# EDGAR Filing Document

**Accession Number:** 0000736054
**File Stem:** 0000736054-25-000151
**Filing Date:** 2025-12
**Character Count:** 1231856
**Document Hash:** 62e4a8ac88dbf45359d687dc16a76285
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000736054-25-000151.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000736054-25-000151

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD STAR FUNDS
- **CENTRAL INDEX KEY:** 0000736054

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03919
- **FILM NUMBER:** 251598981

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD STAR FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD SPECIAL TAX ADVANTAGED RETIREMENT FUND
- **DATE OF NAME CHANGE:** 19850318

## Series and Classes Contracts Data

### Vanguard STAR Core-Plus Bond Fund (Series ID: S000090502)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000257760 | Institutional Shares | VCPSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD STAR FUNDS

- **b. Investment Company Act file number:** 811-03919

- **c. CIK number of Registrant:** 0000736054

- **d. LEI of Registrant:** 5493005RYBM6XD8JKF03

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD STAR CORE-PLUS BOND FUND

- **b. EDGAR series identifier (if any):** S000090502

- **c. LEI of Series:** 529900AUA36TVNWN3965

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9311136560.47

**Total Liabilities:** $823141805.70

**Net Assets:** $8487994754.77

**Delayed Delivery Securities:** $49747682.86

**Cash Not Reported:** $6431079.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11186.61078792 | **1-Year:** -307054.94317598 | **5-Year:** -817113.27691971 | **10-Year:** -1135051.29879892 | **30-Year:** -496355.66143661

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

- **3-Month:** -1793.46496374 | **1-Year:** -66900.11043796 | **5-Year:** -126444.06474521 | **10-Year:** -69755.21682871 | **30-Year:** -26663.23742504

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257760 | 1.20%                | 1.08%                | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1603963.74             | $69748865.54                               |
| Month 2  | $13301787.20             | $44879425.97                               |
| Month 3  | $21123300.66             | $-12109663.05                              |

