      | $136837.76    | 0.02%             | 2027-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.5 08/15/29 144A                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     559000 | PA      | $560116.88    | 0.06%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Expand Energy Corp.                                                                              | EXE 5.375 03/15/30                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     212000 | PA      | $215003.02    | 0.02%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G14241                                        | CUSIP: 3128MC5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85261 | PA      | $84858.95     | 0.01%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 6 06/15/29                                  | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     465000 | PA      | $479175.99    | 0.05%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2023-1 B                                   | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     310000 | PA      | $311300.76    | 0.03%             | 2028-05-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 202                                                              | CITZN 2023-1 A4                                  | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3049548.45   | 0.34%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust 2018-1                                                             | SYNIT 2023-A1 A                                  | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1210296.84   | 0.13%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 3.2 03/15/27                               | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $693352.06    | 0.08%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Rogers Communications Inc.                                                                       | RCICN 3.2 03/15/27                               | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $79240.24     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MFA 2023-INV2 TRUST                                                                              | MFRA 2023-INV2 A1                                | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     136895 | PA      | $138342.24    | 0.02%             | 2066-09-25      | Variable      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI TECHNOLOGY 2023-1                                                                      | PATH 2023-1 A                                    | CUSIP: 69547YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     444000 | PA      | $433068.14    | 0.05%             | 2040-10-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2023-NQM2 TRUST                                                                             | PRPM 2023-NQM2 A1                                | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72924 | PA      | $73324.68     | 0.01%             | 2068-08-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4.875 02/01/27                               | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120832.10    | 0.01%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.623 05/09/29                              | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131785.55    | 0.01%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                                        | AFFRM 2025-X1 A                                  | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84370 | PA      | $84498.26     | 0.01%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.542 09/10/27                               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     660000 | PA      | $648677.35    | 0.07%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                                              | PRDGY 2021-1A A                                  | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      28517 | PA      | $28472.14     | 0.00%             | 2051-07-25      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX5927                                        | CUSIP: 3140NASR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620318 | PA      | $591804.80    | 0.07%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 7 02/15/29 144A                              | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     255000 | PA      | $262108.13    | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                                              | GFORT 2023-1 A1                                  | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3018598.05   | 0.33%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2023-V3 MORTGAGE TRUST                                                                 | BMARK 2023-V3 A3                                 | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355000 | PA      | $371470.38    | 0.04%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2023-H23 JF                                  | CUSIP: 38383KFR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2284157 | PA      | $2311191.18   | 0.26%             | 2073-09-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.5 02/01/29 144A                         | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     275000 | PA      | $285221.20    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2023-5 A3                                  | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     308894 | PA      | $309774.46    | 0.03%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG E03022                                        | CUSIP: 31294MLB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     314438 | PA      | $312823.79    | 0.03%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                                                | VERUS 2024-1 A1                                  | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-O            | CORP              | US        |     212256 | PA      | $213447.40    | 0.02%             | 2069-01-25      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.643 05/07/28                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1107061.83   | 0.12%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Obx 2020-Exp3 Trust                                                                              | OBX 2020-EXP3 2A1B                               | CUSIP: 67448WBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     172530 | PA      | $172156.04    | 0.02%             | 2060-01-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW1299                                        | CUSIP: 3140MSNR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     504782 | PA      | $482508.97    | 0.05%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V5.829 05/09/27                             | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2011629.88   | 0.22%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2023-1 A2                                  | CUSIP: 34528QHW7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     290000 | PA      | $291027.56    | 0.03%             | 2028-05-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.299 07/24/29                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     417000 | PA      | $430025.55    | 0.05%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2023-C                                                          | SMB 2023-C A1A                                   | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121899 | PA      | $125349.39    | 0.01%             | 2052-11-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-6                                                                  | AOMT 2023-6 A1                                   | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-O            | CORP              | US        |     137436 | PA      | $138598.68    | 0.02%             | 2067-12-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.65 10/01/28                                | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310967.40    | 0.03%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                                                                                 | DUK 4.85 01/05/27                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403898.29    | 0.04%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST                                                                      | BMO 2025-C11 ASB                                 | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $132660.08    | 0.01%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                              | OMERFT 4.375 03/20/30 144A                       | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |     395000 | PA      | $402633.84    | 0.04%             | 2030-03-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WEST TRUST 2025-ROSE                                                                             | WEST 2025-ROSE A                                 | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217000 | PA      | $220788.98    | 0.02%             | 2030-04-10      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-A                                                                 | NSLT 2025-AA A1B                                 | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     258544 | PA      | $257945.38    | 0.03%             | 2057-03-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CDP Financial Inc.                                                                               | CADEPO 1 05/26/26 144A                           | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |     520000 | PA      | $514439.53    | 0.06%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SOFI PRFSNL PRG 2021-A TR                                                                        | SOFI 2021-A AFX                                  | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100854 | PA      | $89492.07     | 0.01%             | 2043-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                                 | CLVTSC 3.875 07/01/28 144A                       | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $320596.22    | 0.04%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 3.65 04/05/27                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596639.30    | 0.07%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4885                                        | CUSIP: 3140XLNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252074 | PA      | $248106.52    | 0.03%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2023-REV                                                                   | FORDR 2023-2 A                                   | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $724308.13    | 0.08%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V6.484 10/24/29                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     130000 | PA      | $137965.57    | 0.02%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 TRUST                                                                              | MFRA 2023-NQM4 A1                                | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180726 | PA      | $182309.55    | 0.02%             | 2068-12-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 4.85 01/05/29                                | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     126000 | PA      | $128781.21    | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc.                                                                           | MU 5.3 01/15/31                                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     135000 | PA      | $140097.37    | 0.02%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                             | PRPM 2025-NQM1 A1                                | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     155203 | PA      | $156622.90    | 0.02%             | 2069-11-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.75 04/15/27                               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134634.58    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.069 06/01/29                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     397000 | PA      | $379518.45    | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STD LN LCC 2021-B                                                                    | CASL 2021-B A1                                   | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121454 | PA      | $120047.95    | 0.01%             | 2052-06-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-Nqm6 Trust                                                                              | OBX 2023-NQM6 A1                                 | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     363247 | PA      | $365244.98    | 0.04%             | 2063-07-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| COAST COML MTG TR 23-2HTL                                                                        | COAST 2023-2HTL A                                | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335000 | PA      | $335484.54    | 0.04%             | 2036-08-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-DSC                                                              | JPMMT 2023-DSC1 A1                               | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350195 | PA      | $346755.32    | 0.04%             | 2063-07-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                                        | CFII 2023-2A A1                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     163347 | PA      | $165114.47    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.04 01/23/28                               | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     850000 | PA      | $859114.71    | 0.10%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 L                                                              | EFF 2025-2 A3                                    | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     220000 | PA      | $222481.46    | 0.02%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 1.5 02/15/26                                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86719.34     | 0.01%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                 | PR 5.875 07/01/29 144A                           | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     310000 | PA      | $312836.89    | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5105 LA                                      | CUSIP: 3137H0A40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     163224 | PA      | $159436.61    | 0.02%             | 2044-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2023-A LL                                                              | CASL 2023-A A1                                   | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     387197 | PA      | $394543.27    | 0.04%             | 2055-05-25      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| LUX TR 2023-LION                                                                                 | LUX 2023-LION A                                  | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     206513 | PA      | $208958.70    | 0.02%             | 2028-08-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SC0405                                        | CUSIP: 3132D9NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41544 | PA      | $40278.79     | 0.00%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2024-A                                                                | MMAF 2024-A A3                                   | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134685 | PA      | $136992.49    | 0.02%             | 2031-07-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5 03/01/28                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     580000 | PA      | $591152.05    | 0.07%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.875 04/15/30                              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     315000 | PA      | $310154.48    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V1.462 06/09/27                                | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     380000 | PA      | $375700.00    | 0.04%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0623                                        | CUSIP: 3132CWVQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116430 | PA      | $110501.58    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.574 07/25/29 MTN                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22805.28     | 0.00%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2023-A L                                                              | ELFI 2023-A A                                    | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     381005 | PA      | $399376.30    | 0.04%             | 2048-02-04      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.1 12/01/28                                  | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     152000 | PA      | $159847.67    | 0.02%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZA2257                                        | CUSIP: 31329KQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60681 | PA      | $59849.90     | 0.01%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization                                                            | PFAST 2023-2A A3                                 | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199763 | PA      | $201324.69    | 0.02%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                                             | VZMT 2024-2 A                                    | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     113000 | PA      | $115903.49    | 0.01%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-5C9 MORTGAGE TRUST                                                                      | BMO 2025-5C9 AS                                  | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103519 | PA      | $108714.34    | 0.01%             | 2057-12-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 1.3 02/03/31                                | CUSIP: 3133EMPE6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     870000 | PA      | $762045.88    | 0.08%             | 2031-02-03      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bx Trust 2021-View                                                                               | BX 2021-VIEW A                                   | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $149845.50    | 0.02%             | 2036-06-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-B                                                                      | NSLT 2021-BA AFX                                 | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     255495 | PA      | $242405.09    | 0.03%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.47 09/22/27                               | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     245000 | PA      | $240594.30    | 0.03%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FHLB 1.61 01/27/33                               | CUSIP: 3130AKRV0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     600000 | PA      | $506632.08    | 0.06%             | 2033-01-27      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization                                                            | PFAST 2023-1A A3                                 | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     411345 | PA      | $412661.52    | 0.05%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-2 L                                                              | EFF 2023-2 A2                                    | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     311663 | PA      | $313425.71    | 0.03%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE V6.557 10/18/27 144A                       | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $305752.29    | 0.03%             | 2027-10-18      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST                                                                      | BMO 2025-C11 A5                                  | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     156000 | PA      | $165211.42    | 0.02%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW 4.15 08/11/27 144A                           | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     270000 | PA      | $271298.01    | 0.03%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERICAL MORTGAGE TRUST 2025-FLWR                                                          | SCG 2025-FLWR A                                  | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     490000 | PA      | $490927.20    | 0.05%             | 2030-08-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-A                                                              | AHPT 2025-ATRM A                                 | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     830000 | PA      | $832247.35    | 0.09%             | 2030-08-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-2CON                                                               | BHG 2025-2CON A                                  | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     572913 | PA      | $579321.26    | 0.06%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-B                                                              | BX 2025-BCAT A                                   | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     479142 | PA      | $480401.06    | 0.05%             | 2042-08-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING 2025-B LLC                                                                          | NMEF 2025-B A2                                   | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $542332.53    | 0.06%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                                    | OPTN 2025-C A                                    | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1280000 | PA      | $1283119.68   | 0.14%             | 2033-07-08      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Triton Bond Trust 2021-2 In Respect Of Series 1                                                  | TRTN 2021-2 A1AU                                 | CUSIP: Q744CHAB0<br>LEI: 549300G8GZDY9FPBQ843 | Long             | ABS-O            | CORP              | AU        |     215787 | PA      | $143978.06    | 0.02%             | 2053-02-09      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO REC TR 2024-P4                                                                      | CRVNA 2024-P4 A3                                 | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $301940.78    | 0.03%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-6 FA                                    | CUSIP: 3136BUTN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     289394 | PA      | $290797.70    | 0.03%             | 2055-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-H22 FA                                  | CUSIP: 38376RC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     327375 | PA      | $328572.16    | 0.04%             | 2066-10-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-95 KF                                   | CUSIP: 3136BTS53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     483650 | PA      | $485185.90    | 0.05%             | 2054-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.979 01/24/29                              | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1019091.85   | 0.11%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 544668                                        | CUSIP: 36212VCD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1558 | PA      | $1577.81      | 0.00%             | 2030-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2016-40 EF                                   | CUSIP: 3136ASL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     370283 | PA      | $368157.42    | 0.04%             | 2046-07-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2024-H20 JF                                  | CUSIP: 38383K2U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     936496 | PA      | $938992.70    | 0.10%             | 2074-11-20      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80119                                         | CUSIP: 36225CDZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1382 | PA      | $1385.89      | 0.00%             | 2027-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2002-AR6 A                                  | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1644 | PA      | $1557.81      | 0.00%             | 2042-06-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2006 Ar19                                                       | INDX 2006-AR12 A1                                | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     215721 | PA      | $200984.26    | 0.02%             | 2046-09-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1J1219                                        | CUSIP: 3128NHK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15460 | PA      | $15880.52     | 0.00%             | 2035-10-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 823358                                        | CUSIP: 31406XWT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14143 | PA      | $14510.02     | 0.00%             | 2035-02-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 685500                                        | CUSIP: 31400ERV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148406 | PA      | $152233.35    | 0.02%             | 2032-12-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-88 FD                                   | CUSIP: 3136BT6B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1491449 | PA      | $1497001.69   | 0.17%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5500 FA                                      | CUSIP: 3137HJAP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1054467 | PA      | $1058625.14   | 0.12%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Csab Mtg Bkd 06-2                                                                                | CSAB 2006-2 A6A                                  | CUSIP: 12627HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     213833 | PA      | $58454.90     | 0.01%             | 2036-09-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Sec Mtg Ln 2006-Ab4                                                               | DBALT 2006-AB4 A6A1                              | CUSIP: 251513BC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70746 | PA      | $62027.60     | 0.01%             | 2036-10-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                                 | SANUK 4.496 12/12/27 144A                        | CUSIP: 80283LBB8<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1418425.36   | 0.16%             | 2027-12-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2006-AR19 1A                                | CUSIP: 933638AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110817 | PA      | $103535.94    | 0.01%             | 2047-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 479448                                        | CUSIP: 36209RTD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        333 | PA      | $337.41       | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 529481                                        | CUSIP: 36212CFW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        991 | PA      | $1003.37      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 514850                                        | CUSIP: 36211J5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6651 | PA      | $6733.58      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 514525                                        | CUSIP: 36211JSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8933 | PA      | $9040.48      | 0.00%             | 2029-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5493 FK                                      | CUSIP: 3137HHWV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     863682 | PA      | $866868.21    | 0.10%             | 2055-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-103 FC                                  | CUSIP: 3136BUQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1302395 | PA      | $1306921.97   | 0.14%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT 2025-1 LLC                                                                   | PREF 2025-1A A2                                  | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     552769 | PA      | $557352.19    | 0.06%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-4 FB                                    | CUSIP: 3136BUU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     272108 | PA      | $273135.58    | 0.03%             | 2053-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust 2005-2                                                       | AHMA 2006-5 A1                                   | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     530712 | PA      | $128908.71    | 0.01%             | 2046-11-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA F 07/02/27                                | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $201623.96    | 0.02%             | 2027-07-02      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5485 BF                                      | CUSIP: 3137HHLA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1602110 | PA      | $1608195.19   | 0.18%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2016-11 AF                                   | CUSIP: 3136ARPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     322815 | PA      | $321407.74    | 0.04%             | 2046-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2024-Gpa2                                                           | BX 2024-GPA2 A                                   | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1503386.70   | 0.17%             | 2029-11-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.476 11/11/29                             | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     480000 | PA      | $482898.75    | 0.05%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5.125 05/01/27 144A                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $579539.12    | 0.06%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KFC Holding Co., Pizza Hut Holdings, LLC Taco Bell of America LLC                                | YUM 4.75 06/01/27 144A                           | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |     265000 | PA      | $264862.54    | 0.03%             | 2027-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.05 12/30/26 144A                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     190000 | PA      | $191453.88    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GS MTG SEC CORP TR 2023-SHIP                                                                     | GSMS 2023-SHIP B                                 | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1200643.14   | 0.13%             | 2026-09-06      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                                  | COPAR 2024-1 A3                                  | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1515002.25   | 0.17%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5 03/01/28                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     350000 | PA      | $356729.69    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                                                | HBAN V4.871 04/12/28                             | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     690000 | PA      | $696101.44    | 0.08%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Hexcel Corporation                                                                               | HXL 3.95 02/15/27                                | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     750000 | PA      | $748822.86    | 0.08%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.625 12/15/27                               | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     350000 | PA      | $354798.08    | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                              | GSAT 2025-BMF A                                  | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     530000 | PA      | $531443.48    | 0.06%             | 2030-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V6.848 01/03/30                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     640000 | PA      | $679633.83    | 0.08%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Senior Incorporated                                                                 | ABR 7.875 07/15/30 144A                          | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     660000 | PA      | $628644.96    | 0.07%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 4.685 09/01/27                               | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     305000 | PA      | $308848.13    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                               | RGA 5.5 01/11/31 144A                            | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     645000 | PA      | $671916.13    | 0.07%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Western Southern Global Funding                                                                  | WSFIN 4.5 07/16/28 144A                          | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     340000 | PA      | $343016.32    | 0.04%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                                     | NYLIFE 4.85 01/09/28 144A                        | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     655000 | PA      | $667608.28    | 0.07%             | 2028-01-09      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                            | CHCOCH 3.7 11/15/29                              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     101000 | PA      | $98781.65     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                                       | UAL 5.875 10/15/27 20-1                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51009 | PA      | $52342.51     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM2743                                        | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     464753 | PA      | $454583.29    | 0.05%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 2.5 09/01/30 144A                         | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      72000 | PA      | $66090.66     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                                           | BIGBRS 6.625 01/31/29 144A                       | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |     260000 | PA      | $262441.14    | 0.03%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 5.05 07/12/29                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     527000 | PA      | $543115.95    | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 2.15 07/15/30                               | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      42000 | PA      | $38165.68     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                                      | NAVSL 2020-FA A                                  | CUSIP: 63941XAA5<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     128822 | PA      | $122312.13    | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO MTG SEC 2020-RR1                                                                     | WFMBS 2020-RR1 A1                                | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      52972 | PA      | $47018.18     | 0.01%             | 2050-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-BRBK A                                   | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160887 | PA      | $162046.57    | 0.02%             | 2041-10-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4.5 10/01/29                                 | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     516000 | PA      | $517437.16    | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.55 07/01/30                                | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     128000 | PA      | $127605.78    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.15 11/15/30                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42879.21     | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.995 07/22/30                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     106000 | PA      | $108921.75    | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-3                                                       | STAR 2020-3 A1                                   | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56722 | PA      | $55619.17     | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITY 20-PJ4                                                               | GSMBS 2020-PJ4 A2                                | CUSIP: 36259VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     133678 | PA      | $117094.55    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CALI COMMERCIAL MORTGAGE TRUST 2024                                                              | CALI 2024-SUN A                                  | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $210571.94    | 0.02%             | 2041-07-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DWF1                                                                                   | CONE 2024-DFW1 A                                 | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     203000 | PA      | $202965.18    | 0.02%             | 2026-08-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2020-West                                                                                   | CSMC 2018-RPL9 A                                 | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     104387 | PA      | $101278.40    | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FNR 2019-53 FA                                   | CUSIP: 3136B5K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     471619 | PA      | $461447.91    | 0.05%             | 2049-09-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2019-60 WF                                   | CUSIP: 3136B6VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     466325 | PA      | $462184.87    | 0.05%             | 2059-10-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Smb Pvt Education Loan Trust 2020-A                                                              | SMB 2020-A A2A                                   | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     271076 | PA      | $263553.28    | 0.03%             | 2037-09-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2020-17 EU                                   | CUSIP: 38382CP47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      61386 | PA      | $55195.68     | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.375 04/15/31                               | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103503.27    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brinks Company                                                                                   | BCO 6.5 06/15/29 144A                            | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129504.00    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                                           | BERRY 2024-1A A                                  | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $501968.80    | 0.06%             | 2037-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2020-PT-A                                                                   | SMB 2020-PTA A2B                                 | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     879926 | PA      | $877622.53    | 0.10%             | 2054-09-15      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-PAT                                                                                | BX 2024-PAT B                                    | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80000 | PA      | $80488.16     | 0.01%             | 2026-03-15      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.15 01/30/30                               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133978.25    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V Ltd                                                                | BSP 2018-5BA A1R                                 | CUSIP: 08181JAH5<br>LEI: 549300E7VMVNVKXVY242 | Long             | ABS-CBDO         | CORP              | KY        |     315000 | PA      | $316210.67    | 0.04%             | 2037-07-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                                               | RMIT 2024-1 A                                    | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103000 | PA      | $105052.74    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 L                                                              | EFF 2024-3 A4                                    | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51000 | PA      | $52243.71     | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GS MTG SECR CORP TR 2024-RVR                                                                     | GSMS 2024-RVR A                                  | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101723.77    | 0.01%             | 2029-08-10      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MSC 2024-Nstb                                                                                    | MSC 2024-NSTB A                                  | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     111864 | PA      | $110553.23    | 0.01%             | 2032-07-20      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FNR 2019-30 FN                                   | CUSIP: 3136B5AW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     372850 | PA      | $366546.75    | 0.04%             | 2049-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-1                                                                  | FFIN 2024-1A A                                   | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     176109 | PA      | $180312.45    | 0.02%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                                        | CFII 2024-1A A1                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     234897 | PA      | $237777.94    | 0.03%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-C                                                                     | SMB 2024-C A1A                                   | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     322436 | PA      | $331450.63    | 0.04%             | 2052-06-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 A                                   | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275000 | PA      | $275240.45    | 0.03%             | 2041-06-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                                                         | BX 2024-AIRC B                                   | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238730 | PA      | $240302.07    | 0.03%             | 2039-08-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C6 MORTGAGE TRUST                                                                      | BMO 2024-5C6 A3                                  | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $278008.97    | 0.03%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                                  | BANK 2024-BNK48 A5                               | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $193801.65    | 0.02%             | 2057-10-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-H09 FB                                  | CUSIP: 38375UYW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     516987 | PA      | $523165.02    | 0.06%             | 2067-04-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-H10 FB                                  | CUSIP: 38375UZZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     760954 | PA      | $770229.03    | 0.09%             | 2067-04-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 3.65 03/01/28 B                              | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197843.58    | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4904 FA                                      | CUSIP: 3137FN6L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     267591 | PA      | $262351.42    | 0.03%             | 2049-06-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                              | NRZT 2019-RPL3 A1                                | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     515069 | PA      | $500028.51    | 0.06%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                                      | NAVSL 2020-DA A                                  | CUSIP: 63941HAA0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     281400 | PA      | $269026.52    | 0.03%             | 2069-05-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN 9.75 04/15/29 144A                        | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     230000 | PA      | $257317.84    | 0.03%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN BZ1178                                        | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1036000 | PA      | $1077463.53   | 0.12%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.25 07/01/29                                 | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103026.31    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 L                                                              | EFF 2024-3 A3                                    | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157000 | PA      | $159292.40    | 0.02%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-136 GB                                  | CUSIP: 38380HHT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      61425 | PA      | $59218.83     | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.8 05/12/28                                   | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1362412.29   | 0.15%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Navistar FinDeal                                                                                 | NAVMT 2024-1 A                                   | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     292000 | PA      | $293429.88    | 0.03%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM2                                                        | BRAVO 2025-NQM2 A1                               | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-O            | CORP              | US        |     193761 | PA      | $195797.06    | 0.02%             | 2064-11-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                               | BX 2025-ROIC A                                   | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     577747 | PA      | $577665.09    | 0.06%             | 2030-03-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MTG TR 2025-3                                                                 | CHASE 2025-3 A11                                 | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-O            | CORP              | US        |     354674 | PA      | $355065.15    | 0.04%             | 2056-02-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     655000 | PA      | $677793.35    | 0.08%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                                  | FFIN 2025-1A A                                   | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     201011 | PA      | $203678.31    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-Nqm2                                                    | NRZT 2025-NQM2 A1                                | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-O            | CORP              | US        |     163214 | PA      | $165167.14    | 0.02%             | 2065-05-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Pret 2021-Rn4 LLC                                                                                | PRET 2025-RPL2 A1                                | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92769 | PA      | $90831.39     | 0.01%             | 2064-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                                             | ARES1 2025-IND3 A                                | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199000 | PA      | $199405.06    | 0.02%             | 2027-04-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                                    | GSKY 2025-2A A4                                  | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97809 | PA      | $98623.77     | 0.01%             | 2060-06-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                 | NSLT 2025-BA A1B                                 | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     336856 | PA      | $339601.26    | 0.04%             | 2055-05-17      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                       | CNHI 1.875 01/15/26                              | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1338928.13   | 0.15%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| SMB PVT ED LN TR 2022-D                                                                          | SMB 2022-D A1B                                   | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     517072 | PA      | $527117.03    | 0.06%             | 2058-10-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM 5.001 04/28/28                                | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     665000 | PA      | $680399.56    | 0.08%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OHA CREDIT PARTNRS LTD 2021-16                                                                   | OAKC 2021-16A AR                                 | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     330000 | PA      | $331318.12    | 0.04%             | 2037-10-18      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.85 04/01/30                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17380.51     | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Ln Program 2016-5 Llc                                                              | SCLP 2025-1 A                                    | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110894 | PA      | $111326.96    | 0.01%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | PEG 4.9 03/15/30                                 | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      64000 | PA      | $65525.85     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                                                              | DEFT 2025-1 A3                                   | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     215000 | PA      | $217596.17    | 0.02%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                                     | BAY 2025-LIVN A                                  | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     236000 | PA      | $236572.89    | 0.03%             | 2035-05-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                                   | EFMT 2025-INV2 A1                                | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-O            | CORP              | US        |     237477 | PA      | $239476.53    | 0.03%             | 2070-05-26      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| POINT BROADBAND FUNDING LLC 2025-1                                                               | POINTB 2025-1A A2                                | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      69000 | PA      | $69616.64     | 0.01%             | 2055-07-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 4.091 06/01/29 144a                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     280000 | PA      | $274673.22    | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: —       |
| Lyra Music Assets Del LP                                                                         | LYRA 2025-1A A2                                  | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100953.44    | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.431 03/09/27                               | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     380000 | PA      | $378085.33    | 0.04%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO 5.3 06/05/26                                 | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $653940.11    | 0.07%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)                                                          | SEB 5.375 03/05/29 144A                          | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    1285000 | PA      | $1330950.29   | 0.15%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RR 21 Ltd / RR 21 LLC                                                                            | RRAM 2022-21A A1AR                               | CUSIP: 78110TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     250000 | PA      | $250945.50    | 0.03%             | 2039-07-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                        | BRAVO 2025-NQM3 A1                               | CUSIP: 105927AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126654 | PA      | $127834.61    | 0.01%             | 2049-12-31      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW 5.05 03/21/30 144A                           | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     655000 | PA      | $673159.36    | 0.07%             | 2030-03-21      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 4.907 04/01/28 144A                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     102000 | PA      | $103765.79    | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                                      | PAYX 5.1 04/15/30                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      87000 | PA      | $89685.99     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE                                                              | MSRM 2025-DSC1 A1                                | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     243690 | PA      | $246694.20    | 0.03%             | 2070-03-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 4.62 07/16/28 144A                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202760.10    | 0.02%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-NQM3                                                                                   | EFMT 2025-NQM3 A1                                | CUSIP: 26846YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     337345 | PA      | $340428.64    | 0.04%             | 2070-08-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                             | MCMLT 2017-1 M2                                  | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      49994 | PA      | $49647.17     | 0.01%             | 2058-11-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                          | SMB 2021-A B                                     | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      68979 | PA      | $67555.13     | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN 2021-C                                                                     | NAVSL 2021-CA A                                  | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     202918 | PA      | $186309.09    | 0.02%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES                                                               | GMREV 2024-2 A                                   | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $152715.32    | 0.02%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.65 04/01/28                               | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111569.15    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C33                                                                   | BBCMS 2025-5C33 A4                               | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $189766.35    | 0.02%             | 2058-03-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                                 | OLN 6.625 04/01/33 144A                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     670000 | PA      | $665791.59    | 0.07%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| CROSS 2025-H2 MORTGAGE TRUST                                                                     | CROSS 2025-H2 A1                                 | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210444 | PA      | $211783.27    | 0.02%             | 2070-03-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.994 04/12/29 .                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102023.50    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                                   | VERUS 2025-3 A1                                  | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-O            | CORP              | US        |     304028 | PA      | $307396.52    | 0.03%             | 2070-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.97 04/23/29                               | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     131000 | PA      | $133501.90    | 0.01%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                              | NCMF 2025-MFS A                                  | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     244000 | PA      | $245114.74    | 0.03%             | 2033-06-10      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.398 09/23/31 144A                         | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $199274.73    | 0.02%             | 2031-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC Inc.                                                                           | GBDC 2.5 08/24/26                                | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     690000 | PA      | $679728.92    | 0.08%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                     | CARGIL 4.5 06/24/26 144A                         | CUSIP: 141781CA0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     655000 | PA      | $657080.86    | 0.07%             | 2026-06-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PARK BLUE CLO 2024-5 LTD                                                                         | PKBLU 2024-5A A1                                 | CUSIP: 70019CAA3<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-CBDO         | CORP              | KY        |     325000 | PA      | $326184.30    | 0.04%             | 2037-07-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM A15                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $543228.90    | 0.06%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Limited                                                                  | ANCHC 2015-7A CR3                                | CUSIP: 03328TBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $452594.84    | 0.05%             | 2037-04-28      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                                           | BANK 2021-BN33 ASB                               | CUSIP: 06541CBE5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | ABS-O            | CORP              | US        |     460000 | PA      | $437662.56    | 0.05%             | 2064-05-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.45 03/06/31                               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     259000 | PA      | $265859.08    | 0.03%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STNLY BAML TR 2025-5C1                                                                    | MSBAM 2025-5C1 A3                                | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     342000 | PA      | $357805.07    | 0.04%             | 2058-03-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| INTOWN MTG TR 2025-STAY                                                                          | TOWN 2025-STAY A                                 | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $320795.95    | 0.04%             | 2042-03-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D 5 06/15/30                                     | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      66000 | PA      | $67900.45     | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V5.741 03/20/31                           | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     435000 | PA      | $451073.28    | 0.05%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| Natwest Markets PLC                                                                              | NWG 4.789 03/21/28 144A                          | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $264548.76    | 0.03%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 5.05 03/27/28 144A                            | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     580000 | PA      | $589379.15    | 0.07%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.937 04/23/28                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     389000 | PA      | $393570.11    | 0.04%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                                              | NCMF 2025-MFS B                                  | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     149000 | PA      | $150667.80    | 0.02%             | 2033-06-10      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 3.755 03/15/27 *                             | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36818.77     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 4.9 08/01/30                                | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     430000 | PA      | $435316.95    | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 41(B)-R Ltd.                                                          | GCBSL 2019-41A AR2                               | CUSIP: 38178AAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250990.73    | 0.03%             | 2038-07-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.019 07/29/29                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55728.23     | 0.01%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 4.685 09/01/27                               | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     205000 | PA      | $207586.45    | 0.02%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-11                                                                 | AOMT 2025-11 A1                                  | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     192597 | PA      | $193030.02    | 0.02%             | 2070-10-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FHLB 2.18 11/06/29                               | CUSIP: 3130AHHC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     750000 | PA      | $708909.06    | 0.08%             | 2029-11-06      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL MORTGAGE TRUST                                                                     | DBGS 2024-SBL A                                  | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $180277.61    | 0.02%             | 2034-08-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Technology Fin Corp II                                                                  | OTF 6.75 04/04/29                                | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1356197.55   | 0.15%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                                         | HCA 5.25 03/01/30                                | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258351.83    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX TR 2025-NQM3                                                                                 | OBX 2025-NQM3 A1                                 | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |     103094 | PA      | $104192.21    | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5 03/01/32 144A                             | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309773.20    | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 4.45 03/01/27 144A                          | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     680000 | PA      | $685163.84    | 0.08%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 4.9 03/15/30                                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     355000 | PA      | $363002.34    | 0.04%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                          | EQH 5 03/27/30 144A                              | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     795000 | PA      | $814167.14    | 0.09%             | 2030-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.103 04/22/31                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     359000 | PA      | $371132.82    | 0.04%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM4                                                               | BRAVO 2025-NQM4 A1                               | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-O            | CORP              | US        |     166374 | PA      | $168279.80    | 0.02%             | 2065-02-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 4.375 11/15/30                               | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     150000 | PA      | $149746.98    | 0.02%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                          | SMB 2021-A APL                                   | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     331545 | PA      | $328693.90    | 0.04%             | 2053-01-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CLINTON S C PUB FACS CORP                                                                        | SMB 2021-B A                                     | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     455082 | PA      | $431398.93    | 0.05%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                                | VERUS 2023-2 A1                                  | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     532015 | PA      | $532101.45    | 0.06%             | 2068-03-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 2.25 08/15/29                               | CUSIP: 3133EKA30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $952861.33    | 0.11%             | 2029-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT 2025-LEAF1 LLC                                                                     | MTLRF 2025-1A A2                                 | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      53000 | PA      | $53278.91     | 0.01%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST                                                          | SCLP 2025-2 A                                    | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     386638 | PA      | $388972.28    | 0.04%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 8.25 12/15/29 144a                           | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     240000 | PA      | $255418.08    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| ENTERPRISE FLEET FNC 2017-2                                                                      | EFF 2025-3 A3                                    | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1146000 | PA      | $1161509.39   | 0.13%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                                          | BFLD 2025-5MW B                                  | CUSIP: 088921AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230000 | PA      | $232896.97    | 0.03%             | 2042-10-10      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.2 10/15/30                                | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70045.09     | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Company Inc                                                             | GM 1.25 01/08/26                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1349348.75   | 0.15%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                                       | TWLO 3.625 03/15/29                              | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     140000 | PA      | $135477.72    | 0.02%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                      | NSLT 2021-A APT2                                 | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     272756 | PA      | $257975.59    | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Texas Commercial Mortgage Trust 2025-Twr                                                         | TEXAS 2025-TWR A                                 | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     234000 | PA      | $234573.99    | 0.03%             | 2042-04-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.186 04/01/30 144A                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30880.14     | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: —       |
| Consumers Energy Company                                                                         | CMS 4.5 01/15/31                                 | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116506.20    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                                    | CWL 2004-6 1A1                                   | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     399658 | PA      | $391856.26    | 0.04%             | 2034-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2018-C A2FX                                 | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17582 | PA      | $17495.63     | 0.00%             | 2048-01-25      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2020-2 A1A                                  | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1109266 | PA      | $1020569.76   | 0.11%             | 2060-04-25      | Variable      | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY F 07/23/27 GMTN                               | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1202918.41   | 0.13%             | 2027-07-23      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM7576                                        | CUSIP: 3140JCM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199789 | PA      | $203690.35    | 0.02%             | 2029-09-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JTDB 0 01/07/26 1334                             | CUSIP: J2615UBP0<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  275200000 | PA      | $1756738.34   | 0.19%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-35 FJ                                   | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     210811 | PA      | $213222.05    | 0.02%             | 2055-05-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                                  | RPLDCI 6.581 05/30/49 144A                       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $296928.06    | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST                                                              | GSMBS 2025-PJ10 A27                              | CUSIP: 36273MBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240651 | PA      | $241358.69    | 0.03%             | 2056-04-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                                | LYB 5.125 01/15/31                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45230.60     | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2025-1A A2II                                | CUSIP: 72703PAJ2<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |      80000 | PA      | $80346.02     | 0.01%             | 2055-12-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 3.7 06/15/26                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2659493.55   | 0.29%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 2.196 02/04/26                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1197766.81   | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                                     | SBALT 2024-C A3                                  | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     874610 | PA      | $876790.08    | 0.10%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM7575                                        | CUSIP: 3140JCMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298967 | PA      | $306599.32    | 0.03%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Swedish Export Credit Corp.                                                                      | SEK F 05/05/27 GMTN                              | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    5000000 | PA      | $5050462.10   | 0.56%             | 2027-05-05      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM2 TRUST                                                                              | MFRA 2025-NQM2 A1                                | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-O            | CORP              | US        |     168779 | PA      | $170336.53    | 0.02%             | 2070-05-27      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                                                    | NRZT 2025-NQM5 A1                                | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-O            | CORP              | US        |     189754 | PA      | $190484.18    | 0.02%             | 2065-08-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC2                                                    | GSMBS 2025-DSC2 A1                               | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-O            | CORP              | US        |     151936 | PA      | $153194.36    | 0.02%             | 2066-01-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Cross 2025-H8 Mortgage Trust                                                                     | CROSS 2025-H8 A1A                                | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     246333 | PA      | $247083.77    | 0.03%             | 2070-11-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM10                                                       | BRAVO 2025-NQM10 A1                              | CUSIP: 10570BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     321791 | PA      | $321985.91    | 0.04%             | 2065-09-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 508398                                        | CUSIP: 36211BX33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1620 | PA      | $1638.24      | 0.00%             | 2030-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                                    | SCRT 2018-3 MA                                   | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     168474 | PA      | $165471.16    | 0.02%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS9327                                        | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220873 | PA      | $215992.63    | 0.02%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dryden XXVI Senior Loan Fund                                                                     | DRSLF 2013-26A BR                                | CUSIP: 26250UAS4<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     305000 | PA      | $305155.21    | 0.03%             | 2029-04-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Limited                                                                                | AYR 2.85 01/26/28 144A                           | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $291834.78    | 0.03%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2024-3 A2                                  | CUSIP: 34528QJL9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1004646.95   | 0.11%             | 2029-09-15      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                  | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     183000 | PA      | $183982.92    | 0.02%             | 2040-06-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RCF5 LLC                                                                               | PRPM 2025-RCF5 A1                                | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     478616 | PA      | $479416.68    | 0.05%             | 2055-10-25      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.255 10/22/31                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134781.18    | 0.01%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2020-3                                                                          | CIFC 2020-3A A1R2                                | CUSIP: 12560EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250292.65    | 0.03%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-NQM6 TRUST                                                                             | GCAT 2025-NQM6 A1                                | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     141326 | PA      | $141542.58    | 0.02%             | 2070-10-25      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.3 11/15/30                                 | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184535.01    | 0.02%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                              | EQIX 4.6 11/15/30                                | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160661.55    | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2005-AR2 2A1A                               | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56543 | PA      | $56806.84     | 0.01%             | 2045-01-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FSPC T-32 A1                                     | CUSIP: 3133TSQG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      64891 | PA      | $64758.21     | 0.01%             | 2031-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                                      | GSR 2005-AR6 2A1                                 | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      18981 | PA      | $18205.03     | 0.00%             | 2035-09-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-Ar1                                          | SAMI 2005-AR8 A1A                                | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     102859 | PA      | $88154.87     | 0.01%             | 2036-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL5548                                        | CUSIP: 3138ENEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252685 | PA      | $263640.26    | 0.03%             | 2038-05-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS6745                                        | CUSIP: 3138WGP73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     418948 | PA      | $411091.13    | 0.05%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-E                                                 | NAVSL 2018-EA A2                                 | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2910 | PA      | $2909.53      | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2019-9 MA                                    | CUSIP: 3136B35A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     479381 | PA      | $465917.14    | 0.05%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 2.75 02/01/26                                 | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1398410.08   | 0.15%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V1.305 02/02/27 144A                         | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $1994430.58   | 0.22%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK F 07/13/26                                | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     790000 | PA      | $794719.33    | 0.09%             | 2026-07-13      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                                                     | ARIFL 2025-B A2                                  | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     647000 | PA      | $651830.57    | 0.07%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-RPL4 TRUST                                                                             | PRET 2025-RPL4 A1                                | CUSIP: 740943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     685104 | PA      | $673318.57    | 0.07%             | 2065-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2                                                              | CHASE 2025-11 A11                                | CUSIP: 16162QBD3<br>LEI: 529900WHPX8TDUNEBR55 | Long             | ABS-O            | CORP              | US        |     342517 | PA      | $344150.32    | 0.04%             | 2056-02-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.369 10/21/31 .                             | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     852000 | PA      | $851114.51    | 0.09%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-2                                                                     | HPEFS 2025-2A A1                                 | CUSIP: 442927AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1169888 | PA      | $1170998.80   | 0.13%             | 2026-10-20      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.1 11/15/30                               | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210926.73    | 0.02%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER                                                                                    | FIBER 2025-1A A2                                 | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     171000 | PA      | $171946.47    | 0.02%             | 2055-11-20      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 795297                                        | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25211 | PA      | $25333.66     | 0.00%             | 2044-07-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ1707                                        | CUSIP: 3140H23R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227810 | PA      | $222759.17    | 0.02%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2018-2                                                             | MCMLT 2018-3 A1                                  | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63157 | PA      | $62562.78     | 0.01%             | 2058-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-E                                                 | NAVSL 2018-DA A2A                                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119582 | PA      | $119048.60    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-3                                                                 | TPMT 2018-6 A1A                                  | CUSIP: 89176LAA2<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-O            | CORP              | US        |     171968 | PA      | $171301.45    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                                 | NAVSL 2020-HA A                                  | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     185364 | PA      | $175566.74    | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 4.4 10/15/29                                 | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     800000 | PA      | $804313.36    | 0.09%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                                                 | SEMT 2024-HYB1 A1A                               | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     971797 | PA      | $975499.70    | 0.11%             | 2063-11-25      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                                   | CARMX 2024-4 A2A                                 | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     558067 | PA      | $558966.55    | 0.06%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-2 FG                                    | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     152904 | PA      | $154355.22    | 0.02%             | 2055-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Westlake Automboile Receivables Trust 2018-3                                                     | WLAKE 2025-P1 A3                                 | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131000 | PA      | $132278.47    | 0.01%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 L                                                              | EFF 2025-4 A2                                    | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1102257.97   | 0.12%             | 2028-08-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2025-STAR                                                          | BPR 2025-STAR B                                  | CUSIP: 05619DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130000 | PA      | $130824.06    | 0.01%             | 2042-11-05      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-41 FD                                   | CUSIP: 3136BV5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     124962 | PA      | $126211.73    | 0.01%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                                                    | GSMBS 2025-NQM5 A1                               | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-O            | CORP              | US        |     109781 | PA      | $109988.70    | 0.01%             | 2065-07-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2007-HY1 1A1                                | CUSIP: 92925VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      83436 | PA      | $74632.70     | 0.01%             | 2037-02-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WMALT 2007-OA5 A1B                               | CUSIP: 93936RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2914 | PA      | $8914.21      | 0.00%             | 2047-05-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-Ar1                                          | SAMI 2005-AR5 A1                                 | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16038 | PA      | $15614.57     | 0.00%             | 2035-07-19      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.625 09/01/28                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     553000 | PA      | $570829.27    | 0.06%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS Q029 A                                      | CUSIP: 3137HHH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1319559 | PA      | $1319488.81   | 0.15%             | 2027-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 4.45 12/15/30                                 | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89644.13     | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                         | BFLD 2025-660F B                                 | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195000 | PA      | $195965.12    | 0.02%             | 2042-11-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 3.9 11/20/28                                | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110415.23    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3060                                        | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     237884 | PA      | $232693.66    | 0.03%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                                      | VDC 2025-2A A2                                   | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106000 | PA      | $105286.76    | 0.01%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-1                                                                 | NSLT 2025-1A A1                                  | CUSIP: 64035EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $400110.42    | 0.04%             | 2033-10-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-VOLT A                                   | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $145353.74    | 0.02%             | 2044-12-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                            | WDSAU 3.7 09/15/26 144A                          | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $398634.38    | 0.04%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                    | SPLLLC 4.2 03/15/28                              | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     136000 | PA      | $136273.08    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2018-TALL A                                | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170000 | PA      | $161204.10    | 0.02%             | 2037-03-15      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MTG TR 2020-1                                                                         | TPMT 2020-1 A1                                   | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     278949 | PA      | $270038.15    | 0.03%             | 2060-01-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V1.234 05/22/27                           | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     900000 | PA      | $890184.23    | 0.10%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                                    | SCRT 2018-2 MA                                   | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     136015 | PA      | $133769.74    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MTG TRUST 2021-SJ2                                                                    | TPMT 2021-SJ2 A1A                                | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     282750 | PA      | $276357.00    | 0.03%             | 2061-12-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-5                                                                    | CHAOT 2024-5A A3                                 | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2208082.69   | 0.24%             | 2029-08-27      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-TAIL A                                   | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112000 | PA      | $112156.62    | 0.01%             | 2035-06-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BPR TST                                                                                          | BPR 2025-ALDR A                                  | CUSIP: 05594EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152000 | PA      | $157291.86    | 0.02%             | 2042-06-05      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JTDB 0 01/13/26 1335                             | CUSIP: J2615UBQ8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  143500000 | PA      | $915933.96    | 0.10%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.975 01/18/27 144A                      | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $1801123.62   | 0.20%             | 2027-01-18      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                                  | COLT 2025-INV2 A1                                | CUSIP: 12673UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     117598 | PA      | $118926.64    | 0.01%             | 2070-02-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-9                                                                | VERUS 2025-9 A1                                  | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-O            | CORP              | US        |     180949 | PA      | $181317.52    | 0.02%             | 2070-10-27      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Trillium Credit Card Trust Ii                                                                    | TCCT 2025-1A A                                   | CUSIP: 89621ACC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     900000 | PA      | $903456.27    | 0.10%             | 2030-09-26      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5471 FM                                      | CUSIP: 3137HHJ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     620499 | PA      | $625512.09    | 0.07%             | 2054-11-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 5 12/15/29                                 | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $307921.46    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BE0146                                        | CUSIP: 3140FKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143685 | PA      | $139512.08    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3280                                        | CUSIP: 3140J7UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246995 | PA      | $245597.28    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025 4                                        | GMCAR 2025-4 A3                                  | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     386000 | PA      | $386673.65    | 0.04%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                                   | EFMT 2025-NQM5 A1                                | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     373342 | PA      | $374389.80    | 0.04%             | 2070-11-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                                | BMARK 2019-B12 AAB                               | CUSIP: 08162FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     753414 | PA      | $741639.35    | 0.08%             | 2052-08-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V2.552 01/07/28                               | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     700000 | PA      | $688652.76    | 0.08%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                                        | AFFRM 2025-X2 A                                  | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     196043 | PA      | $196258.36    | 0.02%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHLMC 4.125 11/13/28                             | CUSIP: 3134HB5G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    2200000 | PA      | $2200965.14   | 0.24%             | 2028-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2012-79 FM                                   | CUSIP: 3136A7LX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      73260 | PA      | $72499.25     | 0.01%             | 2042-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK V1.106 02/24/27 144A                      | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $2190471.03   | 0.24%             | 2027-02-24      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS9610                                        | CUSIP: 3138WKVC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221180 | PA      | $220248.19    | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BC9043                                        | CUSIP: 3140F5BM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     333448 | PA      | $323058.13    | 0.04%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                                              | FE 4.95 12/15/29 144A                            | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $47096.65     | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                               | BX 2025-LUNR A                                   | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     386141 | PA      | $387183.18    | 0.04%             | 2040-06-09      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-11X                                                           | NYC 2025-11X A                                   | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195000 | PA      | $195951.50    | 0.02%             | 2037-10-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                                              | NAVRL 2025-C A                                   | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     484789 | PA      | $486480.93    | 0.05%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1890                                        | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2271 | PA      | $2207.47      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017 2                                                                 | TPMT 2018-1 A1                                   | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     104538 | PA      | $103984.65    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-10                                                                   | SEMT 2025-10 A26F                                | CUSIP: 81750CBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     349800 | PA      | $350082.10    | 0.04%             | 2055-11-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.153 10/21/29                               | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     553000 | PA      | $553111.86    | 0.06%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.419 12/20/28                              | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22745.73     | 0.00%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 2.329 01/22/27                            | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $589665.50    | 0.07%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.465 11/19/31                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250837.26    | 0.03%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.875 11/15/30                               | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145352.66    | 0.02%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LQR TRUST 2025-CALI                                                                              | LQR 2025-CALI E                                  | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     156000 | PA      | $156131.80    | 0.02%             | 2043-01-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4.7 06/01/27 D                               | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504261.27    | 0.06%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2022-H22 EF                                  | CUSIP: 38382YA52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     321294 | PA      | $322115.73    | 0.04%             | 2072-10-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 5.709 01/09/26                            | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $400119.00    | 0.04%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                              | OMERFT 4 04/20/28 144A                           | CUSIP: 682142AJ3<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |     555000 | PA      | $558933.91    | 0.06%             | 2028-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.                                                              | BSP 2020-20A ARR                                 | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     260000 | PA      | $260755.51    | 0.03%             | 2037-07-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017 4                                                                 | TPMT 2017-4 A1                                   | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70012 | PA      | $68880.54     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.772 01/24/29 GMTN                          | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56705.32     | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                             | KD 2.05 10/15/26                                 | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $983968.18    | 0.11%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                                | AMCR 4.8 03/17/28                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     660000 | PA      | $669974.96    | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I - VII XIV XIX XX XXII XXIV XXXVII XXXVIII                                 | STR 2025-1A A1                                   | CUSIP: 86212FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     469413 | PA      | $469509.91    | 0.05%             | 2055-10-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF1212                                        | CUSIP: 3133BNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     413992 | PA      | $395752.15    | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.5 01/25/31                              | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206821.36    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 4.55 09/11/28 144A                            | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     530000 | PA      | $533367.41    | 0.06%             | 2028-09-11      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                     | DRIVE 2025-2 A3                                  | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $541546.13    | 0.06%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Franklin Bsp Capital Corp.                                                                       | FRBP 6 10/02/30 144A                             | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     275000 | PA      | $273231.48    | 0.03%             | 2030-10-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                                     | WLAKE 2025-3A A3                                 | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $853278.71    | 0.09%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                | DK 2025-LXP A                                    | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $60188.99     | 0.01%             | 2037-08-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-REV2                                                           | FORDR 2025-2 A                                   | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     490000 | PA      | $495228.10    | 0.05%             | 2038-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                            | CCG 2025-2 A2                                    | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     680000 | PA      | $682005.42    | 0.08%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                                              | NHPIFS 5.125 09/25/28 144A                       | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     375000 | PA      | $374928.60    | 0.04%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| TRINITAS CLO 2020-12 LTD                                                                         | TRNTS 2020-12A A1R2                              | CUSIP: 89641GAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     402610 | PA      | $402816.61    | 0.04%             | 2033-04-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2018-B                                                          | SMB 2018-B A2B                                   | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |      65595 | PA      | $65555.90     | 0.01%             | 2037-01-15      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2025-A                                                           | REPS 2025-A A                                    | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     970000 | PA      | $974659.98    | 0.11%             | 2034-11-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| SHRN TRUST 2025-MF18                                                                             | SHRN 2025-MF18 A                                 | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     760000 | PA      | $761425.76    | 0.08%             | 2040-10-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                            | AL 2.875 01/15/26 MTN                            | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1599156.35   | 0.18%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE FLEET FIN 2021-1                                                                      | EFF 2023-1 A2                                    | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170394 | PA      | $170655.49    | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.25 03/15/31                                | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     345000 | PA      | $348052.31    | 0.04%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP/ Drawbridge Special Opportunities Finance Corporation   | DRAWBR 5.95 09/17/30 144A                        | CUSIP: 26150TAF6<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |     820000 | PA      | $783441.87    | 0.09%             | 2030-09-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| COLT 2023-1 MORTGAGE LOAN TRUST                                                                  | COLT 2023-1 A2                                   | CUSIP: 19688NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     187598 | PA      | $188167.46    | 0.02%             | 2068-04-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | STLA 3.375 11/19/28 EMTN                         | CUSIP: N82405AQ9<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $237538.79    | 0.03%             | 2028-11-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PRM5 TR 2025-PRM5                                                                                | PRM5 2025-PRM5 A                                 | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $270086.40    | 0.03%             | 2028-02-10      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                                   | SEMT 2017-CH1 A2                                 | CUSIP: 81746HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7786 | PA      | $7247.98      | 0.00%             | 2047-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.9 10/01/27                                 | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61777.54     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.75 02/01/28                               | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13005.69     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5082                                        | CUSIP: 3140J9UG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123512 | PA      | $123594.95    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2020-127 LP                                  | CUSIP: 38382HX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     409358 | PA      | $334314.92    | 0.04%             | 2050-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER 2025-REV1                                                                     | FORDR 2025-1 A                                   | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     520000 | PA      | $535478.42    | 0.06%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 4.75 01/15/28 144A                        | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     270000 | PA      | $269489.62    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM LLC                                                                   | ELFI 2021-A A                                    | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     678095 | PA      | $610918.40    | 0.07%             | 2046-12-26      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-Inv3                                                             | VERUS 2021-6 A1                                  | CUSIP: 92538MAA7<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |     654463 | PA      | $580102.55    | 0.06%             | 2066-10-25      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers Finance Trust                                                                   | ONTTFT 4.25 04/25/28 144A                        | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |     315000 | PA      | $319077.24    | 0.04%             | 2028-04-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd / LLC                                                                   | CIFC 2021-4A BR                                  | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $251224.20    | 0.03%             | 2037-07-23      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SIGNAL PK CLO LTD 2017-4R                                                                        | SPEAK 2018-5A A1R                                | CUSIP: 82666VAA2<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $401535.60    | 0.04%             | 2037-04-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-CNYN A                                   | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119000 | PA      | $119237.08    | 0.01%             | 2041-04-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO 2014-1 Ltd.                                                                    | PLMRS 2024-2A A1                                 | CUSIP: 69703LAA6<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251028.00    | 0.03%             | 2037-07-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                                     | GALC 2024-2 A2                                   | CUSIP: 39154GAB2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |      94428 | PA      | $94831.76     | 0.01%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                                           | BGCLO 2021-2A A1R                                | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251061.75    | 0.03%             | 2037-10-19      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2013-H13 FT                                  | CUSIP: 38375B2L5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      70321 | PA      | $70202.73     | 0.01%             | 2063-05-20      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                                 | AMCR 4.875 07/15/26 144A                         | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     233000 | PA      | $233051.54    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4948 E                                       | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      82814 | PA      | $76590.54     | 0.01%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW RESI MTG TR 2020-RPL1                                                                        | NRZT 2020-RPL1 A1                                | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     673750 | PA      | $651630.08    | 0.07%             | 2059-11-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                                  | GMREV 2024-1 A                                   | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     214000 | PA      | $220399.22    | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-PAT                                                                                | BX 2024-PAT A                                    | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $190288.74    | 0.02%             | 2041-03-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.656 04/18/30                               | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     221000 | PA      | $230470.38    | 0.03%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Trestles Clo 2017-1 Ltd/Llc                                                                      | TREST 2017-1A A1RR                               | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251006.00    | 0.03%             | 2037-07-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 20                                                              | SMB 2024-D A1B                                   | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309230 | PA      | $307183.01    | 0.03%             | 2053-07-05      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TRUST                                                                             | PRPM 2024-NQM2 A1                                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71729 | PA      | $72688.13     | 0.01%             | 2069-06-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS NBLA                                                              | NEUB 2022-50A AR                                 | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |     330000 | PA      | $330480.02    | 0.04%             | 2036-07-23      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.2 09/27/29 *                              | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     146000 | PA      | $143361.56    | 0.02%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5 03/01/28                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305768.30    | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2015-c                                                      | NAVSL 2017-5A A                                  | CUSIP: 63940CAA2<br>LEI: 54930086BJSGBUSP0X07 | Long             | ABS-O            | CORP              | US        |     466737 | PA      | $464739.84    | 0.05%             | 2066-07-26      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.375 05/01/26 144A                         | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200076.30    | 0.02%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SOFI PERSONAL LN TR 2024-1                                                                       | SPLT 2024-1A A                                   | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      68301 | PA      | $67923.91     | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.371 04/04/29 144A                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     298000 | PA      | $307866.26    | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD                                                                               | ELM30 2024-6A A                                  | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     685000 | PA      | $687168.78    | 0.08%             | 2037-07-17      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                                        | COMM 2024-WCL1 A                                 | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $260690.09    | 0.03%             | 2041-06-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | HON 4.7 02/01/30                                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     160000 | PA      | $163705.99    | 0.02%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust 2018-1                                                             | SYNIT 2025-A1 A                                  | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1526971.05   | 0.17%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                                                     | SBALT 2025-A A3                                  | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1006524.50   | 0.11%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                                      | NAVSL 2020-A A2A                                 | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195312 | PA      | $189748.35    | 0.02%             | 2068-11-15      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5.2 02/15/29                                 | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      98000 | PA      | $100942.40    | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2024-D A                                   | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $162886.19    | 0.02%             | 2029-04-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM A10                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $543228.90    | 0.06%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                                             | BFLD 2024-WRHS A                                 | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     213209 | PA      | $213537.26    | 0.02%             | 2026-08-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.049 07/23/30                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     195000 | PA      | $199988.17    | 0.02%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL4364                                        | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39618 | PA      | $41400.13     | 0.00%             | 2042-09-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.3 07/15/29 144A                            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     460000 | PA      | $457292.67    | 0.05%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Incorporated                                                                            | TFX 4.25 06/01/28 144A                           | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     270000 | PA      | $267618.52    | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                                                             | ACRA 2024-NQM1 A1                                | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     268185 | PA      | $269561.13    | 0.03%             | 2064-10-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LTD 2024-8R                                                                      | SPEAK 2020-8A A1R                                | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004127.00   | 0.11%             | 2037-10-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Ares Lv Clo Ltd / Ares Lv Clo Llc                                                                | ARES 2020-56A A1R2                               | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250652.68    | 0.03%             | 2038-01-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.875 11/07/29                                 | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     220000 | PA      | $226066.96    | 0.03%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.162 01/24/31                              | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20667.31     | 0.00%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5568                                        | CUSIP: 3140JAFJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     379798 | PA      | $380664.47    | 0.04%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1857                                        | CUSIP: 3132AEB21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     762860 | PA      | $759524.22    | 0.08%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST                                                                              | OBX 2023-NQM5 A1A                                | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145631 | PA      | $146481.11    | 0.02%             | 2063-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| INV MTG TR 2024-IND                                                                              | INV 2024-IND A                                   | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $109362.85    | 0.01%             | 2041-11-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                                 | BANK5 2024-5YR11 A3                              | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $152616.85    | 0.02%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.14 01/24/31                               | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15519.53     | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.979 01/24/29                              | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     240000 | PA      | $244582.04    | 0.03%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Kkr Clo 21 Ltd                                                                                   | KKR 21 A                                         | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | US        |      89408 | PA      | $89464.59     | 0.01%             | 2031-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                       | BFLD 2024-UNIV A                                 | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70000 | PA      | $70134.44     | 0.01%             | 2029-11-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM2 TRUST                                                                            | HOMES 2024-NQM2 A1                               | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-O            | CORP              | US        |     301902 | PA      | $304718.18    | 0.03%             | 2069-10-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 3 LLC                                                                         | OAKC 2019-3A AR2                                 | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250909.85    | 0.03%             | 2038-01-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                                        | RMIT 2024-2 A                                    | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100810.54    | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-91 FA                                   | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     762392 | PA      | $765231.60    | 0.08%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-GPA3 A                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152505 | PA      | $152682.36    | 0.02%             | 2039-12-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                           | TCO 2024-DPM A                                   | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     315000 | PA      | $316019.58    | 0.04%             | 2039-12-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust 2019 3                                                           | RMLT 2019-3 M1                                   | CUSIP: 76119NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152434 | PA      | $151407.81    | 0.02%             | 2059-09-25      | Variable      | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                                   | SARM 2004-13 A2                                  | CUSIP: 863579BM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29318 | PA      | $27557.11     | 0.00%             | 2034-09-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                                           | BSARM 2004-5 2A                                  | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32238 | PA      | $30538.99     | 0.00%             | 2034-07-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2007-A                                                     | SLMA 2007-A A4A                                  | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |      69078 | PA      | $68460.78     | 0.01%             | 2041-12-16      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2014-4                                                                | NAVSL 2019-CA A2                                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      43947 | PA      | $43519.47     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.125 06/15/29                               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     119000 | PA      | $118723.32    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.15 05/01/30                                 | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123464.18    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 L                                                              | EFF 2024-4 A3                                    | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     149000 | PA      | $150624.62    | 0.02%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.05 12/30/26 144A                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80612.16     | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.298 05/01/29                                | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     140000 | PA      | $148698.87    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                        | DUK 4.85 03/15/30                                | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     127000 | PA      | $130984.78    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                             | JPM V4.915 01/24/29                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     214000 | PA      | $218078.40    | 0.02%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 5 05/15/27 144A                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200038.16    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 1.8 07/15/27                                | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     368000 | PA      | $355823.26    | 0.04%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 04/30/28                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20747000 | PA      | $20750241.72  | 2.30%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                                          | ALK 5.021 10/20/29 144A                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     380000 | PA      | $383581.58    | 0.04%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                                                 | SEMT 2024-HYB1 A1A                               | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     239710 | PA      | $240623.25    | 0.03%             | 2063-11-25      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg                                   | JPMCC 2024-IGLG A                                | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $192032.84    | 0.02%             | 2041-11-05      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     130000 | PA      | $135402.02    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2018-21 CA                                   | CUSIP: 3136B1RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      10815 | PA      | $10785.32     | 0.00%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.505 10/22/28                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     744000 | PA      | $751496.01    | 0.08%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT LIMITED                                                                      | BCC 2021-4A A1R                                  | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |     165000 | PA      | $165210.26    | 0.02%             | 2034-10-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TRUST                                                                | BMARK 2024-V12 A3                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $314269.14    | 0.03%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization                                                            | PFAST 2024-1A A3                                 | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1097000 | PA      | $1101381.86   | 0.12%             | 2030-01-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| CDP Financial Inc.                                                                               | CADEPO 4.625 01/24/30 144A                       | CUSIP: 125094BH4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $370409.83    | 0.04%             | 2030-01-24      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2016 2                                                                 | TPMT 2016-2 M1                                   | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100840 | PA      | $99900.47     | 0.01%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G67720                                        | CUSIP: 3132XCSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     416618 | PA      | $415287.29    | 0.05%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.375 08/31/26                                 | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6525000 | PA      | $6433402.70   | 0.71%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 8 Ltd.                                                         | GLM 2020-8A ARR                                  | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250178.45    | 0.03%             | 2034-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                       | BFLD 2024-UNIV B                                 | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $60186.96     | 0.01%             | 2029-11-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5 01/31/30                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30761.74     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MTG TR 2025-3BP                                                                   | NYC 2025-3BP A                                   | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     132000 | PA      | $130999.18    | 0.01%             | 2042-02-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 06/15/28                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11300000 | PA      | $11401302.69  | 1.26%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust 2012-E                                                          | SLMA 2004-A A3                                   | CUSIP: 78443CBH6<br>LEI: 5493003X0C7VZW0ZBI42 | Long             | ABS-O            | CORP              | US        |      38983 | PA      | $38878.27     | 0.00%             | 2033-06-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 2.65 09/01/26                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     271000 | PA      | $268759.77    | 0.03%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZS8633                                        | CUSIP: 3132A9SW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107599 | PA      | $105428.21    | 0.01%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2013-7                                                                                | CSMC 2015-3 A9                                   | CUSIP: 12649XAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39578 | PA      | $37303.67     | 0.00%             | 2045-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                                    | MF1 2021-W10 A                                   | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $109968.91    | 0.01%             | 2034-12-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                                      | MA MASEDU 6.35 07/01/2049                        | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     145000 | PA      | $150085.27    | 0.02%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C2                                                   | WFCM 2024-5C2 A3                                 | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $63240.79     | 0.01%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.9 01/24/28 W                              | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     224000 | PA      | $225952.38    | 0.03%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.207 01/28/31 -                             | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59981.61     | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2025-B A                                   | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     456000 | PA      | $464708.10    | 0.05%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CFCRE 2017-C8 Mortgage Trust                                                                     | CFCRE 2017-C8 ASB                                | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199614 | PA      | $198944.71    | 0.02%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                              | SIRI 5 08/01/27 144A                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     265000 | PA      | $266556.91    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIV ED LN TR 2019-B                                                                     | NAVSL 2019-BA A2A                                | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      87659 | PA      | $86471.14     | 0.01%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Tegna Inc                                                                                        | TGNA 4.625 03/15/28                              | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     510000 | PA      | $505162.65    | 0.06%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FG C91864                                        | CUSIP: 3128P8B91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27877 | PA      | $26727.67     | 0.00%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 4.375 04/15/26 144a                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     540000 | PA      | $539649.43    | 0.06%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V5 MORTGAGE TRUST                                                                 | BMARK 2024-V5 A3                                 | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $270813.00    | 0.03%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                      | AGL 2023-28A AL2                                 | CUSIP: 00120WAC8<br>LEI: 2549006PN3V33YGKK115 | Long             | ABS-CBDO         | CORP              | JE        |     430000 | PA      | $431223.44    | 0.05%             | 2037-01-21      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-A                                                                     | ARIFL 2024-A A2                                  | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81428 | PA      | $81932.27     | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-A                                                                     | SMB 2024-A A1A                                   | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     235433 | PA      | $240029.95    | 0.03%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5513 MF                                      | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3406485 | PA      | $3421058.86   | 0.38%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.078 09/15/29                              | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     240000 | PA      | $239906.08    | 0.03%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 5.5 07/15/28                                 | CUSIP: 26884LAV1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     220000 | PA      | $223557.61    | 0.02%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-C                                                                 | NSLT 2025-CA A1B                                 | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     449157 | PA      | $452944.02    | 0.05%             | 2065-06-22      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 4.734 10/15/30 144A                          | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140290.08    | 0.02%             | 2030-10-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-HUB                                                          | BSTN 2025-HUB A                                  | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100630.60    | 0.01%             | 2041-04-13      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 2.45 12/02/27 144A                           | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     185000 | PA      | $178974.98    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V1.593 05/04/27                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     330000 | PA      | $327167.16    | 0.04%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.125 05/15/26 144A                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79555.33     | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2021-SFR10 Trust                                                            | PROG 2021-SFR10 A                                | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125257 | PA      | $119247.01    | 0.01%             | 2040-12-17      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| PRKCM TRUST 2021-AFC2                                                                            | PRKCM 2021-AFC2 A1                               | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     239860 | PA      | $215488.99    | 0.02%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                                             | GTLS 7.5 01/01/30 144A                           | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     125000 | PA      | $130436.91    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4931                                        | CUSIP: 3140QQPR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     278307 | PA      | $279962.75    | 0.03%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO 5.5 03/15/29                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     145000 | PA      | $150672.03    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 TRUST                                                                              | MFRA 2023-NQM3 A1                                | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     372081 | PA      | $374369.79    | 0.04%             | 2068-07-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2024-A                                                                       | CNH 2024-A A3                                    | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     319913 | PA      | $322690.79    | 0.04%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-1 L                                                              | EFF 2024-1 A3                                    | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $50993.47     | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-MF B                                     | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97400 | PA      | $97606.27     | 0.01%             | 2039-02-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.375 03/01/29 144A                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     295000 | PA      | $304593.09    | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2025-1                                                           | MTBAT 2024-1A A3                                 | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     694310 | PA      | $702147.49    | 0.08%             | 2032-02-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.516 03/25/27 144A                          | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2032267.21   | 0.23%             | 2027-03-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5426 AF                                      | CUSIP: 3137HCXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     894442 | PA      | $898136.56    | 0.10%             | 2050-03-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                                                  | TLOT 2025-A A3                                   | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2928914.31   | 0.32%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sofi Consumer Ln Program 2016-5 Llc                                                              | SCLP 2025-1 A                                    | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     543152 | PA      | $545274.90    | 0.06%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                                          | NACN V4.702 03/05/27                             | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $300292.14    | 0.03%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5511 FG                                      | CUSIP: 3137HKKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     622229 | PA      | $624385.22    | 0.07%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW F 03/19/27 144A                              | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301229.11    | 0.03%             | 2027-03-19      | Floating      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                         | H 5.05 03/30/28                                  | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407608.48    | 0.05%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2018-H02 AF                                  | CUSIP: 38375U5P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     987777 | PA      | $990282.75    | 0.11%             | 2068-01-20      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM2                                                               | JPMMT 2025-NQM2 A1                               | CUSIP: 46590SAC1<br>LEI: 529900LIO4UMWFLNQ670 | Long             | ABS-O            | CORP              | US        |     731514 | PA      | $738657.79    | 0.08%             | 2065-09-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW F 08/11/27 144A                              | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1905437.09   | 0.21%             | 2027-08-11      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 6.5 07/01/27                                 | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101989.10    | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                                         | MSRM 2025-NQM7 A1                                | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     253929 | PA      | $254373.48    | 0.03%             | 2070-09-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.3 10/15/28 144A                            | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     260000 | PA      | $261065.74    | 0.03%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 781205                                        | CUSIP: 36225BKS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        272 | PA      | $282.53       | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | WFCM 2016-NXS5 A6FL                              | CUSIP: 95000CBK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     925582 | PA      | $925545.94    | 0.10%             | 2059-01-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.55 07/15/27                                | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     158000 | PA      | $156874.89    | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.625 02/15/27 144A                          | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250226.12    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 5 01/15/29                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136961.85    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-Inv1                                                    | STAR 2020-INV1 A1                                | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38555 | PA      | $36998.43     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                                      | NAVSL 2020-IA A1B                                | CUSIP: 63942AAB2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     305790 | PA      | $304316.91    | 0.03%             | 2069-04-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                              | OMERFT 1.1 03/26/26 144A                         | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $670604.40    | 0.07%             | 2026-03-26      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4994                                        | CUSIP: 3140QQRQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224129 | PA      | $225131.77    | 0.02%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2066                                        | CUSIP: 3132DPJK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     453341 | PA      | $431290.07    | 0.05%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG1221                                        | CUSIP: 3133C1LA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     273388 | PA      | $261093.39    | 0.03%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FNR 2020-79 JA                                   | CUSIP: 3136BCPR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     394696 | PA      | $366273.63    | 0.04%             | 2050-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                                     | ARIFL 2024-B A2                                  | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485935 | PA      | $489508.37    | 0.05%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                                                | AG 2024-NLP A                                    | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475166 | PA      | $478354.35    | 0.05%             | 2041-07-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                                                   | CARMX 2025-2 A3                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3456000 | PA      | $3496332.21   | 0.39%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 6.375 04/01/29                               | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     350000 | PA      | $362372.41    | 0.04%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK                                                         | NRTH 2025-PARK A                                 | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $190452.92    | 0.02%             | 2040-10-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD 2020-8R                                                                              | OCP 2020-8RA AR2                                 | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |     355000 | PA      | $355745.07    | 0.04%             | 2038-10-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7654                                        | CUSIP: 3138EQQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48330 | PA      | $46270.90     | 0.01%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4459 BN                                      | CUSIP: 3137BHTC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     171416 | PA      | $161633.29    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-Jp1                                              | JPMCC 2017-JP7 A3                                | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60885 | PA      | $60227.28     | 0.01%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.734 07/22/27                              | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     460000 | PA      | $454222.32    | 0.05%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5166                                          | CUSIP: 36202FW36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21499 | PA      | $21389.59     | 0.00%             | 2026-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                   | NSANY 1.85 09/16/26 REGS                         | CUSIP: U6547TAC4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     700000 | PA      | $685111.49    | 0.08%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX3263                                        | CUSIP: 3140N7TV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     496969 | PA      | $475158.08    | 0.05%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 6.85 11/15/28                                 | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      29000 | PA      | $30362.57     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                          | AQNCN 5.365 06/15/26                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    2100000 | PA      | $2110390.14   | 0.23%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti S.p.A.                                                                 | CDEP 5.875 04/30/29 144A                         | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     300000 | PA      | $316566.06    | 0.04%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.652 04/13/28 MTN                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1224097.43   | 0.14%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2024-H07 FC                                  | CUSIP: 38383KVE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1190285 | PA      | $1190366.55   | 0.13%             | 2074-02-20      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                               | BFCM F 05/24/27 MTN                              | CUSIP: F07337T77<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $669061.79    | 0.07%             | 2027-05-24      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 4.95 03/25/27 144A                            | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     700000 | PA      | $706257.56    | 0.08%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                                                     | ARIFL 2025-B A2                                  | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $201493.22    | 0.02%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| OCEANVIEW MTGE. TST. FRN                                                                         | OCEANVIEW MTGE. TST. FRN                         | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     217809 | PA      | $220026.12    | 0.02%             | 2055-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1223532.00   | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                 | NSLT 2025-BA A1A                                 | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     935711 | PA      | $940462.56    | 0.10%             | 2055-05-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                                    | TEMASE F 08/20/27 144A                           | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | NUSS              | SG        |    2100000 | PA      | $2103530.60   | 0.23%             | 2027-08-20      | Floating      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| BFLD TRUST 2019-DPLO                                                                             | BFLD 2025-FPM A                                  | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175000 | PA      | $177351.11    | 0.02%             | 2030-10-10      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Adventist Health Systems (West)                                                                  | ADVENT 4.742 12/01/30 2025                       | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005200.55   | 0.11%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM5                                              | SAN 2025-NQM5 A1                                 | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-O            | CORP              | US        |     313521 | PA      | $314267.38    | 0.03%             | 2065-08-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH B                                   | CUSIP: 30227TAC4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |     185000 | PA      | $185595.92    | 0.02%             | 2042-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C91942                                        | CUSIP: 3128P8EP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45433 | PA      | $44951.28     | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PVT ED LN 2021-A LLC                                                                   | EDVES 2021-A A                                   | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37519 | PA      | $35251.38     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3129                                        | CUSIP: 31418CPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19414 | PA      | $19175.33     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2021-Fl2 Issuer Ltd.                                                                   | FSRIA 2021-FL2 A                                 | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      85420 | PA      | $85426.59     | 0.01%             | 2038-05-16      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW5055                                        | CUSIP: 3140MWTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     351382 | PA      | $335459.97    | 0.04%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                        | BRAVO 2023-NQM6 A1                               | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     304280 | PA      | $306516.31    | 0.03%             | 2063-09-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.173 01/16/30                               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     220000 | PA      | $226121.27    | 0.03%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                                               | PRPM 2024-RCF1 A1                                | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72872 | PA      | $72109.30     | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-1 L                                                              | EFF 2024-1 A2                                    | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190562 | PA      | $192027.80    | 0.02%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-19 FC                                   | CUSIP: 3136BVBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     780953 | PA      | $784192.67    | 0.09%             | 2055-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED F 03/25/29                                | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1105309.77   | 0.12%             | 2029-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V4.493 09/11/31                              | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74960.36     | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 4.75 01/15/31                                | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     230000 | PA      | $231800.27    | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                                           | AMAT 4 01/15/31                                  | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149447.70    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.45 09/26/30                               | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     140000 | PA      | $137093.80    | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| SAGARD- HALSEYPOINT CLO 10 LTD                                                                   | HLSY 2025-10A A1                                 | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250848.90    | 0.03%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.6 10/15/30 144A                            | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150123.74    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: —       |