**Designated Index Information**

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

- **Index Identifier:** I00037

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 AS                  | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2644805.00    | 0.03%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2513000 | PA      | $2488381.77    | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4770000 | PA      | $3225771.43    | 0.04%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      400000 | PA      | $420134.65     | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89800.36      | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2025-1A A2I                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4830000 | PA      | $4805873.18    | 0.06%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                     | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     2549000 | PA      | $2877439.16    | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0932                          | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1199187 | PA      | $1076540.17    | 0.01%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786579                          | CUSIP: 3622ACFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6435641 | PA      | $6576519.50    | 0.08%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      244000 | PA      | $246986.28     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1148                          | CUSIP: 3140Y7H27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12776374 | PA      | $12768794.08   | 0.15%             | 2055-10-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1269000 | PA      | $1211467.22    | 0.01%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4945                          | CUSIP: 3140Q0P71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5500000 | PA      | $5550675.90    | 0.07%             | 2030-09-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     8330000 | PA      | $8429779.30    | 0.10%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0691                          | CUSIP: 3132DMXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6587753 | PA      | $5677484.47    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.350000 16-OCT-2030  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    45900000 | NC      | $1314590.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757048                          | CUSIP: 36230RZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8588 | PA      | $8729.53       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      384000 | PA      | $397965.75     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4506                          | CUSIP: 36179TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12003 | PA      | $9784.65       | 0.00%             | 2044-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3616000 | PA      | $3664484.35    | 0.04%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1455                          | CUSIP: 3132CXTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1850820 | PA      | $1892005.75    | 0.02%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3766                          | CUSIP: 3140NYFG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11715000 | PA      | $11767425.80   | 0.14%             | 2030-05-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5198 FA                        | CUSIP: 3137H5KF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1493485 | PA      | $1316546.54    | 0.02%             | 2052-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BF9693                          | CUSIP: 3617GGXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      362606 | PA      | $347084.13     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA                   | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2295246.25    | 0.03%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-1                                                 | KCOT 2023-1A A4                    | CUSIP: 50117KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      189000 | PA      | $190739.03     | 0.00%             | 2029-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22694.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $82056.33      | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                          | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21283723 | PA      | $20924840.93   | 0.25%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                               | BOBA 2023-2A BR                    | CUSIP: 05766JAQ4<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |     1760000 | PA      | $1758517.90    | 0.02%             | 2036-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.072000 10-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    44200000 | NC      | $-187989.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1041789.77    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21719                          | CUSIP: 3132JN4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5282 | PA      | $5292.40       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC                   | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     2607000 | PA      | $2778402.43    | 0.03%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4007                            | CUSIP: 36202ENY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1402 | PA      | $1484.79       | 0.00%             | 2037-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07068                          | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46699 | PA      | $47652.61      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3452                          | CUSIP: 36179RZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34191 | PA      | $30222.28      | 0.00%             | 2046-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475339                          | CUSIP: 36209MBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33488 | PA      | $32399.77      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | CARMX 2025-4 D                     | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $189731.28     | 0.00%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                   | OCT57 2021-1A AR                   | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1130000 | PA      | $1130344.65    | 0.01%             | 2034-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4299                          | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46151 | PA      | $45729.62      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      185000 | PA      | $177145.76     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1207330.89    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2440000 | PA      | $2462732.25    | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $469077.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $674203.53     | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                         | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      733000 | PA      | $764264.58     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8379                          | CUSIP: 36178VJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48314 | PA      | $43374.71      | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    32866609 | PA      | $19056416.32   | 0.22%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7402                          | CUSIP: 3133KPGK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44260 | PA      | $40956.27      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     3245000 | PA      | $2110217.59    | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2710                          | CUSIP: 31329LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1331 | PA      | $1320.19       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      743138 | PA      | $739886.27     | 0.01%             | 2030-09-19      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4470                            | CUSIP: 36202E6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9520 | PA      | $9851.79       | 0.00%             | 2039-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0102                          | CUSIP: 3140Y6DG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7050355 | PA      | $7186891.84    | 0.08%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1715                          | CUSIP: 3140W13Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3144753 | PA      | $2693517.18    | 0.03%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    14039000 | PA      | $13875139.30   | 0.16%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 A                   | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      905151 | PA      | $894091.32     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6177                          | CUSIP: 36178D2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13039 | PA      | $11672.41      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                  | HANESBRANDS INC                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      385000 | PA      | $406512.56     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      652000 | PA      | $497149.29     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03487                          | CUSIP: 31292K2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4796 | PA      | $4899.58       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4309000 | PA      | $4315489.48    | 0.05%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13380000 | PA      | $14000192.64   | 0.16%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                    | CAS 2025-R01 1A1                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      461364 | PA      | $461653.21     | 0.01%             | 2045-01-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06620                          | CUSIP: 3128M8VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20337 | PA      | $20419.51      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A B                    | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      249000 | PA      | $255775.99     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR                   | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1233000 | PA      | $1214878.63    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1882078.47    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2024-1 A                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219000 | PA      | $219988.96     | 0.00%             | 2028-10-16      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25069                          | CUSIP: 3132M5JN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20591 | PA      | $20625.14      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1088                          | CUSIP: 36179NF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58580 | PA      | $52492.47      | 0.00%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4526                          | CUSIP: 3140Q0A44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11425000 | PA      | $11439643.42   | 0.13%             | 2030-08-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1986000 | PA      | $2057174.36    | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86521.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |       72000 | PA      | $72952.81      | 0.00%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $491700.23     | 0.01%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1234000 | PA      | $1190735.37    | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1571                          | CUSIP: 3140XGW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19899140 | PA      | $16199251.09   | 0.19%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                     | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1371000 | PA      | $1313609.98    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0996                          | CUSIP: 36180CC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      455436 | PA      | $407690.57     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC3733                          | CUSIP: 36179DEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76459 | PA      | $68709.27      | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5090000 | PA      | $4170045.92    | 0.05%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9492                          | CUSIP: 3140QVRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4750347 | PA      | $4814137.51    | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16870000 | PA      | $16421231.68   | 0.19%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2235000 | PA      | $2319942.63    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4911                          | CUSIP: 3138EMN56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1602 | PA      | $1588.64       | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | EARTHSTONE NRGY                    | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1669929.23    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6543                          | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      734140 | PA      | $704779.30     | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     3251000 | PA      | $3053064.34    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                         | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1161284.50    | 0.01%             | 2029-07-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | L BRANDS INC                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2111334.15    | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI3113                          | CUSIP: 36198PN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27368 | PA      | $26917.02      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       37000 | PA      | $37724.56      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                          | SMB 2018-B A2A                     | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |      130537 | PA      | $129542.86     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       79000 | PA      | $79206.30      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08559                          | CUSIP: 3128MJTR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41744 | PA      | $41843.26      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35069.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      114000 | PA      | $111935.20     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                         | TURK TELEKOM                       | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     3411000 | PA      | $3445251.00    | 0.04%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93643                          | CUSIP: 312942BL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2139 | PA      | $2098.08       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                 | WULF COMPUTE LLC                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      555000 | PA      | $575881.30     | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 B                     | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      658000 | PA      | $659413.38     | 0.01%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14760000 | PA      | $15221250.00   | 0.18%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                                | DRSLF 2021-90A BR                  | CUSIP: 262484AQ1<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |     2200000 | PA      | $2202608.32    | 0.03%             | 2038-11-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A C                    | CUSIP: 42806MCR8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $346467.71     | 0.00%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6078000 | PA      | $4930065.22    | 0.06%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | SBSN INDO III                      | CUSIP: 71567TAD4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     1219000 | PA      | $1256055.78    | 0.01%             | 2030-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68661.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 C                      | CUSIP: 92348KDD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      297000 | PA      | $306052.38     | 0.00%             | 2032-06-21      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A D                   | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      730000 | PA      | $742396.93     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD4756                          | CUSIP: 3140FCJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22045 | PA      | $19260.67      | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      775000 | PA      | $695472.01     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4220                            | CUSIP: 36202EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15726 | PA      | $15997.47      | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95582                          | CUSIP: 312944FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2562 | PA      | $2515.85       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4919                          | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      288810 | PA      | $293319.71     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2015-18 ZC                     | CUSIP: 3136AM3R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3338702 | PA      | $3129239.54    | 0.04%             | 2040-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1939682.10    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3863                            | CUSIP: 36202EJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67678 | PA      | $68751.16      | 0.00%             | 2036-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 788130                          | CUSIP: 3622AD4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4205494 | PA      | $4280468.58    | 0.05%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 C                      | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2133427.17    | 0.03%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87580                          | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19645 | PA      | $20057.19      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3500                            | CUSIP: 36202D3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      415137 | PA      | $426517.67     | 0.01%             | 2034-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2412685.49    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1364000 | PA      | $1397509.07    | 0.02%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     2790000 | PA      | $2780700.93    | 0.03%             | 2032-01-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1310109.02    | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      551000 | PA      | $541834.65     | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.176060 30-SEP-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   242633324 | NC      | $817469.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 C                      | CUSIP: 92348KDL4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      317000 | PA      | $319622.60     | 0.00%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | VDCR 2025-1A A2A                   | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |     2440000 | PA      | $2450240.68    | 0.03%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      113000 | PA      | $106374.10     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0323                          | CUSIP: 3138LQLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2586 | PA      | $2561.95       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3257000 | PA      | $3368589.63    | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TELEFO)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     4300000 | NC      | $-83966.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4223260.37    | 0.05%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3829                            | CUSIP: 36202EHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15068 | PA      | $15304.91      | 0.00%             | 2036-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74940000 | PA      | $73927138.69   | 0.87%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      196000 | PA      | $201731.35     | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1011034.93    | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07665                          | CUSIP: 3128M9Z62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19597 | PA      | $20018.72      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2288742.66    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1732                          | CUSIP: 36180C4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      696428 | PA      | $625228.64     | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                                | MSC 2017-HR2 ASB                   | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118063 | PA      | $117249.51     | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                      | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |    10677000 | PA      | $12310202.59   | 0.15%             | 2045-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A B                     | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      111521 | PA      | $112339.37     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      953000 | PA      | $905986.91     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3890000 | PA      | $2331290.62    | 0.03%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4                  | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242051 | PA      | $239634.31     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7882302 | PA      | $6903626.64    | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24338                          | CUSIP: 3132M4PX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8789 | PA      | $8581.62       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3 11/25                       | CUSIP: 01F0304B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7250000 | PA      | $6948671.88    | 0.08%             | 2025-11-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1647133.26    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55052                          | CUSIP: 3132XXTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33225 | PA      | $31103.85      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     2044000 | PA      | $2041914.50    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3903000 | PA      | $3404859.86    | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05262                          | CUSIP: 3128M7FB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2877 | PA      | $2891.16       | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1887000 | PA      | $1928529.36    | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                    | CHAOT 2024-5A C                    | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195776 | PA      | $195600.62     | 0.00%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2270000 | PA      | $2199937.59    | 0.03%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7977                          | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58317 | PA      | $57745.39      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C6060                          | CUSIP: 3142BGWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4190000 | PA      | $4177449.69    | 0.05%             | 2055-10-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4640                            | CUSIP: 36202FEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         500 | PA      | $521.95        | 0.00%             | 2040-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3208000 | PA      | $3181794.53    | 0.04%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |      311140 | PA      | $307583.73     | 0.00%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      247000 | PA      | $192427.96     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                                                             | AMKOR TECH INC                     | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      365000 | PA      | $371492.38     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5                  | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191658 | PA      | $179979.34     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-SA2 Trust                                                      | RFMSI 2006-SA2 2A1                 | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242192 | PA      | $169091.34     | 0.00%             | 2036-08-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K547 A2                       | CUSIP: 3137HN6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6320000 | PA      | $6414696.35    | 0.08%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | MINERVA MERGER                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      225000 | PA      | $220400.90     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      825000 | PA      | $850341.64     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      662000 | PA      | $663006.75     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $281298.63     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0967                          | CUSIP: 3140W1CD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7806098 | PA      | $7433276.70    | 0.09%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8428                          | CUSIP: 36178VLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      260468 | PA      | $232827.93     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83575                          | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70350 | PA      | $71803.30      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890850                          | CUSIP: 31410LWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10747 | PA      | $10638.08      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      315000 | PA      | $317753.35     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3515000 | PA      | $3468617.29    | 0.04%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A3                   | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353415 | PA      | $347941.70     | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2739653.91    | 0.03%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4048                          | CUSIP: 3138ELQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2169 | PA      | $2146.21       | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                              | TEVT 2023-1 A4                     | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244000 | PA      | $247867.60     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                                           | FORDR 2025-2 B                     | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1251966.00    | 0.01%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3965000 | PA      | $3957997.13    | 0.05%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1485475.12    | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      430000 | PA      | $410251.04     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38000000 | PA      | $38535859.28   | 0.45%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $67535.45      | 0.00%             | 2033-06-23      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2748000 | PA      | $2787638.85    | 0.03%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0855                          | CUSIP: 36179M5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1766 | PA      | $1796.49       | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1               | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6655000 | PA      | $4926811.63    | 0.06%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      334000 | PA      | $326863.17     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      828000 | PA      | $852416.07     | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1492                          | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10763499 | PA      | $10837833.15   | 0.13%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $2751105.38    | 0.03%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0690                          | CUSIP: 3140W0XU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8964207 | PA      | $8055678.44    | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3747                            | CUSIP: 36202EEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155454 | PA      | $157844.52     | 0.00%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3093000 | PA      | $3192855.65    | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                              | DEFT 2025-2 D                      | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $510038.20     | 0.01%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91335                          | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1936 | PA      | $1927.07       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $11395774.60   | 0.13%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786690                          | CUSIP: 3622ACKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5913685 | PA      | $6043137.62    | 0.07%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -2133 | NC      | $-2927083.57   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A B                     | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      451000 | PA      | $458977.24     | 0.01%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                  | AMCAR 2023-2 C                     | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $533588.43     | 0.01%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3146967.65    | 0.04%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97040                          | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2725 | PA      | $2676.30       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3981                          | CUSIP: 3140NYM73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13100000 | PA      | $13214072.18   | 0.16%             | 2030-08-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07034                          | CUSIP: 3128M9EF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34676 | PA      | $35383.53      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 C                     | CUSIP: 02008FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184000 | PA      | $186950.94     | 0.00%             | 2029-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $386745.34     | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3988000 | PA      | $2598983.72    | 0.03%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                          | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3436316 | PA      | $2809207.05    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1103454.75    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 C                     | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      738000 | PA      | $746985.00     | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B                                    | ABCLN_2025-B-C 4.697 9/15/2033     | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1270000 | PA      | $1270041.91    | 0.01%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A D                    | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $149312.98     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91668                          | CUSIP: 312939Z95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8648 | PA      | $8834.72       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1783293.50    | 0.02%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10527.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1479659.13    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325ES0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     2280000 | PA      | $2568533.59    | 0.03%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      801000 | PA      | $800360.74     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6092                          | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2777052 | PA      | $2757996.58    | 0.03%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      500000 | PA      | $565562.13     | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                    | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      480000 | PA      | $311942.90     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-3                                                    | BSARM 2007-3 1A1                   | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155859 | PA      | $140071.00     | 0.00%             | 2047-05-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                                | ESART 2025-2 B                     | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      170000 | PA      | $170811.87     | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $306278.