| Southwestern Electric Power Company                                                              | AEP 2.75 10/01/26 K                              | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     900000 | PA      | $892155.91    | 0.10%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN MA3310                                        | CUSIP: 31418CVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13373 | PA      | $13197.17     | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K121 X1                                     | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     580283 | PA      | $22623.28     | 0.00%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MORTGAGE TRUST                                                                    | ALEN 2021-ACEN A                                 | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350000 | PA      | $333665.66    | 0.04%             | 2034-04-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 1.625 04/27/26 144A                       | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     183000 | PA      | $181516.42    | 0.02%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     320000 | PA      | $312641.30    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2021-C LL                                                              | CASL 2021-C B                                    | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65332 | PA      | $60999.06     | 0.01%             | 2055-07-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.571 04/22/28                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1020276.95   | 0.11%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Cars Alliance Auto Loans Germany V 2024-1                                                        | CAR 2024-G1V A                                   | CUSIP: F3643JAA7<br>LEI: 969500KJR887I60U6F15 | Long             | ABS-O            | CORP              | FR        |     850330 | PA      | $1000223.61   | 0.11%             | 2036-01-18      | Floating      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION                                                              | SFAST 2024-2A A3                                 | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2982329 | PA      | $3015468.17   | 0.33%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-38 FA                                   | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1030384 | PA      | $1032256.58   | 0.11%             | 2051-01-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                          | ARW 5.15 08/21/29                                | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     700000 | PA      | $717370.79    | 0.08%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-18 FM                                   | CUSIP: 3136BVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2425264 | PA      | $2433814.98   | 0.27%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                                                           | BAAT 2025-1A A2A                                 | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     658543 | PA      | $659761.44    | 0.07%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 787993                                        | CUSIP: 3622ADXW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     817316 | PA      | $830546.44    | 0.09%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2019-DPLO                                                                             | BFLD 2025-FPM B                                  | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $126929.09    | 0.01%             | 2030-10-10      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA F 03/08/27 MTN                              | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200524.94    | 0.02%             | 2027-03-08      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-3A A                                  | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485000 | PA      | $487204.06    | 0.05%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2025-1A A2                                 | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     266000 | PA      | $264324.97    | 0.03%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-C                                                                 | NSLT 2025-CA A1A                                 | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     955653 | PA      | $953915.39    | 0.11%             | 2065-06-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4494 KA                                      | CUSIP: 3137BKUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       5587 | PA      | $5578.39      | 0.00%             | 2042-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TR 20-1NYP                                                                    | ONYP 2020-1NYP A                                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240000 | PA      | $235447.30    | 0.03%             | 2036-01-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                                      | NAVSL 2021-A A                                   | CUSIP: 63942BAA2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |      25203 | PA      | $23181.40     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 4.875 01/15/26                               | CUSIP: 90932VAA3<br>LEI: 98450079DA0B78DD6764 | Long             | ABS-O            | CORP              | US        |       9165 | PA      | $9165.32      | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.658 03/11/27 N                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     800000 | PA      | $796316.78    | 0.09%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV2 TRUST                                                                              | MFRA 2021-INV2 A1                                | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     177733 | PA      | $163864.72    | 0.02%             | 2056-11-25      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                       | EMECLI 6.625 12/15/30 144A                       | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     300000 | PA      | $313072.14    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C3 MORTGAGE TRUST                                                                      | BMO 2024-5C3 A3                                  | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $456209.91    | 0.05%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2024-CES1 A1A                               | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     176229 | PA      | $177811.08    | 0.02%             | 2044-02-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                                           | GS F 05/21/27                                    | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3004791.71   | 0.33%             | 2027-05-21      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fact SA acting in respect of its Compartment 2024-1                                              | FCTSA 2024-1 A                                   | CUSIP: L3465LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |     669826 | PA      | $788930.61    | 0.09%             | 2031-09-22      | Floating      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA F 12/11/26 MTN                              | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2003489.91   | 0.22%             | 2026-12-11      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.15 03/27/30 144A                        | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307847.97    | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-69 E                                    | CUSIP: 3136BWC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1461765 | PA      | $1476471.70   | 0.16%             | 2051-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                                      | UPXHI 2025-1 A                                   | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     107639 | PA      | $108582.08    | 0.01%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.15 01/15/31                               | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199365.14    | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 7.5 06/01/30                                 | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     540000 | PA      | $595285.39    | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2011-GC5                                                            | GSMS 2011-GC5 AS                                 | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      96279 | PA      | $95306.11     | 0.01%             | 2044-08-10      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3071                                        | CUSIP: 31418CMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16041 | PA      | $15849.86     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2019-B A2FX                                 | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28178 | PA      | $27782.83     | 0.00%             | 2048-08-17      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G30963                                        | CUSIP: 3132J4JH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3352 | PA      | $3320.55      | 0.00%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.375 04/15/29                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     175000 | PA      | $170731.05    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                                               | VRT 4.125 11/15/28 144A                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     135000 | PA      | $133421.86    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                           | SEE 6.125 02/01/28 144A                          | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132224.82    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-A                                                                     | SMB 2024-A A1B                                   | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     784778 | PA      | $793241.87    | 0.09%             | 2056-03-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                                          | NACN F 07/02/27                                  | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1002461.36   | 0.11%             | 2027-07-02      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.503 09/11/31                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     850000 | PA      | $853916.36    | 0.09%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 4.5 01/15/29                                 | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     415000 | PA      | $416255.83    | 0.05%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 4.375 09/30/30 144A                       | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     270000 | PA      | $269296.20    | 0.03%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 3.65 04/15/29                             | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     690000 | PA      | $682542.50    | 0.08%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                                       | ADM 3.25 03/27/30                                | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     710000 | PA      | $686801.18    | 0.08%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group Inc.                                                                | PNC V3.4 PERP T                                  | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $490551.80    | 0.05%             | 2049-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                            | BAC V4.375 PERP RR                               | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     680000 | PA      | $673014.16    | 0.07%             | 2049-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Roche Holdings, Inc.                                                                             | ROSW 5.593 11/13/33 144A                         | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     640000 | PA      | $686531.49    | 0.08%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                                     | GUARDN 4.798 04/28/30 144A                       | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     340000 | PA      | $347926.25    | 0.04%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2025-D A                                   | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1285307.82   | 0.14%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2025-1A A                                  | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1271324.00   | 0.14%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                    | LFT 2025-1A A                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1286159.80   | 0.14%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                                    | SCGAU 3.625 01/28/26 144A                        | CUSIP: 80622GAD6<br>LEI: 254900WXZH7NYJGRVJ58 | Long             | DBT              | CORP              | AU        |     655000 | PA      | $654724.72    | 0.07%             | 2026-01-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                                           | HARMID 7.5 09/01/28 144A                         | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     655000 | PA      | $665184.60    | 0.07%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                                        | MAIN 3 07/14/26                                  | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     680000 | PA      | $675186.09    | 0.07%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Atlantica Sustainable Infrastructure Ltd.                                                        | AY 4.125 06/15/28 144A                           | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     380000 | PA      | $370250.83    | 0.04%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                              | BNS 2.951 03/11/27                               | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $668103.94    | 0.07%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                                                                         | DE 4.4 09/08/31                                  | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     670000 | PA      | $677448.61    | 0.08%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.55 04/01/27                               | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     660000 | PA      | $665026.37    | 0.07%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V4.792 05/09/29 144A                         | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     620000 | PA      | $627661.83    | 0.07%             | 2029-05-09      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.643 05/07/28                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     610000 | PA      | $615034.35    | 0.07%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.887 01/10/28                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     670000 | PA      | $669013.93    | 0.07%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC                                                           | APTV 4.65 09/13/29                               | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     320000 | PA      | $326330.47    | 0.04%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                                                                         | LLOYDS V3.75 03/18/28                            | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1025000 | PA      | $1021963.14   | 0.11%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                                   | PROTLI 4.803 06/05/30 144A                       | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305541.86    | 0.03%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Comerica Incorporated                                                                            | CMA V5.982 01/30/30                              | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1361917.82   | 0.15%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 7.25 04/01/29 144A                          | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     655000 | PA      | $692566.22    | 0.08%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.75 06/15/54                               | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     650000 | PA      | $694275.08    | 0.08%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                                         | MET 5.25 04/12/29 144A                           | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     650000 | PA      | $672855.68    | 0.07%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.526 07/11/31 144A                          | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     660000 | PA      | $677710.12    | 0.08%             | 2031-07-11      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                       | HLEND 5.3 06/05/27 144A                          | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     375000 | PA      | $377549.30    | 0.04%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS I, LLLC                                                                           | QTS 2025-1A A2                                   | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     730000 | PA      | $735815.80    | 0.08%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2023-REV                                                                   | FORDR 2023-2 A                                   | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1345143.67   | 0.15%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                                                                        | FG 7.4 01/13/28                                  | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $665278.77    | 0.07%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7 05/01/29 144A                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     645000 | PA      | $672991.07    | 0.07%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.994 04/12/29 .                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     360000 | PA      | $367284.58    | 0.04%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                                 | ANGINC 5.25 06/03/30 144A                        | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     440000 | PA      | $448050.48    | 0.05%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                        | HASI 6.15 01/15/31                               | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     530000 | PA      | $545603.26    | 0.06%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| U.S. Bancorp.                                                                                    | USB V5.775 06/12/29                              | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     655000 | PA      | $681277.53    | 0.08%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                         | SHBASS 5.5 06/15/28 144A                         | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     645000 | PA      | $666802.15    | 0.07%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V6.615 10/20/27                              | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     655000 | PA      | $668285.50    | 0.07%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5.05 05/16/29                             | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     650000 | PA      | $671132.97    | 0.07%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                                              | OMFIT 2025-1A A                                  | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     650000 | PA      | $658439.89    | 0.07%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                                | HRL 4.8 03/30/27                                 | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     655000 | PA      | $662441.02    | 0.07%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.645 04/23/27                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     650000 | PA      | $653197.56    | 0.07%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VI LLC                                                        | AXIS 2025-1A A2                                  | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    1233743 | PA      | $1247295.56   | 0.14%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 04/09/26                                     | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $495220.73    | 0.05%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    2352226 | NS      | $2352225.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.711 01/12/27 144A                         | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     650000 | PA      | $650255.61    | 0.07%             | 2027-01-12      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V7.161 10/30/29 MTN                          | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     625000 | PA      | $674560.06    | 0.07%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.35 07/15/27                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     945000 | PA      | $962053.29    | 0.11%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                         | DUK 5.1 03/15/34                                 | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     655000 | PA      | $676511.42    | 0.07%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                               | NWMLIC 5.07 03/25/27 144A                        | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     655000 | PA      | $664750.29    | 0.07%             | 2027-03-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 5.3 03/15/27 MTN                               | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     465000 | PA      | $471934.42    | 0.05%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 09/15/27                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10760000 | PA      | $10742557.02  | 1.19%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                          | AAL 3.7 10/01/26 A                               | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131739 | PA      | $131267.65    | 0.01%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-DWHP                                                  | WFCM 2025-DWHP A                                 | CUSIP: 95004EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1280000 | PA      | $1287403.52   | 0.14%             | 2038-04-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                            | MFIT 2025-AA B                                   | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     760000 | PA      | $770867.73    | 0.09%             | 2038-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.427 03/01/28 144A                      | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     595000 | PA      | $604425.83    | 0.07%             | 2028-03-01      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 09/30/26                                   | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4635000 | PA      | $4631969.01   | 0.51%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                              | FSK 3.4 01/15/26                                 | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299889.75    | 0.03%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.5 08/15/29 144A                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400799.20    | 0.04%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| BX Trust 2018-Bilt                                                                               | BX 2024-XL5 B                                    | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $701502.17    | 0.08%             | 2039-03-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                     | SWTCH 2024-2A A2                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1103980.30   | 0.12%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.15 03/15/29                                | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82342.25     | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.875 05/15/28                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $690292.97    | 0.08%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                                | MTB V4.762 07/06/28                              | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     585000 | PA      | $590549.77    | 0.07%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                                | GCRED 5.8 09/12/29                               | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     660000 | PA      | $668905.50    | 0.07%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                                    | UBSCM 2019-C16 ASB                               | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     362005 | PA      | $358712.29    | 0.04%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 2.1 08/01/27                                 | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $582134.92    | 0.06%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 08/15/27                                  | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7985000 | PA      | $8019778.43   | 0.89%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 08/15/26                                 | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20213000 | PA      | $20309899.40  | 2.25%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.68 06/26/28 144A                        | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     650000 | PA      | $671309.67    | 0.07%             | 2028-06-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.583 03/01/28                              | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     650000 | PA      | $661810.14    | 0.07%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.578 04/22/27                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496329.53    | 0.06%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                                             | BHF 1.55 05/24/26 144A                           | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296821.72    | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| MARICOPA CNTY ARIZ INDL DEV AUTH                                                                 | AZ MAREDU 7.38 10/01/2029                        | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     180000 | PA      | $188903.18    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 04/30/27                                  | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2570000 | PA      | $2578483.00   | 0.29%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                                     | ARIFL 2024-B A3                                  | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $918205.88    | 0.10%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2024-R02 1M2                                 | CUSIP: 20754GAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     500000 | PA      | $503336.50    | 0.06%             | 2044-02-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| BSTN COML MTG TR 2025-1C                                                                         | BSTN 2025-1C A                                   | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102972.72    | 0.01%             | 2044-06-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5570 FA                                      | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     161233 | PA      | $162679.68    | 0.02%             | 2055-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 5.125 09/25/27 144A                        | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     670000 | PA      | $681203.44    | 0.08%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust 2025-B                                                                    | OPTN 2025-B A                                    | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     880000 | PA      | $883768.25    | 0.10%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 10/15/28                                   | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1975000 | PA      | $1973842.78   | 0.22%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 4 12/15/28                                  | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139950.84    | 0.02%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BZ5550                                        | CUSIP: 3140Q1EY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2100000 | PA      | $2097753.88   | 0.23%             | 2032-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                  | GNR 2025-204 FH                                  | CUSIP: 38385KEJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1000000 | PA      | $1001728.00   | 0.11%             | 2055-12-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 5.125 09/25/27 144A                        | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     535000 | PA      | $543946.03    | 0.06%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80408                                         | CUSIP: 36225CN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4794 | PA      | $4812.29      | 0.00%             | 2030-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 606116                                        | CUSIP: 31388JK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8872 | PA      | $8988.16      | 0.00%             | 2031-09-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 786190                                        | CUSIP: 31348S2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        133 | PA      | $133.60       | 0.00%             | 2027-07-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1573                                        | CUSIP: 36179NXA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     413984 | PA      | $409241.27    | 0.05%             | 2029-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.389 01/08/26 GMTN                            | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300020.89    | 0.03%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| Navient Private Education Loan Trust 2016-A                                                      | NAVSL 2020-IA A1B                                | CUSIP: 63942AAB2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     463318 | PA      | $461086.24    | 0.05%             | 2069-04-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 2.125 02/21/26 144A                         | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      81000 | PA      | $80738.11     | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-D                                                          | SMB 2021-D A1A                                   | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     299979 | PA      | $284284.46    | 0.03%             | 2053-03-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.5 08/31/26 144A                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2200000 | PA      | $2203564.12   | 0.24%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| CPPIB Capital Inc                                                                                | CPPIBC F 07/27/26 144A                           | CUSIP: 22411VBB3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4008475.28   | 0.44%             | 2026-07-27      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.125 11/05/26                                 | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1911013.80   | 0.21%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 09/30/26                                   | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $299803.82    | 0.03%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                            | BFLD 2025-EWEST A                                | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     520000 | PA      | $520792.06    | 0.06%             | 2042-06-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY F 03/27/28 GMTN                               | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $501892.56    | 0.06%             | 2028-03-27      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mortgage Securities I Inc.                                                   | RFMSI 2003-S9 A1                                 | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1680 | PA      | $1702.93      | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 789272                                        | CUSIP: 31295NJR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1254 | PA      | $1282.35      | 0.00%             | 2032-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2003-AR8 A                                  | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42510 | PA      | $41762.04     | 0.00%             | 2033-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 721044                                        | CUSIP: 31401XBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2858 | PA      | $2946.02      | 0.00%             | 2033-06-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                                           | BSARM 2003-8 4A1                                 | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36502 | PA      | $36308.96     | 0.00%             | 2034-01-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 780605                                        | CUSIP: 31342AU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     106167 | PA      | $109805.34    | 0.01%             | 2033-06-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80094                                         | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $72.64        | 0.00%             | 2027-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735653                                        | CUSIP: 31402RH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20487 | PA      | $20515.05     | 0.00%             | 2044-10-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FSPC T-61 1A1                                    | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     166881 | PA      | $162510.96    | 0.02%             | 2044-07-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1G1744                                        | CUSIP: 3128QJ5D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11472 | PA      | $11783.27     | 0.00%             | 2035-08-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass Through Trust 2006 3                                                 | FHAMS 2004-AA1 A1                                | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44484 | PA      | $44435.76     | 0.00%             | 2034-06-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Greenpoint Mortgage Funding Trust 2005 Ar4                                                       | GPMF 2005-AR5 1A1                                | CUSIP: 39538WEA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44272 | PA      | $42685.27     | 0.00%             | 2045-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Sec Mtg Ln 2006-Ab4                                                               | DBALT 2006-AB4 A6A2                              | CUSIP: 251513BD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70746 | PA      | $62026.69     | 0.01%             | 2036-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-3                                                                 | TPMT 2018-2 A1                                   | CUSIP: 89175VAA1<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-O            | CORP              | US        |     164136 | PA      | $163099.90    | 0.02%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                                               | ACAFP V1.247 01/26/27 144A                       | CUSIP: 22535WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     250000 | PA      | $249484.62    | 0.03%             | 2027-01-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5115 DA                                      | CUSIP: 3137H0VQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1301331 | PA      | $1159408.10   | 0.13%             | 2042-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES 1.375 01/15/26                               | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1698064.90   | 0.19%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 0.75 08/31/26                                  | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1505000 | PA      | $1477564.49   | 0.16%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.55 05/15/29                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     333000 | PA      | $344239.06    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY F 10/18/27 GMTN                               | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $501393.16    | 0.06%             | 2027-10-18      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-63 AF                                   | CUSIP: 3136BWXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     177329 | PA      | $179032.62    | 0.02%             | 2055-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MORTGAGE TRUST 2025-NQM4                                                              | JPMMT 2025-NQM4 A1                               | CUSIP: 46660HAD8<br>LEI: 529900AW45JIN41HJ284 | Long             | ABS-O            | CORP              | US        |     429778 | PA      | $430490.17    | 0.05%             | 2066-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| TBW Mortgage Backed Trust                                                                        | TBW 2007-2 A6A                                   | CUSIP: 872227AK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     146727 | PA      | $54137.71     | 0.01%             | 2037-07-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | NFLX 5.875 11/15/28                              | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     145000 | PA      | $152567.72    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2021-12 A11                                | CUSIP: 46592WBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     137699 | PA      | $127901.65    | 0.01%             | 2052-02-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 9.375 07/25/30                              | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     245000 | PA      | $272481.75    | 0.03%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Company                                                               | EIX 4.4 09/06/26                                 | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001983.81   | 0.11%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                                                              | FORDO 2025-B A2A                                 | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1000546.75   | 0.11%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.133 10/18/29 I                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     440000 | PA      | $440049.83    | 0.05%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.1 11/20/30                                | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80183.40     | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 532746                                        | CUSIP: 36212FZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1689 | PA      | $1738.96      | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 515718                                        | CUSIP: 36211K4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27874 | PA      | $28612.36     | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 1.162 04/03/26 144A                          | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1985397.56   | 0.22%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: —       |