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                 | DLLST 2024-1A A4                   | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       56952 | PA      | $57482.68      | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4097                            | CUSIP: 36202ERS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1005 | PA      | $1021.70       | 0.00%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2179000 | PA      | $2175404.61    | 0.03%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5141                            | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5354 | PA      | $5451.86       | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-227 F                     | CUSIP: 38383FQM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      544827 | PA      | $473051.92     | 0.01%             | 2051-12-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      315000 | PA      | $330779.17     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID-ATLANTIC INT                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $489682.93     | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5227472.90    | 0.06%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0265                          | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5185414 | PA      | $5349480.28    | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1037645.36    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                    | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    14009000 | PA      | $13992384.87   | 0.16%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: 48266XAL9<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |     7650000 | PA      | $7785599.86    | 0.09%             | 2027-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3948000 | PA      | $4037816.87    | 0.05%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A C                    | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       87971 | PA      | $89959.43      | 0.00%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     5426000 | PA      | $5471530.57    | 0.06%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1852000 | PA      | $1741206.78    | 0.02%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8B0503                          | CUSIP: 3142AWRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1940000 | PA      | $1957079.57    | 0.02%             | 2055-11-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A C                    | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497000 | PA      | $508224.60     | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $3131476.11    | 0.04%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2027092.15    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                              | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |     2765000 | PA      | $2720790.69    | 0.03%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                          | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3103467 | PA      | $3134549.10    | 0.04%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                               | SCCU 2023-1A A4                    | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59000 | PA      | $60343.55      | 0.00%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A C                    | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1940000 | PA      | $1976437.08    | 0.02%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                    | SERVICE CORP                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      875000 | PA      | $827812.51     | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -313 | NC      | $-676502.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                          | STACR 2025-DNA3 A1                 | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |     3888500 | PA      | $3892169.19    | 0.05%             | 2045-09-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      495000 | PA      | $498345.76     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      111000 | PA      | $113672.94     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07828                          | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197724 | PA      | $198086.87     | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                                           | CITZN 2024-1 A4                    | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184000 | PA      | $185786.82     | 0.00%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-D                                         | WOART 2022-D A4                    | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $334261.19     | 0.00%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 11/25                       | CUSIP: 01F0506B7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -254600000 | PA      | $-253346884.26 | -2.98%            | 2025-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787397                          | CUSIP: 3622ADDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13952698 | PA      | $14271207.03   | 0.17%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2028724.49    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      486000 | PA      | $686254.52     | 0.01%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07387                          | CUSIP: 3128M9RG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1776 | PA      | $1742.80       | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      460000 | PA      | $475130.67     | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3033000 | PA      | $3071233.21    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 AS                     | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1921029 | PA      | $1892398.94    | 0.02%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                 | SFAST 2025-3A C                    | CUSIP: 78398KAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1720000 | PA      | $1715180.73    | 0.02%             | 2033-11-21      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2443000 | PA      | $2478182.51    | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA C                    | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1141470.52    | 0.01%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3441000 | PA      | $3458927.01    | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $2032820.93    | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2366976.54    | 0.03%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1928839.29    | 0.02%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2893                          | CUSIP: 3140FNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113450 | PA      | $109766.61     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 5.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44200000 | NC      | $-9077.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      360000 | PA      | $370799.55     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI2465                          | CUSIP: 36198NW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12306 | PA      | $12127.35      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 B                   | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      361895 | PA      | $313335.83     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (STLA)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     -800000 | NC      | $151329.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                          | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11908646 | PA      | $11432377.77   | 0.13%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                   | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     2346000 | PA      | $2349589.44    | 0.03%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: 445545AX4<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     1400000 | PA      | $1520192.66    | 0.02%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |     1640000 | PA      | $1053856.39    | 0.01%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A D                     | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $208292.85     | 0.00%             | 2033-10-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                                | NAVMT 2024-1 A                     | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      246000 | PA      | $247499.15     | 0.00%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $2403402.25    | 0.03%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7455                          | CUSIP: 3133B5H88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309802 | PA      | $286873.85     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                         | MSC 2014-150E A                    | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      404000 | PA      | $363645.77     | 0.00%             | 2032-09-09      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A C                     | CUSIP: 98164RAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $243214.32     | 0.00%             | 2030-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      124000 | PA      | $117404.16     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      940000 | PA      | $971200.79     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group Inc                                                          | VERSANT MEDIA GR                   | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $234528.85     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     3521000 | PA      | $2861735.68    | 0.03%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3929                            | CUSIP: 36202ELJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41681 | PA      | $42368.11      | 0.00%             | 2036-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU6200                          | CUSIP: 3140M73J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23674 | PA      | $21980.63      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2977480.98    | 0.04%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3562                          | CUSIP: 3140NX5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10100000 | PA      | $10179216.32   | 0.12%             | 2030-04-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0354                          | CUSIP: 31427MMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26352904 | PA      | $26427840.70   | 0.31%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK4458                          | CUSIP: 3131X75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1668 | PA      | $1650.41       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2329                          | CUSIP: 3140W2ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6919928 | PA      | $7163201.65    | 0.08%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2237292.89    | 0.03%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                   | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      734000 | PA      | $749421.29     | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     7280000 | PA      | $7001146.25    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2412000 | PA      | $2449414.77    | 0.03%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                     | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      884000 | PA      | $924879.79     | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 C                     | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $348176.94     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A4                    | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256000 | PA      | $257711.13     | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tronox Inc                                                                       | TRONOX INC                         | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      350000 | PA      | $319432.67     | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34897.63      | 0.00%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754387                          | CUSIP: 36230N2U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16475 | PA      | $16331.48      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      129000 | PA      | $129005.14     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05255                          | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4879 | PA      | $4978.80       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                     | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     1966000 | PA      | $1997076.39    | 0.02%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-79900.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      240000 | PA      | $161317.92     | 0.00%             | 2032-06-07      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | PT PERTAMINA                       | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      987000 | PA      | $978210.15     | 0.01%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3292000 | PA      | $3203933.04    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3458                            | CUSIP: 36202DZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1926 | PA      | $1951.14       | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2483227.63    | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      580000 | PA      | $576628.84     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5824037.60    | 0.07%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4520                            | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         956 | PA      | $972.57        | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70000000 | PA      | $71443750.00   | 0.84%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19008.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225361 | PA      | $219967.82     | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOFR 1yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        6620 | NC      | $455125.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2403322.25    | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5336                          | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10660 | PA      | $10578.64      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                         | PMTLT 2025-INV2 A8                 | CUSIP: 73015JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1723588 | PA      | $1732587.27    | 0.02%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     3001000 | PA      | $2778452.86    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                          | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1095220 | PA      | $1046284.01    | 0.01%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1157                          | CUSIP: 3142BBJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1419114 | PA      | $1436313.48    | 0.02%             | 2055-10-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F A                     | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3240000 | PA      | $3259406.63    | 0.04%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      949000 | PA      | $997298.20     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | BOAD                               | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | N/A       |      424000 | PA      | $424611.58     | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-278484.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    13600000 | PA      | $13971740.24   | 0.16%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                          | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3609163 | PA      | $3656870.65    | 0.04%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 A4                   | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292394 | PA      | $286822.52     | 0.00%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG2293                          | CUSIP: 36181VRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17110 | PA      | $16856.69      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2019-1A A2                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150080 | PA      | $1108613.06    | 0.01%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0415                          | CUSIP: 31427MN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12926580 | PA      | $10620063.49   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      269000 | PA      | $264290.76     | 0.00%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      715000 | PA      | $752406.69     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.880200 19-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 15792220000 | NC      | $-31527.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      121000 | PA      | $119973.90     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                   | BANK 2017-BNK4 A4                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197810 | PA      | $195219.84     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2117699.31    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      243000 | PA      | $241524.60     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      215000 | PA      | $215205.61     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |      177000 | PA      | $203752.07     | 0.00%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2482000 | PA      | $2334504.62    | 0.03%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8879                          | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2956645 | PA      | $2997574.87    | 0.04%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A C                    | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390536 | PA      | $400598.51     | 0.00%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     6910000 | PA      | $7097469.38    | 0.08%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -10 | NC      | $-246.15       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                                                               | BX 2019-OC11 A                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $851821.65     | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782085                          | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      232690 | PA      | $237356.64     | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4879000 | PA      | $4961940.00    | 0.06%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 D                     | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $169431.36     | 0.00%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3661                          | CUSIP: 36179SB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27375 | PA      | $24151.40      | 0.00%             | 2046-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                              | DEFT 2025-2 C                      | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $400136.96     | 0.00%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145942 | PA      | $138966.96     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF2961                          | CUSIP: 3140BTJF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2380000 | PA      | $2408891.77    | 0.03%             | 2055-10-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00927                          | CUSIP: 3132GEA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21462 | PA      | $21931.32      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      973000 | PA      | $998071.45     | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q33059                          | CUSIP: 3132QPMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45610 | PA      | $45676.36      | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |     9071000 | PA      | $9264731.16    | 0.11%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                             | PROG 2024-SFR5 A                   | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1113991 | PA      | $1056084.70    | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2547535.52    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $162856.68     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849361                          | CUSIP: 31300MMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      342738 | PA      | $354245.26     | 0.00%             | 2043-08-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2472026.71    | 0.03%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C65                                   | WFCM 2025-C65 A5                   | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5830000 | PA      | $6026776.49    | 0.07%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                            | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    21077000 | PA      | $24264172.11   | 0.29%             | 2030-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                   | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     3105000 | PA      | $3146297.33    | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4619                            | CUSIP: 36202FDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128522 | PA      | $133118.65     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $1918869.56    | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1099032.97    | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5294021.48    | 0.06%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A B                     | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      248000 | PA      | $253724.31     | 0.00%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5107                          | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18214110 | PA      | $18453005.91   | 0.22%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.260000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    14300000 | NC      | $43546.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1392                          | CUSIP: 36178LRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5057 | PA      | $5016.37       | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      445000 | PA      | $420502.80     | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93671                          | CUSIP: 312942CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2108 | PA      | $2154.62       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                               | BOBA 2023-2A A1R                   | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |     1630000 | PA      | $1630221.84    | 0.02%             | 2036-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     2782990 | PA      | $2640361.72    | 0.03%             | 2029-03-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      504000 | PA      | $493735.39     | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2641176.20    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Grenke Finance PLC                                                               | GRENKE FINANCE                     | CUSIP: N/A<br>LEI: 635400ILKD2MBMANBG03       | Long             | DBT              | CORP              | IE        |      500000 | PA      | $605057.97     | 0.01%             | 2030-04-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2098907.78    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7937                          | CUSIP: 3132A8ZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2719 | PA      | $2689.57       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0581                          | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3407678 | PA      | $3504581.85    | 0.04%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                          | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38433846 | PA      | $29830718.04   | 0.35%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                      | CUSIP: 105756CN8<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     7118000 | PA      | $7209790.93    | 0.08%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-D A                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7600000 | PA      | $7656090.28    | 0.09%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      183000 | PA      | $202000.86     | 0.00%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3226000 | PA      | $2880885.32    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40054                          | CUSIP: 3132FCBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5837 | PA      | $5734.21       | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2038000 | PA      | $2067283.24    | 0.02%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | FRONERI US INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      425000 | PA      | $424498.08     | 0.01%             | 2032-09-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A A                    | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5460000 | PA      | $5445232.34    | 0.06%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     6532000 | PA      | $6795373.78    | 0.08%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      915000 | PA      | $885806.91     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1097129.10    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                          | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3989980 | PA      | $3601026.38    | 0.04%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1290887.05    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325EM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     2030000 | PA      | $2333515.10    | 0.03%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0667                          | CUSIP: 3132DMW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24733629 | PA      | $21227923.83   | 0.25%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24437.30      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332566 | PA      | $323373.58     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1106175.07    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1592000 | PA      | $1597306.14    | 0.02%             | 2032-05-28      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3286                          | CUSIP: 31418CUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11259 | PA      | $11129.61      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.868340 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    10000000 | NC      | $113118.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $962122.05     | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    11576000 | PA      | $12840876.37   | 0.15%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 B                   | CUSIP: 00179UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594755 | PA      | $581375.03     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                          | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5716249 | PA      | $5714640.74    | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0638                          | CUSIP: 31427MV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15294432 | PA      | $13181109.77   | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                          | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29161 | PA      | $29294.38      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      271000 | PA      | $268246.02     | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      380000 | PA      | $392468.01     | 0.00%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DK5789                          | CUSIP: 3618L5NE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      349159 | PA      | $363271.40     | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A B                    | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      536000 | PA      | $545970.78     | 0.01%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $1716095.50    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                                         | PMTLT 2025-CNF1 A8                 | CUSIP: 729906AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9900000 | PA      | $9865367.82    | 0.12%             | 2056-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      925000 | PA      | $936174.38     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                            | HART 2025-C C                      | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1340000 | PA      | $1331566.31    | 0.02%             | 2033-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3082000 | PA      | $3181757.51    | 0.04%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3005                          | CUSIP: 3140KNKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25358298 | PA      | $21743449.67   | 0.26%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                          | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21529298 | PA      | $20145037.74   | 0.24%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 A3                    | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      663607 | PA      | $687419.48     | 0.01%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C C                     | CUSIP: 344940AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633000 | PA      | $653497.87     | 0.01%             | 2031-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A BR                    | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     1870000 | PA      | $1865363.71    | 0.02%             | 2034-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849418                          | CUSIP: 31300MPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      281475 | PA      | $290483.24     | 0.00%             | 2044-04-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4142                            | CUSIP: 36202ES75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6959 | PA      | $6960.01       | 0.00%             | 2038-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                 | DLLAA 2023-1A A4                   | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138823 | PA      | $142793.06     | 0.00%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4258                          | CUSIP: 3140NYWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9550000 | PA      | $9606218.94    | 0.11%             | 2030-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                | IRON MOUNTAIN                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       74000 | PA      | $75793.65      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                | UZBEKNEFTEGAZ                      | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    21850000 | PA      | $23316559.37   | 0.27%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 B                     | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1060418.84    | 0.01%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT Dec25            | CUSIP: XMZ520252<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         370 | NC      | $-113830.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7716                          | CUSIP: 3138E0SE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1086 | PA      | $1077.55       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     2819000 | PA      | $2796844.32    | 0.03%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4784511.53    | 0.06%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $2918908.80    | 0.03%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2219678.83    | 0.03%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                          | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53691 | PA      | $48490.48      | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35400000 | PA      | $19248750.00   | 0.23%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                        | MELCO RESORTS                      | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $261449.17     | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-1A B                    | CUSIP: 361886DC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      364000 | PA      | $368346.52     | 0.00%             | 2029-03-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4060000 | PA      | $3084331.25    | 0.04%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1518000 | PA      | $1501692.68    | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      412000 | PA      | $422886.24     | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    12400583 | PA      | $14388401.82   | 0.17%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 3.000000 10-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   165600000 | NC      | $295556.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     6119000 | PA      | $5270694.78    | 0.06%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91386                          | CUSIP: 312939RF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5367 | PA      | $5390.59       | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                      | MSBAM 2013-C10 C                   | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      171469 | PA      | $158101.36     | 0.00%             | 2046-07-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      393000 | PA      | $403818.20     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07970                          | CUSIP: 3128MAFK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6823 | PA      | $6965.80       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      516000 | PA      | $530816.51     | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | BIDVEST GROUP UK                   | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2938578.91    | 0.03%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                          | STACR 2024-DNA3 A1                 | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |       76174 | PA      | $76317.20      | 0.00%             | 2044-10-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.465000 22-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    40600000 | NC      | $129083.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6019                          | CUSIP: 3133KMVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5570765 | PA      | $4788833.23    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04668                          | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12125 | PA      | $12370.54      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32800000 | PA      | $21339218.83   | 0.25%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $8473828.10    | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                       | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     7553000 | PA      | $7652374.65    | 0.09%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                                    | TRL 2025-1A A                      | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      970000 | PA      | $967328.91     | 0.01%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5005000 | PA      | $4964587.73    | 0.06%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A3                 | CUSIP: 69392UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6288118 | PA      | $6341422.30    | 0.07%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      245000 | PA      | $251445.18     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      951000 | PA      | $959286.88     | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                                           | MTBAT 2024-1A A4                   | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      416000 | PA      | $425222.97     | 0.01%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1181000 | PA      | $1130951.12    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3028000 | PA      | $3069982.08    | 0.04%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96388                          | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42147 | PA      | $42316.56      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1901000 | PA      | $1876499.10    | 0.02%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    11800000 | PA      | $13596384.43   | 0.16%             | 2033-06-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37619                          | CUSIP: 31297TPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24780 | PA      | $24913.64      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1613                          | CUSIP: 36180CYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7721 | PA      | $6938.26       | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2022-5A C                    | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      156113 | PA      | $156600.32     | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bond                                        | REPUBLIC OF AZER                