| American Tower Corporation                                                                       | AMT 1.6 04/15/26                                 | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1489852.82   | 0.17%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V1.726 04/01/27                           | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $397545.72    | 0.04%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 1.625 04/27/26 144A                       | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1190271.63   | 0.13%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V6.187 07/06/27 REGS                      | CUSIP: G84228FU7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1919674.86   | 0.21%             | 2027-07-06      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 08/15/26                                 | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20200000 | PA      | $20296837.08  | 2.25%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                  | DRVPNK 2025-1A A3                                | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34000 | PA      | $34330.11     | 0.00%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.204 11/17/28                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     390000 | PA      | $391349.78    | 0.04%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-                                                              | CHI 2025-110W D                                  | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100737.83    | 0.01%             | 2037-12-13      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    4805138 | NS      | $4805138.26   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS 4.65 03/24/26                             | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1101409.35   | 0.12%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN IS                                                              | EDVES 2019-A A                                   | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      59432 | PA      | $58821.69     | 0.01%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.15 01/01/26                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2300000.00   | 0.25%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TR                                                                                 | MFRA 2021-RPL1 A1                                | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     481053 | PA      | $444164.80    | 0.05%             | 2060-07-25      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 783425                                        | CUSIP: 36241LYW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4854 | PA      | $4831.10      | 0.00%             | 2026-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-16 FA                                   | CUSIP: 3136BU5D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     723934 | PA      | $726513.52    | 0.08%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 04/16/26                                     | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2969512.83   | 0.33%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA B                                  | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131000 | PA      | $131555.92    | 0.01%             | 2030-06-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 3.75 09/03/26 A                              | CUSIP: 90932QAA4<br>LEI: 549300MKG4NHSVSIVR18 | Long             | ABS-O            | CORP              | US        |     222657 | PA      | $222466.36    | 0.02%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.625 10/31/26                                 | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5905368.84   | 0.65%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 1.2 03/01/26                                 | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2189883.00   | 0.24%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| Verizon Master Trust                                                                             | VZMT 2024-6 A1A                                  | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1107504.64   | 0.12%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                                   | BANK 2019-BN18 A2                                | CUSIP: 065402AZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610000 | PA      | $597238.19    | 0.07%             | 2062-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017                                                                    | JPMMT 2020-LTV1 A11                              | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3979 | PA      | $3966.40      | 0.00%             | 2050-06-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                                      | NAVSL 2020-A A2B                                 | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32552 | PA      | $32491.42     | 0.00%             | 2068-11-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Smb Pvt Education Loan Trust 2020-A                                                              | SMB 2020-A A2B                                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27108 | PA      | $27101.66     | 0.00%             | 2037-09-15      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 2.65 03/01/30                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      36000 | PA      | $33622.31     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Capital One Multi Asset Execution Trust                                                          | COMET 2019-A3 A3                                 | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1187335.62   | 0.13%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 4.375 02/15/30 144A                           | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     140000 | PA      | $137321.09    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V3.442 02/07/28 MTN                           | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     670000 | PA      | $667076.63    | 0.07%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 4.25 11/01/29 144A                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     685000 | PA      | $678241.63    | 0.08%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2020-A A2FX                                 | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     141334 | PA      | $136837.78    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4777 CB                                      | CUSIP: 3137F4TS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     130924 | PA      | $130521.39    | 0.01%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2019-G                                                      | NAVSL 2019-GA A                                  | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76030 | PA      | $74262.46     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 3.2 11/18/29                                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     420000 | PA      | $403712.84    | 0.04%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 7 02/01/30                                   | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     292000 | PA      | $317508.58    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1                                                       | NRZT 2020-1A A1B                                 | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     267040 | PA      | $252676.59    | 0.03%             | 2059-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 2.9 01/15/30                                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     162000 | PA      | $154008.67    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                                     | ORCL 2.8 04/01/27                                | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29420.75     | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.5 09/01/30                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288896.07    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                                     | CHASE 2019-ATR2 A11                              | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27567 | PA      | $26264.21     | 0.00%             | 2049-07-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 3.5 12/01/29                                | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194271.11    | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2                                    | SCRT 2019-4 MA                                   | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     407055 | PA      | $383583.78    | 0.04%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                                 | AAL 5.5 04/20/26 144A                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     266667 | PA      | $267184.30    | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HAT Holdings I LLC and HAT Holdings II LLC                                                       | HASI 3.375 06/15/26 144A                         | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     670000 | PA      | $665879.74    | 0.07%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V6.499 03/09/29                           | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     635000 | PA      | $662051.97    | 0.07%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                                                          | BG 4.2 09/17/29                                  | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     675000 | PA      | $676910.11    | 0.08%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.731 04/25/29                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     370000 | PA      | $375878.33    | 0.04%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V4.443 08/04/28                             | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     670000 | PA      | $673930.00    | 0.07%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 3.25 03/15/27                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     700000 | PA      | $688399.94    | 0.08%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                                 | PFG 4.95 11/27/29 144A                           | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     670000 | PA      | $686904.61    | 0.08%             | 2029-11-27      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                                                   | CARMX 2025-2 A2A                                 | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1127637 | PA      | $1131165.65   | 0.13%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 4.83 05/09/28 144A                           | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     670000 | PA      | $676343.48    | 0.07%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 L                                                              | EFF 2025-2 A2                                    | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1276228.97   | 0.14%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                                     | TFC V4.671 05/20/27 BKNT                         | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     635000 | PA      | $636164.20    | 0.07%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| James Hardie International Finance Designated Activity Company                                   | JHXAU 5 01/15/28 144A                            | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     675000 | PA      | $675605.48    | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                                     | GUARDN 3.246 03/29/27 144A                       | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     655000 | PA      | $650705.57    | 0.07%             | 2027-03-29      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.808 07/25/28 MTN                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     985000 | PA      | $996297.61    | 0.11%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A A2                                  | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     451369 | PA      | $454887.31    | 0.05%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                                   | PACLIF 4.45 05/01/28 144A                        | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1330782.94   | 0.15%             | 2028-05-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                     | AMXCA 2025-3 A                                   | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     950000 | PA      | $972544.07    | 0.11%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                                            | PNC V4.543 05/13/27                              | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     610000 | PA      | $610990.58    | 0.07%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                                   | USB V4.73 05/15/28                               | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     550000 | PA      | $555708.33    | 0.06%             | 2028-05-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     305000 | PA      | $297986.24    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V4.08 04/19/28                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1340000 | PA      | $1341025.78   | 0.15%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V5.82 11/04/28                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1287667.07   | 0.14%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.847 03/02/27                              | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     655000 | PA      | $656800.83    | 0.07%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                                   | PROTLI 4.335 09/13/27 144A                       | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1158653.77   | 0.13%             | 2027-09-13      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-2 Owner Trust                                                        | HAROT 2025-2 A2A                                 | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1222441 | PA      | $1224962.90   | 0.14%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2019-3                                        | GMCAR 2025-2 A2A                                 | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     935894 | PA      | $937924.75    | 0.10%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                  | DRVPNK 2025-1A A2                                | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     890658 | PA      | $892718.32    | 0.10%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                                        | M 5.875 03/15/30 144A                            | CUSIP: 55617LAQ5<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     220000 | PA      | $222257.20    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V5.016 01/12/29                               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     655000 | PA      | $667477.65    | 0.07%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Western Southern Global Funding                                                                  | WSFIN 4.9 05/01/30 144A                          | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1076359.42   | 0.12%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                                                              | DEFT 2025-1 A2                                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1314927.89   | 0.15%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                            | WDSAU 4.9 05/19/28                               | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1270000 | PA      | $1289626.85   | 0.14%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                                      | COF V3.273 03/01/30                              | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     705000 | PA      | $685273.47    | 0.08%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.948 07/22/28 MTN                          | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     655000 | PA      | $664652.45    | 0.07%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.482 08/23/28                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     660000 | PA      | $664834.17    | 0.07%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 4.375 08/16/29                               | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     655000 | PA      | $665383.93    | 0.07%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Oaktree Strategic Credit Fund                                                                    | OAKSCF 6.5 07/23/29                              | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     645000 | PA      | $665311.60    | 0.07%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.322 11/13/31 144A                          | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     670000 | PA      | $680632.42    | 0.08%             | 2031-11-13      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                                                 | ANGINC 5.55 01/28/30 144A                        | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     650000 | PA      | $668617.29    | 0.07%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc.                                                                                     | CARGIL 4.625 02/11/28 144A                       | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     655000 | PA      | $665153.87    | 0.07%             | 2028-02-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 4.5 05/14/27                              | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     430000 | PA      | $434437.69    | 0.05%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                         | SHBASS 4.375 05/23/28 144A                       | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     615000 | PA      | $621500.02    | 0.07%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                               | BX 2025-LUNR A                                   | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     541485 | PA      | $542946.53    | 0.06%             | 2040-06-09      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                                     | CHASE 2019-ATR2 A3                               | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56317 | PA      | $51547.92     | 0.01%             | 2049-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P A                                                                                   | NY 2025-299P A                                   | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $158220.14    | 0.02%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 4.55 01/15/30                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48432.77     | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     230000 | PA      | $238003.77    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V4.634 07/03/29 144A                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     835000 | PA      | $844492.68    | 0.09%             | 2029-07-03      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                                 | AA 6.125 03/15/30 144A                           | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     265000 | PA      | $274876.82    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                                           | VDCM 2025-AZ A                                   | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1419053.37   | 0.16%             | 2044-07-13      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-Ces2                                                                    | RCKT 2025-CES2 A1A                               | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-O            | CORP              | US        |     805485 | PA      | $813412.87    | 0.09%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.65 04/01/28                               | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     640000 | PA      | $649129.57    | 0.07%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                                     | GALC 2025-1 A3                                   | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1012892.80   | 0.11%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                       | EVRG 4.7 03/13/28                                | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     525000 | PA      | $533426.00    | 0.06%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                                              | OMFIT 2025-1A A                                  | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1266230.56   | 0.14%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                                                                 | KCOT 2025-2A A3                                  | CUSIP: 50117LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2022472.50   | 0.22%             | 2029-09-17      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.25 09/30/28                                  | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $6587792.96   | 0.73%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.125 12/01/29                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     799000 | PA      | $820612.12    | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V5.473 03/20/29                           | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1482682.04   | 0.16%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                                   | C V4.786 03/04/29                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1552571.29   | 0.17%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                                     | T 3.625 05/15/26                                 | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9835000 | PA      | $9838570.40   | 1.09%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM1245                                        | CUSIP: 3140X4L38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     457572 | PA      | $458657.68    | 0.05%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2 11/15/26                                     | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6600000 | PA      | $6513412.82   | 0.72%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA3599                                        | CUSIP: 3140QA7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210693 | PA      | $211165.96    | 0.02%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-94 FB                                   | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     172439 | PA      | $173945.18    | 0.02%             | 2054-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                                 | NAVSL 2019-EA A2B                                | CUSIP: 63941MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92844 | PA      | $92897.41     | 0.01%             | 2068-05-15      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5480 FA                                      | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     517699 | PA      | $522232.98    | 0.06%             | 2054-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5478 FH                                      | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     523841 | PA      | $528503.81    | 0.06%             | 2054-04-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 4.65 11/01/29                             | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     152000 | PA      | $154810.54    | 0.02%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 4.85 02/04/28                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11216.77     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.04 01/23/28                               | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     655000 | PA      | $662023.69    | 0.07%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V7.39 11/03/28                              | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1250000 | PA      | $1322014.18   | 0.15%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                             | VZMT 2025-4 A                                    | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1344558.98   | 0.15%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                          | MBGGR 4.65 04/01/27 144A                         | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1564633.67   | 0.17%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                                               | RGA 4.6 11/25/30 144A                            | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     415000 | PA      | $415806.27    | 0.05%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V4.587 04/20/27                               | CUSIP: 06405LAF8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     415000 | PA      | $415776.23    | 0.05%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc.                                                                                    | GOOGL 3.875 11/15/28                             | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1287076.20   | 0.14%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.2 11/15/30                                | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     690000 | PA      | $692543.91    | 0.08%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.97 04/23/29                               | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     440000 | PA      | $448403.34    | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                                                     | ARIFL 2025-B A2                                  | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1279481.95   | 0.14%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| EXTER AUTOMOBILE RECEIVABLES TRUST                                                               | EART 2025-3A A3                                  | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1279312.59   | 0.14%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V6.361 10/27/28                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     650000 | PA      | $676556.41    | 0.07%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Mutual Of Omaha Cps Global Funding                                                               | MUTOMA 5 04/01/30 144A                           | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1347102.94   | 0.15%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.937 04/23/28                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     225000 | PA      | $227643.38    | 0.03%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2025-1                                                              | VEROS 2025-1 A                                   | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     718544 | PA      | $721146.72    | 0.08%             | 2028-09-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACC AUTO LN TR 2025-2                                                                     | CAALT 2025-2A A                                  | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     590000 | PA      | $593713.93    | 0.07%             | 2035-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD                                                            | PSTAT 2025-3A A1                                 | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     370000 | PA      | $370117.70    | 0.04%             | 2034-01-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                            | AMRZ 4.6 04/07/27                                | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     800000 | PA      | $805683.63    | 0.09%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Skymiles IP Ltd. & Delta Air Lines Inc.                                                          | DAL 4.75 10/20/28 144A                           | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |     660000 | PA      | $664185.74    | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.85 03/25/27 144A                        | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     970000 | PA      | $979209.30    | 0.11%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Monroe Capital Mml Clo                                                                           | MCMML 2023-1A AR                                 | CUSIP: 61033YAY4<br>LEI: 635400TBPZJGNQT3WB33 | Long             | ABS-CBDO         | CORP              | US        |     570000 | PA      | $570004.45    | 0.06%             | 2035-09-23      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-JDI                                                            | BX 2025-JDI A                                    | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     360000 | PA      | $360866.03    | 0.04%             | 2042-11-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                                      | VDC 2025-2A A2                                   | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     510000 | PA      | $506568.36    | 0.06%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.204 11/17/28                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     615000 | PA      | $617128.49    | 0.07%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Senior Incorporated                                                                 | ABR 8.5 12/15/28 144A                            | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     380000 | PA      | $378702.40    | 0.04%             | 2028-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Nestle Capital Corporation                                                                       | NESNVX 4.75 03/12/31 144A                        | CUSIP: 64105MAB7<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     650000 | PA      | $667570.67    | 0.07%             | 2031-03-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Regional Management Issuance Trust                                                               | RMIT 2025-1 A                                    | CUSIP: 75908AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1310000 | PA      | $1319884.67   | 0.15%             | 2034-04-17      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-TAIL A                                   | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1271775.97   | 0.14%             | 2035-06-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                                            | NFMOT 2025-2A A2                                 | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     890000 | PA      | $893154.16    | 0.10%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                                     | GUARDN 4.402 12/11/30 144A                       | CUSIP: 40139LBP7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     310000 | PA      | $311603.32    | 0.03%             | 2030-12-11      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H08 FA                                  | CUSIP: 38375BLH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      44490 | PA      | $44585.33     | 0.00%             | 2061-02-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Indymac Indx 07-Fl                                                                               | INDX 2007-FLX3 A2                                | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76860 | PA      | $96373.96     | 0.01%             | 2037-06-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| GM FINL AUTO LEASING TR 2025-1                                                                   | GMALT 2025-1 A3                                  | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2017065.80   | 0.22%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735642                                        | CUSIP: 31402RHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42179 | PA      | $42228.35     | 0.00%             | 2042-08-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FSPC T-56 3AF                                    | CUSIP: 31393RG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     251541 | PA      | $252471.47    | 0.03%             | 2043-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 665387                                        | CUSIP: 31391FF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21619 | PA      | $21552.94     | 0.00%             | 2032-08-01      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2007-100 TF                                  | CUSIP: 31396XXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     232919 | PA      | $232268.27    | 0.03%             | 2037-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2015-38 DF                                   | CUSIP: 3136APAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      66491 | PA      | $65823.70     | 0.01%             | 2055-06-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                                        | NSLT 2016-1A A                                   | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     264272 | PA      | $264653.34    | 0.03%             | 2065-09-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2006-AR5 A12A                               | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     236587 | PA      | $224375.60    | 0.02%             | 2046-06-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1J1214                                        | CUSIP: 3128NHK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31229 | PA      | $32179.87     | 0.00%             | 2035-09-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 788845                                        | CUSIP: 31295MZJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4892 | PA      | $4992.38      | 0.00%             | 2031-11-01      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3228 FN                                      | CUSIP: 31397C2V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     409454 | PA      | $407323.93    | 0.05%             | 2036-10-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Greenpoint Mortgage Funding Trust 2005 Ar4                                                       | GPMF 2006-OH1 A1                                 | CUSIP: 39539GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170750 | PA      | $159986.68    | 0.02%             | 2037-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust 2006-2                                                                   | LUM 2006-7 2A1                                   | CUSIP: 55028BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     185655 | PA      | $165926.16    | 0.02%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2005-A1 6T1                                | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5027 | PA      | $4903.02      | 0.00%             | 2035-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust 2002-3                                                     | MARM 2003-6 3A1                                  | CUSIP: 576433GF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4897 | PA      | $4860.58      | 0.00%             | 2033-12-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2006-98 FA                                   | CUSIP: 31396K5N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      66399 | PA      | $65968.48     | 0.01%             | 2036-10-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners, LP                                                                      | ENBCN 3.375 10/15/26                             | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398369.19    | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2007-30 FH                                   | CUSIP: 38375J3R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      31916 | PA      | $31525.30     | 0.00%             | 2037-05-20      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-H07 FM                                  | CUSIP: 38376RRJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       1494 | PA      | $1501.10      | 0.00%             | 2066-02-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                                               | TSLX 2.5 08/01/26                                | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $1097714.56   | 0.12%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.975 01/18/27 144A                      | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1815000 | PA      | $1816132.99   | 0.20%             | 2027-01-18      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                           | ABCLN 2025-B D                                   | CUSIP: 02007G6R9<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |     929905 | PA      | $932616.57    | 0.10%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-J1 TRUST                                                                                | OBX 2025-R1 A1                                   | CUSIP: 67123GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     638632 | PA      | $638349.74    | 0.07%             | 2062-09-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINL ISS TR 2022-3                                                                       | OMFIT 2022-3A A                                  | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     456606 | PA      | $458294.19    | 0.05%             | 2034-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2021-DNA6 M2                               | CUSIP: 35564KKY4<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |    1479973 | PA      | $1484592.38   | 0.16%             | 2041-10-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-HQA1 M1A                              | CUSIP: 35564KTA7<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |      78509 | PA      | $78686.82     | 0.01%             | 2042-03-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABNANV V6.339 09/18/27 144A                      | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $914080.01    | 0.10%             | 2027-09-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: —       |