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AZ        |     1988000 | PA      | $2018248.81    | 0.02%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A B                    | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $513994.40     | 0.01%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8372                          | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1053125 | PA      | $1066608.51    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788071                          | CUSIP: 3622AD2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    50027193 | PA      | $45533095.20   | 0.54%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86313                          | CUSIP: 312933AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22577 | PA      | $23045.37      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    16865000 | PA      | $16704297.55   | 0.20%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3308                          | CUSIP: 36179RU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      304004 | PA      | $268240.80     | 0.00%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B C                     | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      231547 | PA      | $232935.42     | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8471                          | CUSIP: 3140XCMV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14829472 | PA      | $14004400.03   | 0.16%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                          | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8517712 | PA      | $8347201.25    | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A C                    | CUSIP: 78397XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281000 | PA      | $288960.67     | 0.00%             | 2032-02-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-2 B                     | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      556000 | PA      | $575071.58     | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9330                          | CUSIP: 3140XDLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2004161 | PA      | $1803386.14    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     3932727 | PA      | $2696017.93    | 0.03%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | GHANA REP OF                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |     7595000 | PA      | $7391409.95    | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 B                      | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      113000 | PA      | $113876.56     | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      490000 | PA      | $492149.44     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783642                          | CUSIP: 3622A2BK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3865 | PA      | $3930.29       | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 11/25                     | CUSIP: 01F0526B3<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -314300000 | PA      | $-317565765.58 | -3.74%            | 2025-11-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1609000 | PA      | $1631683.13    | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3286000 | PA      | $3501270.23    | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2890                          | CUSIP: 36179RF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1332187 | PA      | $1181971.42    | 0.01%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 11/25                       | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18000000 | PA      | $15945469.20   | 0.19%             | 2025-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4878061.21    | 0.06%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9030                          | CUSIP: 3133AUA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230993 | PA      | $214474.72     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      715000 | PA      | $740311.93     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6712                          | CUSIP: 36179VN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8689546 | PA      | $8342020.70    | 0.10%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                                    | USCLN 2025-SUP2 B1                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2789489 | PA      | $2793389.34    | 0.03%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | FORDO 2025-A B                     | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2176662.80    | 0.03%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                             | SIX FLAGS ENTE                     | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $32864.35      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT Future   Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -562 | NC      | $-309594.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      733000 | PA      | $745440.44     | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     4005000 | PA      | $4116542.95    | 0.05%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                          | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $846340.37     | 0.01%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4985000 | PA      | $4960797.42    | 0.06%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR P USD C @1.139900 EO           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    20550000 | NC      | $109884.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 D                     | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123000 | PA      | $124887.26     | 0.00%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6041                          | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      520821 | PA      | $517246.74     | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2218731.90    | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |      444000 | PA      | $500375.60     | 0.01%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                                | DRSLF 2021-90A A1R                 | CUSIP: 262484AN8<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |     1950000 | PA      | $1952363.40    | 0.02%             | 2038-11-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08277                          | CUSIP: 3128MJJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1428 | PA      | $1456.77       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3874                          | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12167 | PA      | $11422.93      | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0384                          | CUSIP: 36177WM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41628 | PA      | $39780.31      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40000000 | PA      | $40023437.60   | 0.47%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310228                          | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5509343 | PA      | $5056836.07    | 0.06%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 C                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      362000 | PA      | $365611.86     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      810000 | PA      | $854905.22     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3918                            | CUSIP: 36202EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5186 | PA      | $5264.16       | 0.00%             | 2036-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      278000 | PA      | $283978.12     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72047                          | CUSIP: 3128L5HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43392 | PA      | $44274.36      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5                   | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289495 | PA      | $283289.76     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     1525000 | PA      | $1641565.82    | 0.02%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                        | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     4892000 | PA      | $4166119.92    | 0.05%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      621000 | PA      | $589447.70     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1268208.19    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INS&AN                    | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $2841401.71    | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: KRW 2.482000 18-JUN-2030 KRW  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 79000000000 | NC      | $-683655.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     8706000 | PA      | $8366814.68    | 0.10%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       64000 | PA      | $64446.93      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                        | IRV 2025-200P A                    | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1140000 | PA      | $1169700.08    | 0.01%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                     | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $1097826.02    | 0.01%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11119000 | PA      | $11522261.01   | 0.14%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2787582.05    | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3036000 | PA      | $2992950.46    | 0.04%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     8140000 | PA      | $8111947.26    | 0.10%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                         | CIFC 2025-6A B                     | CUSIP: 171933AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      900000 | PA      | $901204.29     | 0.01%             | 2038-10-23      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173354.00     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 B                     | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      726000 | PA      | $727732.45     | 0.01%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2638278.25    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      203000 | PA      | $201712.81     | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                          | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7251215 | PA      | $6686431.97    | 0.08%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $102875.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      103000 | PA      | $102092.26     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     8108000 | PA      | $8254570.26    | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                                          | STACR 2024-HQA1 A1                 | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |      611313 | PA      | $614197.85     | 0.01%             | 2044-03-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9354                          | CUSIP: 3138E2MC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2118 | PA      | $2100.74       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9864                          | CUSIP: 3140XR6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5382210 | PA      | $5245341.36    | 0.06%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1375125 | PA      | $1434241.21    | 0.02%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 D                     | CUSIP: 02008FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      182000 | PA      | $184929.80     | 0.00%             | 2032-02-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      280000 | PA      | $283888.09     | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4                   | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203404 | PA      | $202347.70     | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M2 A2                     | CUSIP: 3136BV4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39850000 | PA      | $40595697.11   | 0.48%             | 2030-04-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                                         | INT 2025-PLAZA A                   | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1101188.22    | 0.01%             | 2037-11-05      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                          | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5970963 | PA      | $4888758.10    | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        4892 | NC      | $-2203654.49   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                    | SDART 2025-3 D                     | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5120000 | PA      | $5123593.22    | 0.06%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4                   | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      532920 | PA      | $519197.95     | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     9284000 | PA      | $9485293.60    | 0.11%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW7395                          | CUSIP: 3138XXGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99330 | PA      | $98532.23      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6069000 | PA      | $6403360.24    | 0.08%             | 2035-02-08      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Helvetia Europe SA                                                               | HELVETIA EUROPE                    | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1095699.98    | 0.01%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3255000 | PA      | $2309234.48    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 A4                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $6989290.50    | 0.08%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |      730000 | PA      | $477694.55     | 0.01%             | 2026-01-08      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     2621000 | PA      | $2524334.94    | 0.03%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | TALEN ENERGY SUP                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1055878.93    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                          | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77711 | PA      | $67353.31      | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      508000 | PA      | $496819.50     | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    44200000 | NC      | $128387.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1794267.79    | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      228000 | PA      | $261545.02     | 0.00%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 A4                   | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      241731 | PA      | $240893.46     | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4810164.47    | 0.06%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR WN1556                          | CUSIP: 3132XFWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5800000 | PA      | $5786575.90    | 0.07%             | 2030-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      970000 | PA      | $927486.21     | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      510000 | PA      | $509991.84     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bond                                             | ZAMBIA REP OF                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZM        |     5808498 | PA      | $5586809.03    | 0.07%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     4022000 | PA      | $4036892.82    | 0.05%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q28997                          | CUSIP: 3132M9UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5773 | PA      | $5812.44       | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B C                     | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      523870 | PA      | $526013.05     | 0.01%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-3A B                    | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $339722.36     | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 D                     | CUSIP: 14290FAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $403089.60     | 0.00%             | 2032-05-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05188                          | CUSIP: 3128M7CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26049 | PA      | $26579.16      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1601757.78    | 0.02%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      154000 | PA      | $147921.99     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3939                            | CUSIP: 36202ELU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9197 | PA      | $9347.67       | 0.00%             | 2037-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90365                          | CUSIP: 312938MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3469 | PA      | $3484.25       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3179                          | CUSIP: 3140QNQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130337 | PA      | $120690.72     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A3                 | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54214888 | PA      | $54673112.02   | 0.64%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                                             | PROG 2024-SFR4 A                   | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1013712 | PA      | $966931.27     | 0.01%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3671                          | CUSIP: 3131X7CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2956 | PA      | $2935.13       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     1839000 | PA      | $2169970.97    | 0.03%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     1100000 | PA      | $1282149.88    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $98571.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     1400000 | PA      | $1612367.72    | 0.02%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7274298.41    | 0.09%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.913760 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     9500000 | NC      | $51641.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | HACLN 2025-2 B1                    | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4873994 | PA      | $4890932.97    | 0.06%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A D                    | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1590000 | PA      | $1604970.80    | 0.02%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05904                          | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5256 | PA      | $5362.89       | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-1                                  | GMREV 2023-1 A                     | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      457000 | PA      | $468196.27     | 0.01%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     2439000 | PA      | $2503750.85    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |      660000 | PA      | $679642.31     | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                      | CUSIP: 105756CL2<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     3375000 | PA      | $3514516.72    | 0.04%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                         | HAWAIIAN ELEC CO                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      630000 | PA      | $636340.23     | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6452                          | CUSIP: 3133AREZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12394336 | PA      | $10604273.10   | 0.12%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | REPUB UZBEKISTAN                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    13078000 | PA      | $13181826.24   | 0.16%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 C                     | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $191118.61     | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      731000 | PA      | $693484.78     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | QUICKEN LOANS                      | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $540424.14     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2415557.92    | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                        | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |      731000 | PA      | $700811.18     | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72208 | PA      | $72307.67      | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4662                          | CUSIP: 31418EFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1214771 | PA      | $1190317.87    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      662000 | PA      | $636481.36     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                         | COSTA RICA GOVT                    | CUSIP: ZQ5851725<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |     1200000 | PA      | $1254663.51    | 0.01%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     3683000 | PA      | $3785752.36    | 0.04%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                             | SBAT 2025-SF1 D                    | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $381559.98     | 0.00%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD6497                          | CUSIP: 3140FEGF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      106698 | PA      | $103531.52     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     2977000 | PA      | $2925785.92    | 0.03%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL2677                          | CUSIP: 3618LD6N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      589532 | PA      | $610413.17     | 0.01%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3054000 | PA      | $2379587.83    | 0.03%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4004                            | CUSIP: 36202ENV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8635 | PA      | $8781.17       | 0.00%             | 2037-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-BTP Future   Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         204 | NC      | $-24610.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6615                          | CUSIP: 3133KNK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1462352 | PA      | $1255720.75    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5537.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      226000 | PA      | $232299.58     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10754.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 B                      | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1860000 | PA      | $1895885.54    | 0.02%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5434000 | PA      | $5189084.64    | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      826000 | PA      | $821755.09     | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      555000 | PA      | $597563.81     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $254057.04     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q38254                          | CUSIP: 3132QVE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59202 | PA      | $59157.95      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A              | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6039565 | PA      | $6829657.33    | 0.08%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777247                          | CUSIP: 36176VHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      203591 | PA      | $182248.10     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM ENERGY CO                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1070885.66    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27030628 | PA      | $22097684.24   | 0.26%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV2                                           | FORDR 2023-2 A                     | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      462000 | PA      | $476497.61     | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                                        | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    18800000 | PA      | $18820226.92   | 0.22%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A B                    | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84000 | PA      | $86130.79      | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11896865.54   | 0.14%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2215528.70    | 0.03%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5687000 | PA      | $5724289.58    | 0.07%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      440000 | PA      | $431255.13     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16702.72      | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86661                          | CUSIP: 312933MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70458 | PA      | $70765.64      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1089207.59    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | FONDO MIVIVIE SA                   | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |      558000 | PA      | $560293.11     | 0.01%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9143                          | CUSIP: 3133B7EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      349478 | PA      | $323940.88     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2222000 | PA      | $2105153.11    | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0673                          | CUSIP: 3140W0XB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26829379 | PA      | $23004826.77   | 0.27%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1046430.17    | 0.01%             | 2031-06-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3242                          | CUSIP: 36179RS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      268334 | PA      | $237752.71     | 0.00%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC8989                          | CUSIP: 3133AT7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172253 | PA      | $159504.58     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     4621000 | PA      | $4213169.81    | 0.05%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2089521.79    | 0.02%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURC                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15008.66      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                          | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      506732 | PA      | $508042.94     | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15705000 | PA      | $15626443.94   | 0.18%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356975 | PA      | $352507.60     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889676                          | CUSIP: 31410KMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21414 | PA      | $22876.39      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A C                      | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      597000 | PA      | $602840.33     | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      935000 | PA      | $1001214.62    | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      136000 | PA      | $138608.27     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8307                          | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7147192 | PA      | $7413531.38    | 0.09%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0427                          | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13773380 | PA      | $12683380.66   | 0.15%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1126229.34    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1893000 | PA      | $1885425.04    | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4143000 | PA      | $4274322.01    | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    19432000 | PA      | $19706169.54   | 0.23%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      940000 | PA      | $828478.25     | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | CARMX 2025-4 C                     | CUSIP: 14320HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480000 | PA      | $478877.33     | 0.01%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2023-B A                     | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469000 | PA      | $471371.59     | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1966000 | PA      | $2078053.65    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     3590000 | PA      | $2517593.98    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                     | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     2417000 | PA      | $2453333.34    | 0.03%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90388                          | CUSIP: 312938ND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7132 | PA      | $7163.34       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      114000 | PA      | $112314.55     | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1498917.35    | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1364000 | PA      | $1378208.13    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                        | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     3289000 | PA      | $2161215.82    | 0.03%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-215 KA                    | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14311277 | PA      | $12856757.25   | 0.15%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3785                            | CUSIP: 36202EF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140696 | PA      | $142869.58     | 0.00%             | 2035-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1121000 | PA      | $1156685.46    | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      625000 | PA      | $637048.69     | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                        | SOFI 2017-F A2FX                   | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4543 | PA      | $4537.19       | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     4955000 | PA      | $5104448.79    | 0.06%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                        | SLG 2021-OVA A                     | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370000 | PA      | $1222167.55    | 0.01%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7817000 | PA      | $8010170.74    | 0.09%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| X Corp                                                                           | X CORP                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      565000 | PA      | $566412.50     | 0.01%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1389151.36    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777623                          | CUSIP: 36176VVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65471 | PA      | $64245.23      | 0.00%             | 2030-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      535000 | PA      | $530514.05     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      445000 | PA      | $451687.23     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784986                          | CUSIP: 3622AANB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1333560 | PA      | $1240712.17    | 0.01%             | 2042-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE5299                          | CUSIP: 3133BE3G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164395 | PA      | $152279.05     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 C                   | CUSIP: 92890FAZ9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      228830 | PA      | $101833.93     | 0.00%             | 2047-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (TURKEY)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -53500000 | NC      | $-3419350.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1342133.28    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     7817000 | PA      | $9111577.38    | 0.11%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      144925 | PA      | $145022.51     | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Korea National Oil Corp                                                          | KOREA NATL OIL                     | CUSIP: 50065LAJ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     1561000 | PA      | $1561844.54    | 0.02%             | 2027-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3162336.12    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     1960000 | PA      | $2092688.85    | 0.02%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-7A A                    | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $133260.02     | 0.00%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                                             | PROG 2024-SFR2 A                   | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      378358 | PA      | $364154.57     | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5318000 | PA      | $5406523.64    | 0.06%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      230000 | PA      | $232657.08     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      173000 | PA      | $158199.30     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     5411000 | PA      | $5440128.92    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78014.21      | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      590000 | PA      | $626837.88     | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5080 BF                        | CUSIP: 3137FXTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      368166 | PA      | $319034.82     | 0.00%             | 2049-12-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK3264                          | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7391 | PA      | $7329.23       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      136000 | PA      | $159056.80     | 0.00%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0331                          | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19735145 | PA      | $20129669.78   | 0.24%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4168                          | CUSIP: 3140NYT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13250000 | PA      | $13284688.50   | 0.16%             | 2030-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      486000 | PA      | $460322.60     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51940                          | CUSIP: 3132XUEN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5330 | PA      | $4989.94       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     8530000 | PA      | $5969641.15    | 0.07%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93101                          | CUSIP: 312941NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10655 | PA      | $10885.65      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6022978.