| Goldman Sachs Private Credit Corp.                                                               | GSCRED 5.375 01/31/29 144A                       | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     620000 | PA      | $623019.21    | 0.07%             | 2029-01-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.5 03/31/31 144A                            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156917.97    | 0.02%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3                                                | ESART 2025-3 A3                                  | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1101751.97   | 0.12%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Cross 2025-H8 Mortgage Trust                                                                     | CROSS 2025-H8 A1                                 | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     965160 | PA      | $967872.61    | 0.11%             | 2070-11-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 4.25 12/15/28                                | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     185000 | PA      | $185321.86    | 0.02%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINL TR 2022-2                                                                           | OMFIT 2022-2A A                                  | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225793 | PA      | $225983.59    | 0.03%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                                           | NYC 2025-28L A                                   | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $601927.56    | 0.07%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                                         | MSRM 2025-NQM8 A1                                | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     677931 | PA      | $678891.99    | 0.08%             | 2070-09-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Enerflex Inc.                                                                                    | EFXINC 6.875 01/15/31 144A                       | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     180000 | PA      | $184162.37    | 0.02%             | 2031-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES10                                                                   | RCKT 2025-CES10 A1A                              | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1370778 | PA      | $1373546.38   | 0.15%             | 2055-11-01      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Diamond Issuer Llc                                                                               | SHINE 2021-1A A                                  | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1680587.39   | 0.19%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA4 M1B                              | CUSIP: 35564KWT2<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |    1649800 | PA      | $1703281.98   | 0.19%             | 2042-05-25      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                                                   | VARNO 7.5 01/15/28 144A                          | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     410000 | PA      | $434824.48    | 0.05%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                               | MTNA 6.55 11/29/27                               | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1625000 | PA      | $1693373.04   | 0.19%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Floorplan Master Owner Trust                                                             | HFMOT 2025-1A A                                  | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2107730.21   | 0.23%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-11                                                               | VERUS 2025-11 A1                                 | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-O            | CORP              | US        |    1394052 | PA      | $1396652.58   | 0.15%             | 2070-11-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| The Mosaic Company                                                                               | MOS 4.35 01/15/29                                | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     290000 | PA      | $291068.92    | 0.03%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-VOLT B                                   | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1507911.23   | 0.17%             | 2044-12-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 4.15 12/15/28                               | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     280000 | PA      | $280941.27    | 0.03%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2021-R01 1M2                                 | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     520860 | PA      | $523070.43    | 0.06%             | 2041-10-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                                              | ODART 2023-1A A                                  | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2217196.08   | 0.25%             | 2029-11-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.153 10/21/29                               | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1460295.31   | 0.16%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                 | WFLF 2025-3A A1                                  | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2107315.56   | 0.23%             | 2040-09-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ONE MORTGAGE TRUST                                                                               | ONP 2021-PARK A                                  | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1596283.04   | 0.18%             | 2036-03-15      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                                  | SIDC 2021-1A A2                                  | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1588373.12   | 0.18%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2021-FL1 LTD                                                                                | BRSP 2021-FL1 A                                  | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     948972 | PA      | $945604.90    | 0.10%             | 2038-08-19      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COLT 2024-7 MORTGAGE LOAN TRUST                                                                  | COLT 2024-7 A1                                   | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-O            | CORP              | US        |    1161327 | PA      | $1171098.04   | 0.13%             | 2069-12-26      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO REC TR 2024-P4                                                                      | CRVNA 2024-P4 A3                                 | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1308410.03   | 0.15%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                                | MCHP 4.9 03/15/28                                | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     550000 | PA      | $557879.73    | 0.06%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES9                                                                    | RCKT 2025-CES9 A1A                               | CUSIP: 74942JAA2<br>LEI: 254900C7HSSCU34P7S40 | Long             | ABS-O            | CORP              | US        |     675508 | PA      | $674875.56    | 0.07%             | 2055-09-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 3.125 05/15/26 144A                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1392218.30   | 0.15%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6.5 07/01/30 144A                           | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     215000 | PA      | $225064.15    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.259 05/01/27                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     570000 | PA      | $585142.69    | 0.06%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-1                                        | GMCAR 2025-1 A3                                  | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1516119.45   | 0.17%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                  | SBATOW 1.631 11/15/26 144A                       | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $782842.96    | 0.09%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-HI                                                    | WFCM 2025-HI A                                   | CUSIP: 949933AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1404182.57   | 0.16%             | 2042-10-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                        | ALSN 4.75 10/01/27 144A                          | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     590000 | PA      | $589575.91    | 0.07%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Vistra Operations Co LLC                                                                         | VST 5 07/31/27 144A                              | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201170.13    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                             | WSTOP 2020-1A A2                                 | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1034250 | PA      | $1003225.34   | 0.11%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5047 LA                                      | CUSIP: 3137F7VA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     990308 | PA      | $964545.08    | 0.11%             | 2028-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                                | OTF 3.75 06/17/26                                | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     345000 | PA      | $343019.72    | 0.04%             | 2026-06-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mortgage Loan Trust 2017-4                                                                       | NRZT 2017-4A A1                                  | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     358985 | PA      | $348544.96    | 0.04%             | 2057-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                  | SBATOW 1.884 01/15/26 144A                       | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     680000 | PA      | $679247.78    | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 6.625 07/31/26 144A                          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     580000 | PA      | $586034.32    | 0.06%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corporation                                                                     | AR 5.375 03/01/30 144A                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1070227.87   | 0.12%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.505 10/22/28                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     635000 | PA      | $641397.80    | 0.07%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                         | OBX 2024-NQM15 A1                                | CUSIP: 67449DAA7<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |     507907 | PA      | $511262.82    | 0.06%             | 2064-10-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGE TRUST                                                                     | CROSS 2024-H7 A1                                 | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     787524 | PA      | $794183.99    | 0.09%             | 2069-11-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H8 MORTGAGE TRUST                                                                     | CROSS 2024-H8 A1                                 | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     852727 | PA      | $859653.93    | 0.10%             | 2069-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V4.833 01/16/29 MTN                          | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     515000 | PA      | $523474.33    | 0.06%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 4.875 04/01/28                               | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1240000 | PA      | $1261561.86   | 0.14%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 5.875 03/01/28 144A                         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     735000 | PA      | $750643.74    | 0.08%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                                              | NHPIFS 5.125 09/25/28 144A                       | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249952.40    | 0.03%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| DRIVE AUTO RECEIVABLES TRUST                                                                     | DRIVE 2025-2 D                                   | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1402018.66   | 0.16%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 5.125 06/06/27                               | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     580000 | PA      | $584240.30    | 0.06%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.125 03/15/26                               | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     202000 | PA      | $204151.30    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5057 MC                                      | CUSIP: 3137F7L37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1020567 | PA      | $955315.50    | 0.11%             | 2054-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                   | DNFRA 2021-1A A                                  | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1604102.28   | 0.18%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                                  | COLT 2024-6 A1                                   | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-O            | CORP              | US        |     799826 | PA      | $804917.92    | 0.09%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.351 07/20/29                              | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1108576.77   | 0.12%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.151 12/23/29 144A                         | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     775000 | PA      | $774666.10    | 0.09%             | 2029-12-23      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Di Issuer Llc                                                                                    | LMDV 2025-1A A2                                  | CUSIP: 538908AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002200.00   | 0.11%             | 2055-12-15      | Fixed         |  | No            |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                                                                   | TERP 5 01/31/28 144A                             | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     595000 | PA      | $594735.76    | 0.07%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-R1                                                               | VERUS 2024-R1 A1                                 | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-O            | CORP              | US        |     400467 | PA      | $401239.01    | 0.04%             | 2065-04-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 4.95 01/13/28 144A                         | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     350000 | PA      | $355552.40    | 0.04%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 L                                                              | EFF 2025-1 A3                                    | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1017716.05   | 0.11%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES7                                                                    | RCKT 2025-CES7 A1A                               | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |     919819 | PA      | $929530.78    | 0.10%             | 2055-07-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                            | AMRZ 4.7 04/07/28                                | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1002655.15   | 0.11%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2023-C A                                   | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1011726.15   | 0.11%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.125 05/01/29 144A                          | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     210000 | PA      | $212433.78    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                  | SBATOW 4.831 10/15/29 144A                       | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $806200.24    | 0.09%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-AIR2 A                                   | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1630606 | PA      | $1634681.45   | 0.18%             | 2041-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 03/15/30 144A                           | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     260000 | PA      | $267886.32    | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.3 10/15/28 144A                            | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502049.50    | 0.06%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 4 08/01/28 144A                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     785000 | PA      | $773834.40    | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LEX 2024-BBG MORTGAGE TRUST                                                                      | LEX 2024-BBG A                                   | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1006978.30   | 0.11%             | 2033-10-13      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 L                                                              | EFF 2024-3 A3                                    | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1623362.00   | 0.18%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.979 07/22/28                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     755000 | PA      | $766855.89    | 0.08%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                         | GPI 6.375 01/15/30 144A                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     165000 | PA      | $170136.12    | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2023-FL10 ISSUER LLC                                                                       | BSPRT 2023-FL10 A                                | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     838172 | PA      | $838857.35    | 0.09%             | 2035-09-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 4.95 07/01/27                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     455000 | PA      | $461255.21    | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                                                              | DEFT 2025-2 A3                                   | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1406030.64   | 0.16%             | 2031-03-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Navistar FinDeal                                                                                 | NAVMT 2025-1 A                                   | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1004861.65   | 0.11%             | 2030-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                              | SIRI 3.125 09/01/26 144A                         | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596576.16    | 0.07%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIV AUT TR 2024-S1                                                                    | SDART 2024-S1 R1                                 | CUSIP: 80286UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     820181 | PA      | $820159.80    | 0.09%             | 2029-03-16      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                         | OBX 2024-NQM12 A1                                | CUSIP: 67448PAA1<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |     807469 | PA      | $814726.00    | 0.09%             | 2064-07-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2024-FL11 ISSUER LLC                                                                       | BSPRT 2024-FL11 A                                | CUSIP: 05613RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1304147.00   | 0.14%             | 2057-09-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Cars Db4 LP                                                                                      | CAUTO 2021-1A A1                                 | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1889643 | PA      | $1849861.94   | 0.21%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                   | SNX 4.3 01/17/29                                 | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     455000 | PA      | $454514.68    | 0.05%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V4.968 07/14/28 BKNT                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     765000 | PA      | $776000.35    | 0.09%             | 2028-07-14      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM13 TRUST                                                                             | OBX 2024-NQM13 A1                                | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-O            | CORP              | US        |     667129 | PA      | $668913.08    | 0.07%             | 2064-06-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                                                       | JDOT 2024-C A3                                   | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2609432.54   | 0.29%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2024-R06 1M2                                 | CUSIP: 20755RAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     400000 | PA      | $400569.92    | 0.04%             | 2044-09-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTO REC TR 2023-1                                                                      | WLAKE 2023-1A D                                  | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1637064.24   | 0.18%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V6.327 12/22/27 144A                         | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1675000 | PA      | $1710443.75   | 0.19%             | 2027-12-22      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.078 09/15/29                              | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1349471.71   | 0.15%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| Truist Bank (North Carolina)                                                                     | TFC V4.42 07/24/28 BKNT                          | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     970000 | PA      | $976398.03    | 0.11%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 TRUST                                                                             | OBX 2025-NQM14 A1                                | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-O            | CORP              | US        |     908900 | PA      | $913705.60    | 0.10%             | 2064-08-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 4.3 08/12/27 144A                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150776.46    | 0.02%             | 2027-08-12      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V4.952 01/14/28 BKNT                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     730000 | PA      | $737029.66    | 0.08%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                               | BFCM 5.088 01/23/27 144A                         | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     650000 | PA      | $657556.74    | 0.07%             | 2027-01-23      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2024-B A                                   | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2426367.96   | 0.27%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AAR Corp.                                                                                        | AIR 6.75 03/15/29 144A                           | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     245000 | PA      | $253641.40    | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 4.15 02/15/29                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     920000 | PA      | $919965.66    | 0.10%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V7.149 10/29/27                              | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     930000 | PA      | $952461.35    | 0.11%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                             | JPM V5.04 01/23/28                               | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     405000 | PA      | $409342.89    | 0.05%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.019 07/29/29                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     230000 | PA      | $233045.32    | 0.03%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group Inc.                                                                | PNC V5.3 01/21/28                                | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     290000 | PA      | $293871.65    | 0.03%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-X                                                              | BX 2024-XL4 B                                    | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     649625 | PA      | $651831.20    | 0.07%             | 2039-02-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.4 05/08/27                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     415000 | PA      | $421986.00    | 0.05%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                           | ABCLN 2025-A D                                   | CUSIP: 02007G5G4<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |     830321 | PA      | $834919.96    | 0.09%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 4.2 07/15/27                                 | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     285000 | PA      | $286249.39    | 0.03%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| COLT 2025-8 MORTGAGE LOAN TRUST                                                                  | COLT 2025-8 A1                                   | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |     575208 | PA      | $580724.62    | 0.06%             | 2070-08-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.05 12/01/26                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1351869.72   | 0.15%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.35 01/12/27 144A                        | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303532.19    | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                                                        | HUNT 2024-1A A3                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     867283 | PA      | $875968.78    | 0.10%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 4.75 04/14/27 144A                        | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     305000 | PA      | $306788.54    | 0.03%             | 2027-04-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM6 TR                                                                                 | OBX 2025-NQM6 A1                                 | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-O            | CORP              | US        |     828713 | PA      | $837407.68    | 0.09%             | 2065-03-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.623 05/09/29                              | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1363473.55   | 0.15%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-S                                                              | DRIVE 2025-S1 R1                                 | CUSIP: 26210HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     759621 | PA      | $767089.18    | 0.09%             | 2029-06-16      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                                            | BDN 6.125 01/15/31                               | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     560000 | PA      | $544939.49    | 0.06%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Darden Restaurants, Inc.                                                                         | DRI 4.35 10/15/27                                | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     640000 | PA      | $643512.89    | 0.07%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V4.792 05/09/29 144A                         | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1410000 | PA      | $1427424.48   | 0.16%             | 2029-05-09      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 4.7 06/23/28                                 | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     245000 | PA      | $248094.10    | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc.                                                                               | EOG 4.4 07/15/28                                 | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     435000 | PA      | $440120.18    | 0.05%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.731 04/25/29                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     865000 | PA      | $878742.57    | 0.10%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V5.737 05/15/29                             | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     265000 | PA      | $271894.11    | 0.03%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                       | HLEND 5.3 06/05/27 144A                          | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1122579.90   | 0.12%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                                  | COLT 2025-6 A1                                   | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1329539 | PA      | $1342763.48   | 0.15%             | 2070-08-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 4.62 07/16/28 144A                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     445000 | PA      | $451141.23    | 0.05%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| BX Trust 2018-Bilt                                                                               | BX 2025-VLT7 A                                   | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1254012.00   | 0.14%             | 2044-07-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Repsol E&p Capital Markets US LLC                                                                | REPSEP 4.805 09/16/28 144A                       | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     405000 | PA      | $409049.43    | 0.05%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.994 04/12/29 .                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     725000 | PA      | $739670.34    | 0.08%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.97 04/23/29                               | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1100626.37   | 0.12%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT 2025-LEAF1 LLC                                                                     | MTLRF 2025-1A A3                                 | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1013775.25   | 0.11%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                       | ARESSI 5.45 09/09/28 144A                        | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1130611.20   | 0.13%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.937 04/23/28                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     735000 | PA      | $743635.03    | 0.08%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                                   | USB V4.73 05/15/28                               | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     700000 | PA      | $707265.15    | 0.08%             | 2028-05-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2025-CES5 A1A                               | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |    1183299 | PA      | $1199546.73   | 0.13%             | 2055-06-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.466 07/06/28 *                             | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     875000 | PA      | $881175.23    | 0.10%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V4.729 04/20/29                               | CUSIP: 06405LAH4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     440000 | PA      | $447363.17    | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                                | MTB V4.762 07/06/28                              | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     345000 | PA      | $348272.94    | 0.04%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                                 | EQH 3.95 09/15/27 144A                           | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     290000 | PA      | $289848.94    | 0.03%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2025-CES6 A1A                               | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |     444337 | PA      | $448982.44    | 0.05%             | 2055-06-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 4.15 09/15/28                                | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     885000 | PA      | $886276.66    | 0.10%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd.                                                               | HONHAI 1.875 08/25/28 EMTN                       | CUSIP: G3R82SAQ0<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |    1000000 | PA      | $928178.44    | 0.10%             | 2028-08-25      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5227                                          | CUSIP: 36202FYY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      75221 | PA      | $74817.14     | 0.01%             | 2026-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-90 FB                                   | CUSIP: 3136BTXD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     955644 | PA      | $960328.26    | 0.11%             | 2053-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH F 07/16/26 144A                              | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001602.87   | 0.11%             | 2026-07-16      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                        | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27800000 | PA      | $28555237.87  | 3.16%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80023                                         | CUSIP: 36225CAZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2144 | PA      | $2155.60      | 0.00%             | 2026-12-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc Of America Mortgage Securities Inc.                                                         | BOAMS 2003-L 3A1                                 | CUSIP: 05948XR37<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |      16812 | PA      | $16317.66     | 0.00%             | 2034-01-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 0.125 07/15/26                               | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1755513.43   | 0.19%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES                                                               | AHART 2024-1A A2                                 | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     995647 | PA      | $997899.26    | 0.11%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5484 FA                                      | CUSIP: 3137HHKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     552544 | PA      | $554620.06    | 0.06%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5100000 | PA      | $5092648.68   | 0.56%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 735643                                        | CUSIP: 31402RHU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41270 | PA      | $41513.00     | 0.00%             | 2042-08-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY5 Trust                 | WAMU 2007-HY5 2A1                                | CUSIP: 92990GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110785 | PA      | $91528.27     | 0.01%             | 2037-05-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 2.125 04/15/29                               | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1050000 | PA      | $1129638.57   | 0.13%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.05 12/30/26 144A                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1007652.00   | 0.11%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                                                                   | CARMX 2025-1 A3                                  | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1522964.93   | 0.17%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.915 01/24/29                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2343833.30   | 0.26%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust II                                                                | FASTR 2024-AA A2                                 | CUSIP: 345214BJ8<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |    1553320 | PA      | $1146416.11   | 0.13%             | 2028-07-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION 2024-F                                                                     | SMB 2024-F A1A                                   | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     336253 | PA      | $340952.11    | 0.04%             | 2054-03-16      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABNANV F 12/03/28 144A                           | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1405270.88   | 0.16%             | 2028-12-03      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    1135764 | NS      | $1135763.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                              | HII 5.353 01/15/30                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1655207.63   | 0.18%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5 01/31/30                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     600000 | PA      | $615234.81    | 0.07%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                                      | EVGRN 2025-1A A                                  | CUSIP: 30023JCZ9<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    1300000 | PA      | $1304903.41   | 0.14%             | 2029-10-15      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5472 FA                                      | CUSIP: 3137HHEK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1766624 | PA      | $1770588.51   | 0.20%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                                         | GCCT 2022-1A A                                   | CUSIP: 380881FE7<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |    2000000 | PA      | $1961174.60   | 0.22%             | 2029-01-15      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.9 01/24/28 W                              | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3227891.09   | 0.36%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRU                                                              | WLAKE 2024-1A B                                  | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $703068.07    | 0.08%             | 2027-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | SNLN 5.15 03/20/27                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $328909.79    | 0.04%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                          | VBTEL 2024-1A F                                  | CUSIP: 91823ABG5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $310832.78    | 0.03%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 6.5 06/01/29 144A                           | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $197214.30    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 B                                   | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1100336.66   | 0.12%             | 2029-07-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 05/15/28                                  | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5155000 | PA      | $5184802.34   | 0.57%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 07/15/28                                 | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5270000 | PA      | $5316524.22   | 0.59%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DGWD TRUST 2025-INFL                                                                             | DGWD 2025-INFL A                                 | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1004913.30   | 0.11%             | 2030-08-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.55 11/01/26                                | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     715000 | PA      | $723010.25    | 0.08%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Agco Corporation                                                                                 | AGCO 5.45 03/21/27                               | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     310000 | PA      | $314379.53    | 0.03%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                  | BALN 5 03/26/27 144A                             | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     365000 | PA      | $369577.65    | 0.04%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.707 04/22/28 MTN                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     590000 | PA      | $602416.61    | 0.07%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 12/31/26                                  | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2495000 | PA      | $2512688.56   | 0.28%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 10/15/28                                   | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4850000 | PA      | $4847158.22   | 0.54%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 11/15/28                                   | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7285000 | PA      | $7280162.29   | 0.81%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                        | NFG 5.5 10/01/26                                 | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1515453.80   | 0.17%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.875 04/01/29 144A                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     265000 | PA      | $271878.08    | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-2A A2                                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $977714.00    | 0.11%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM7 TRUST                                                                              | OBX 2025-NQM7 A1                                 | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-O            | CORP              | US        |    1147428 | PA      | $1159081.07   | 0.13%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2021-DNA5 M2                               | CUSIP: 35564KHE2<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |     257816 | PA      | $258577.46    | 0.03%             | 2034-01-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.338 04/04/27 144A                       | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     545000 | PA      | $553820.91    | 0.06%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7 05/01/29 144A                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     170000 | PA      | $177377.49    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.652 04/13/28 MTN                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     900000 | PA      | $918073.08    | 0.10%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                                       | LNT 5.4 06/06/27 144A                            | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     380000 | PA      | $385441.14    | 0.04%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                         | OBX 2024-NQM14 A1                                | CUSIP: 67119XAC8<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |     702299 | PA      | $702987.72    | 0.08%             | 2064-09-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 08/15/28                                 | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3645000 | PA      | $3655678.72   | 0.41%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 08/31/27                                 | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     380000 | PA      | $380905.47    | 0.04%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TEXAS NAT GAS SECURITIZATION FIN CORP                                                            | TX TNGUTL 5.1 04/01/2035                         | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2687757 | PA      | $2760294.51   | 0.31%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA V6.124 05/31/27                           | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     240000 | PA      | $241678.55    | 0.03%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                                                               | SANTAN V5.365 07/15/28 *                         | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1019941.50   | 0.11%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.847 03/02/27                              | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $902474.42    | 0.10%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | CAG 5.3 10/01/26                                 | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     975000 | PA      | $983489.08    | 0.11%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Store Master Funding LLC                                                                         | STR 2024-1A A1                                   | CUSIP: 86212XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     793333 | PA      | $804012.10    | 0.09%             | 2054-05-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                                                               | JPMMT 2024-NQM1 A1                               | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     568491 | PA      | $573496.93    | 0.06%             | 2064-02-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM2 TRUST                                                                              | OBX 2025-NQM2 A1                                 | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-O            | CORP              | US        |     850180 | PA      | $858446.81    | 0.10%             | 2064-11-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 4.3 08/19/28                                | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     630000 | PA      | $632661.54    | 0.07%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 09/15/28                                 | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8165000 | PA      | $8135019.14   | 0.90%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    3344742 | NS      | $3344742.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.4 04/06/26                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1314683.41   | 0.15%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                                         | ICLR 5.809 05/08/27                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     460000 | PA      | $469659.07    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.5 05/15/27                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1920000 | PA      | $1945800.00   | 0.22%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                        | RRX 6.05 02/15/26                                | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     825000 | PA      | $826401.06    | 0.09%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-4                                                                | VERUS 2025-4 A1                                  | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-O            | CORP              | US        |    1095079 | PA      | $1105776.92   | 0.12%             | 2070-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 06/15/28                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7300000 | PA      | $7365443.33   | 0.82%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.65 06/26/26 144A                        | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2216417.86   | 0.25%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| American Express Company                                                                         | AXP V5.389 07/28/27                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2030942.85   | 0.23%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                               | CPGX 6.055 08/15/26 144A                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $762174.21    | 0.08%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: —       |
| ARES COMMERCIAL MORTGAGE TRUST 2024                                                              | ARES1 2024-IND A                                 | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1002568.75   | 0.11%             | 2041-07-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.498 08/06/29                               | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1400000 | PA      | $1414622.83   | 0.16%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Main Street Capital Corp.                                                                        | MAIN 5.4 08/15/28                                | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     540000 | PA      | $543148.64    | 0.06%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                                     | TII 0.125 10/15/26                               | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $472222.18    | 0.05%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2011-48 MG                                   | CUSIP: 31397UES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       1164 | PA      | $1160.90      | 0.00%             | 2026-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7431                                        | CUSIP: 3138EQHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69917 | PA      | $73248.19     | 0.01%             | 2043-07-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS KIR2 A1                                     | CUSIP: 3137BXSV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      76320 | PA      | $75658.24     | 0.01%             | 2027-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4941 MB                                      | CUSIP: 3137FQTC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     127342 | PA      | $115672.95    | 0.01%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 4752 PL                                      | CUSIP: 3137FCPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     136409 | PA      | $132313.40    | 0.01%             | 2046-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                                  | COLT 2022-3 A1                                   | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160404 | PA      | $158177.29    | 0.02%             | 2067-02-25      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5746                                        | CUSIP: 3140QRL43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     667546 | PA      | $682578.18    | 0.08%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.15 03/15/28                                | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      84000 | PA      | $85878.32     | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOMES TR 2023-NQM1                                                                               | HOMES 2023-NQM1 A1                               | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     390207 | PA      | $389650.57    | 0.04%             | 2068-01-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2023-A A                                   | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1097000 | PA      | $1100866.05   | 0.12%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                                                   | CSAIL 2016-C6 XA                                 | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |     349547 | PA      | $3.50         | 0.00%             | 2049-01-15      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                                | ERCOTT 4.265 08/01/34 A-1                        | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220322 | PA      | $220057.67    | 0.02%             | 2034-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 20                                                              | SMB 2023-A A1B                                   | CUSIP: 78450QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     227764 | PA      | $229621.61    | 0.03%             | 2053-01-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5.125 05/01/27 144A                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $749404.04    | 0.08%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TRUST                                                                             | GCAT 2021-NQM7 A1                                | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     137225 | PA      | $128518.55    | 0.01%             | 2066-08-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 2.85 03/01/27 MTN                              | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     179000 | PA      | $176793.16    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2022-A L                                                              | ELFI 2022-A A                                    | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     294565 | PA      | $291583.52    | 0.03%             | 2047-08-26      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| SG RESDTL MRTG TR 2022-2                                                                         | SGR 2022-2 A1                                    | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      94854 | PA      | $94929.01     | 0.01%             | 2062-08-25      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-12                                                                  | FSMT 2021-12 A19                                 | CUSIP: 33853GAV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     992461 | PA      | $980868.25    | 0.11%             | 2051-11-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION                                                               | GSMS 2023-FUN B                                  | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $251703.60    | 0.03%             | 2028-03-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| SLM Private Education Loan Trust 2014-A                                                          | SLMA 2010-C A5                                   | CUSIP: 78445QAE1<br>LEI: 549300XEL6YCZ2OF2E98 | Long             | ABS-O            | CORP              | US        |      52026 | PA      | $54744.59     | 0.01%             | 2041-10-15      | Floating      | 8.61%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 4.2 04/15/27                                  | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      78000 | PA      | $78071.24     | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-5                                                                 | TPMT 2015-1 A5                                   | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     142167 | PA      | $141836.51    | 0.02%             | 2053-10-25      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                    | SPLLLC 5 03/15/27                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     253000 | PA      | $254779.90    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5006 KA                                      | CUSIP: 3137FVBQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     278032 | PA      | $257517.41    | 0.03%             | 2045-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2022-ATH1                                                                             | CSMC 2022-ATH1 A1A                               | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     185828 | PA      | $181800.10    | 0.02%             | 2067-01-25      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Goodleap Sustainable Home Solutions Trust 2021-3                                                 | GOOD 2022-2CS A                                  | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29783 | PA      | $26619.68     | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4508                                        | CUSIP: 3140QQAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     308451 | PA      | $311408.96    | 0.03%             | 2037-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 4.3 03/15/28                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37224.68     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB5749                                        | CUSIP: 3140QRL76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620361 | PA      | $634708.88    | 0.07%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 4 03/27/27 144A                           | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     529000 | PA      | $528768.03    | 0.06%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXIV / Apidos CLO XXIV LLC                                                            | APID 2016-24A A1AL                               | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |      85121 | PA      | $85207.80     | 0.01%             | 2030-10-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4367                                        | CUSIP: 31418DZ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1133113 | PA      | $1076151.85   | 0.12%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5000 MA                                      | CUSIP: 3137FVGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      93811 | PA      | $88634.53     | 0.01%             | 2044-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.808 07/25/28 MTN                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60688.18     | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-R                                                              | FORDR 2023-1 A                                   | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1453000 | PA      | $1483237.73   | 0.16%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                                      | GSR 2004-11 5A1                                  | CUSIP: 36242DFZ1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      24349 | PA      | $24282.59     | 0.00%             | 2034-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3959 MA                                      | CUSIP: 3137AHGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      42611 | PA      | $43103.32     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 3.9 07/15/27 B                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     312000 | PA      | $310994.96    | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 1.68 09/17/35                               | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    2300000 | PA      | $1821221.06   | 0.20%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 0.7 01/27/27                                | CUSIP: 3133EMNW8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    2000000 | PA      | $1939771.42   | 0.21%             | 2027-01-27      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-14                                                                 | JPMMT 2021-14 A12                                | CUSIP: 46653QBK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     226206 | PA      | $220001.73    | 0.02%             | 2052-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX5615                                        | CUSIP: 3138Y7GZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101229 | PA      | $105241.72    | 0.01%             | 2045-06-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIV ED LN TR 2019-B                                                                     | NAVSL 2019-BA A2B                                | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76421 | PA      | $76339.54     | 0.01%             | 2059-12-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-1                                                                   | VERUS 2022-1 A1                                  | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     117753 | PA      | $111011.84    | 0.01%             | 2067-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                                | BMARK 2022-B34 AM                                | CUSIP: 08161YBJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225000 | PA      | $204786.38    | 0.02%             | 2055-04-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.05 08/18/29                               | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     151000 | PA      | $150998.04    | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                                                      | F1VE 2023-V1 A3                                  | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     490000 | PA      | $502589.37    | 0.06%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust 2016-C32                                      | MSBAM 2016-C32 XA                                | CUSIP: 61691GAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1685734 | PA      | $8194.36      | 0.00%             | 2049-12-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXII LLC                                                                        | BLUEM 2018-22A A1                                | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      74193 | PA      | $74254.81     | 0.01%             | 2031-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.948 10/21/27                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     228000 | PA      | $224210.67    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2022-2                                                                     | ARRW 2022-2 A1                                   | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     165079 | PA      | $164544.79    | 0.02%             | 2057-07-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                                              | ODART 2023-1A A                                  | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     880000 | PA      | $886878.43    | 0.10%             | 2029-11-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -287656 | NC      | $5334.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -3288962 | NC      | $64076.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -1370479 | NC      | $11714.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -727924 | NC      | $-2136.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -60147 | NC      | $715.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -40043 | NC      | $436.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -30025 | NC      | $262.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -30049 | NC      | $239.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -30099 | NC      | $45.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -262502 | NC      | $3039.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -44672 | NC      | $63.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -26849 | NC      | $46.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                          | CURRENCY CONTRACT - ILS                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -152502 | NC      | $1672.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                          | CURRENCY CONTRACT - ILS                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -39671 | NC      | $71.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -29484 | NC      | $-329.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -18282 | NC      | $-200.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -26147 | NC      | $-315.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -10709 | NC      | $-123.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -35623 | NC      | $-413.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -36327 | NC      | $-463.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -35230 | NC      | $-415.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -26262 | NC      | $-314.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -38169 | NC      | $-509.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -246592 | NC      | $1027.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -89967 | NC      | $193.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -19773 | NC      | $147.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -10000 | NC      | $22.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -10000 | NC      | $-10.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -44601 | NC      | $862.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -73032 | NC      | $1442.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -96284 | NC      | $-412.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -131567 | NC      | $2826.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -191932 | NC      | $6217.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -18635 | NC      | $468.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -18470 | NC      | $457.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -102388 | NC      | $2102.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -17211 | NC      | $264.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -11590 | NC      | $140.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -29311 | NC      | $379.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -73236 | NC      | $890.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -321861 | NC      | $4463.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -629294 | NC      | $392.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -72517 | NC      | $2065.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -68803 | NC      | $1413.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -100597 | NC      | $1766.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -133082 | NC      | $1944.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -199254 | NC      | $3229.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -40032 | NC      | $106.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -40070 | NC      | $-9.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -10019 | NC      | $7.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -41214 | NC      | $1214.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -18178 | NC      | $536.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -2107 | NC      | $26.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -30000 | NC      | $-265.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -64897 | NC      | $-483.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -40177 | NC      | $-288.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -40000 | NC      | $13.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -20000 | NC      | $11.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -9197 | NC      | $35.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -6897 | NC      | $27.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -5968 | NC      | $19.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -41628 | NC      | $151.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -6310 | NC      | $23.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -30000 | NC      | $-4.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -30000 | NC      | $-91.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -1939 | NC      | $-9.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -452 | NC      | $-2.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -1292 | NC      | $-6.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -1292 | NC      | $-6.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -3828 | NC      | $-15.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -454416 | NC      | $612.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -724221 | NC      | $891.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -362358 | NC      | $437.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -744005 | NC      | $823.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -361583 | NC      | $403.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -1037757 | NC      | $1244.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -428330 | NC      | $498.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -744139 | NC      | $737.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -742444 | NC      | $757.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -684796 | NC      | $678.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -337287 | NC      | $320.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -531988 | NC      | $450.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -188744 | NC      | $-287.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -522434 | NC      | $-3758.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -320015 | NC      | $-1436.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -84504823 | NC      | $-913.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -138891427 | NC      | $-1197.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -33000 | NC      | $-173.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -131375 | NC      | $-580.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -78002 | NC      | $-589.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -184097 | NC      | $-1134.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -130849 | NC      | $-888.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -2298032 | NC      | $-42586.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -554119 | NC      | $-4445.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -21988 | NC      | $40.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -5535016 | NC      | $-96254.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -2069407 | NC      | $-31792.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -5089676 | NC      | $-70859.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -143500000 | NC      | $8575.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -151100000 | NC      | $9035.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -648000 | NC      | $-5473.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -83000 | NC      | $-857.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -8516 | NC      | $-8.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -124100000 | NC      | $8958.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -901447 | NC      | $-21.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -313354 | NC      | $29.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -48000 | NC      | $-688.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -87524031 | NC      | $-1001.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -81000 | NC      | $-358.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -468511 | NC      | $193.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -557710 | NC      | $-914.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -509272 | NC      | $173.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -554290 | NC      | $-898.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -1803134 | NC      | $-38.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -578997 | NC      | $-937.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -9303629 | NC      | $2730.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -136000 | NC      | $-210.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -578248 | NC      | $-863.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -277917 | NC      | $-394.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -160873 | NC      | $-558.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -43687 | NC      | $-158.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -73099 | NC      | $-228.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -52000 | NC      | $56.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -126534 | NC      | $-65.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -137976351 | NC      | $588.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -64107 | NC      | $33.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -8398 | NC      | $421.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -8242 | NC      | $397.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -4740 | NC      | $208.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -4377 | NC      | $171.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. DAY INT-RTE JUL26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         31 | NC      | $12492707.67  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. DAY INT-RTE AUG26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         31 | NC      | $12501750.06  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                      | FUT. CME 3MO SOFR SEP26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         52 | NC      | $12589850.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                      | FUT. CME 3MO SOFR DEC27                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        256 | NC      | $61916800.00  | 6.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                                                                | MAR 26 ME 5Y CDN MAR 26                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         57 | NC      | $4704768.49   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -30 | NC      | $-3373125.00  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -42 | NC      | $-4722375.00  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -78 | NC      | $-8770125.00  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS MAR26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -12 | NC      | $-1387125.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE MAR26                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -137 | NC      | $-15757140.63 | -1.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE MAR26                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -40 | NC      | $-4600625.00  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS MAR26                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -1 | NC      | $-118000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS MAR26                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -23 | NC      | $-2714000.00  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          3 | NC      | $327914.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -131 | NC      | $-14318914.06 | -1.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        501 | NC      | $54761648.44  | 6.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         87 | NC      | $9509507.81   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -64 | NC      | $-6995500.00  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        357 | NC      | $74537695.28  | 8.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        174 | NC      | $36329296.86  | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        493 | NC      | $102933007.76 | 11.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        647 | NC      | $135086523.37 | 14.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         24 | NC      | $5010937.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Futures Exchange                                                                          | FUT. SFE 3Y T-BOND MAR26                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        179 | NC      | $12542314.01  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURX E-SCHATZ MAR26                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         45 | NC      | $5647482.97   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   26200000 | NC      | $17407.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   20900000 | NC      | $13885.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 4                                                                        | SWO USD RCV SOFR 1D PAY 4                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   56800000 | NC      | $14864.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 2.5 PAY SOFR                                                                         | SWO USD RCV 2.5 PAY SOFR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   88100000 | NC      | $810.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   30700000 | NC      | $20397.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   10600000 | NC      | $7042.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    2069480 | NS      | $2069480.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      31875 | NS      | $31875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    4340235 | NS      | $4340235.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    2975940 | NS      | $2975940.33   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.29% 31-MAY-2030                                                     | OIS_CCP USD RCV SOFR1D PAY 3.29% 31-MAY-2030     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   22820900 | OU      | $101824.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.375% 31-MAY-2030                                                    | OIS_CCP USD RCV SOFR1D PAY 3.375% 31-MAY-2030    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   30523700 | OU      | $36383.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 17-DEC-2032                                                     | OIS_CCP USD RCV SOFR1D PAY 3.75% 17-DEC-2032     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    2000000 | OU      | $-16915.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029                                                     | OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    2200000 | OU      | $-28842.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.861656% 28-FEB-2029                                                 | OIS_CCP USD RCV SOFR1D PAY 3.861656% 28-FEB-2029 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    6100000 | OU      | $-70099.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2030                                                    | OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2030    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    7600000 | OU      | $42036.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 4.25% PAY BBSW6M 18-MAR-2036                                                     | IRS_CCP AUD RCV 4.25% PAY BBSW6M 18-MAR-2036     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    4200000 | OU      | $-124458.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4.1% 11-FEB-2026                                                      | OIS_CCP USD RCV SOFR1D PAY 4.1% 11-FEB-2026      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   24600000 | OU      | $38897.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     200000 | OU      | $46777.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     400000 | OU      | $93555.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     300000 | OU      | $70166.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     300000 | OU      | $70166.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     150000 | OU      | $35083.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     200000 | OU      | $46777.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     150000 | OU      | $35083.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     200000 | OU      | $46777.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220                                                         | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     400000 | OU      | $93555.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN REPUBLIC OF KOREA 2.7 1% 20301220                                                         | CDS_SN REPUBLIC OF KOREA 2.7 1% 20301220         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    1600000 | OU      | $-57225.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** GuideStone Funds

**Signature:** Erin Wynne

**Name of Signer:** Erin Wynne

**Title:** Treasurer