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5533839.41    | 0.07%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788017                          | CUSIP: 3622ADYN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24649523 | PA      | $24623517.68   | 0.29%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0801                          | CUSIP: 36180B3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18040 | PA      | $16049.85      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6783                          | CUSIP: 3140XARD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7820811 | PA      | $6850427.20    | 0.08%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      645000 | PA      | $663479.69     | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B D                     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      173660 | PA      | $174322.52     | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     5253000 | PA      | $5289894.88    | 0.06%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $783964.08     | 0.01%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9978                          | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4309287 | PA      | $4387353.85    | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41179.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                   | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      879000 | PA      | $887370.51     | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: AP4289843<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1863000 | PA      | $835748.32     | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15656.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     5990000 | PA      | $5982931.10    | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788016                          | CUSIP: 3622ADYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9581439 | PA      | $9572872.12    | 0.11%             | 2044-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |      843112 | PA      | $845658.03     | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                     | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144416 | PA      | $140725.65     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1922000 | PA      | $2047184.45    | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      400000 | PA      | $412048.76     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2794188.06    | 0.03%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      200000 | PA      | $166831.50     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      525000 | PA      | $525271.38     | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                | BMARK 2025-B41 AS                  | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1020000 | PA      | $1060707.38    | 0.01%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      684000 | PA      | $665746.97     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM7858                          | CUSIP: 3140JCWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6230000 | PA      | $6289278.45    | 0.07%             | 2055-11-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89270                          | CUSIP: 312936JP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1235 | PA      | $1240.34       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 11/25                       | CUSIP: 01F0606B6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -7500000 | PA      | $-7670214.75   | -0.09%            | 2025-11-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                                                   | GFORT 2025-1A C                    | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $562971.14     | 0.01%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV4517                          | CUSIP: 3140MJAT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128673 | PA      | $119270.56     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $231799.04     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 A5                  | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $3349642.91    | 0.04%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5877                          | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1669266 | PA      | $1659898.45    | 0.02%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                             | GCAT 2022-INV1 A1                  | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1056132 | PA      | $924063.02     | 0.01%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 C                    | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      223745 | PA      | $197067.46     | 0.00%             | 2048-08-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     2224425 | PA      | $2233694.18    | 0.03%             | 2031-01-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                            | CUSIP: 77586RAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     3800000 | PA      | $3886967.43    | 0.05%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.035000 18-DEC-2055 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3050000 | NC      | $45317.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                                             | PROG 2024-SFR1 A                   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      406600 | PA      | $392831.74     | 0.00%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1631143.87    | 0.02%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86955                          | CUSIP: 312933WQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6970 | PA      | $7001.63       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A4                   | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133229 | PA      | $131804.84     | 0.00%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670435                          | CUSIP: 36295GY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1503 | PA      | $1549.43       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA                   | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |    25355000 | PA      | $29234711.08   | 0.34%             | 2035-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $3359534.47    | 0.04%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                     | CUSIP: ZR4414242<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $682415.44     | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3523.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1110                          | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30081 | PA      | $24647.88      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5584                          | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17762904 | PA      | $18200303.15   | 0.21%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 C                     | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      223000 | PA      | $225282.83     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.167310 30-SEP-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   242633324 | NC      | $854946.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                     | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      966000 | PA      | $972725.44     | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      160000 | PA      | $165243.79     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1498010.90    | 0.02%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      471000 | PA      | $483652.46     | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     4573000 | PA      | $4573658.51    | 0.05%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     2736000 | PA      | $1838794.73    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4579208.22    | 0.05%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1040000 | PA      | $800515.62     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     2800000 | PA      | $3228339.17    | 0.04%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 C                      | CUSIP: 92348KEM1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $223347.06     | 0.00%             | 2033-06-21      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5261                            | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1599 | PA      | $1627.98       | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38063000 | PA      | $23874124.55   | 0.28%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3795                            | CUSIP: 36202EGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      179759 | PA      | $182549.56     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE1730                          | CUSIP: 3133BA4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35415 | PA      | $32804.92      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |     2279000 | PA      | $2520976.58    | 0.03%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                                          | STACR 2024-HQA2 A1                 | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |      897287 | PA      | $902051.44     | 0.01%             | 2044-08-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1371981.42    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                                  | HILLENBRAND INC                    | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      135000 | PA      | $138636.83     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      380000 | PA      | $382271.49     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12730000 | PA      | $13103305.93   | 0.15%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      533000 | PA      | $520301.22     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $2694710.72    | 0.03%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 B                     | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      117000 | PA      | $118976.00     | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M13 A2                    | CUSIP: 3136B3DE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2896253 | PA      | $2861792.04    | 0.03%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      474000 | PA      | $477639.64     | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2061410.16    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     5081000 | PA      | $5099446.36    | 0.06%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      435000 | PA      | $433927.07     | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      686000 | PA      | $729757.62     | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV3533                          | CUSIP: 3140MG4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33550 | PA      | $31035.96      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MT                     | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10684934 | PA      | $9620662.30    | 0.11%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83067                          | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4381 | PA      | $4471.89       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2006-H Trust                                             | BAFC 2006-H 2A2                    | CUSIP: 05950PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      117031 | PA      | $97670.33      | 0.00%             | 2046-09-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                            | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2342 | PA      | $2384.19       | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                                   | HALST 2025-B B                     | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1305980.91    | 0.02%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $2081586.61    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3865                          | CUSIP: 3140QBJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13652177 | PA      | $12769768.56   | 0.15%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1407000 | PA      | $1422422.69    | 0.02%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3524000 | PA      | $3739395.22    | 0.04%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      687000 | PA      | $464401.39     | 0.01%             | 2033-05-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR3                               | FHASI 2006-AR3 1A1                 | CUSIP: 32052EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61684 | PA      | $32582.05      | 0.00%             | 2036-11-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-405975.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A B                    | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $355812.10     | 0.00%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4058                            | CUSIP: 36202EQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4365 | PA      | $4438.31       | 0.00%             | 2037-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167554 | PA      | $165400.73     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                          | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19184535 | PA      | $15683460.56   | 0.18%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8456                          | CUSIP: 3132A9MD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12296 | PA      | $12183.64      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A B                    | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155000 | PA      | $158152.00     | 0.00%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3987                            | CUSIP: 36202ENC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         999 | PA      | $1056.75       | 0.00%             | 2037-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3819356.81    | 0.04%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      289000 | PA      | $281024.58     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23264000 | PA      | $23207657.38   | 0.27%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | CRC INSURANCE GR                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      530000 | PA      | $536459.64     | 0.01%             | 2032-05-06      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      305000 | PA      | $303194.67     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783321                          | CUSIP: 36241LVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      324128 | PA      | $334224.88     | 0.00%             | 2040-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8628                          | CUSIP: 3140QUSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4217441 | PA      | $4358788.08    | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8981                          | CUSIP: 3140XC6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1994415 | PA      | $1790253.77    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0611                          | CUSIP: 3133KTVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5293916 | PA      | $4641852.69    | 0.05%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784718                          | CUSIP: 3622AADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1960652 | PA      | $1738722.83    | 0.02%             | 2046-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                               | SCCU 2024-1A A4                    | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179000 | PA      | $181900.59     | 0.00%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                      | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1782973.62    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      350000 | PA      | $357844.50     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1956000 | PA      | $2022042.94    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1115438.86    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                 | ROLLER BEARING                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61638.92      | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     1600000 | PA      | $1997998.90    | 0.02%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140465.30     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                     | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1667581.40    | 0.02%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (COLOM)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    11710000 | NC      | $484402.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3362000 | PA      | $3343480.43    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1819000 | PA      | $1867369.49    | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR4                               | FHASI 2006-AR4 1A1                 | CUSIP: 32053AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137681 | PA      | $65374.33      | 0.00%             | 2037-01-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5                   | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      677338 | PA      | $670662.02     | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.608000 16-OCT-2035  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -38700000 | NC      | $-1840465.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91387                          | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33282 | PA      | $33992.70      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     6342000 | PA      | $6814439.85    | 0.08%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2523214.90    | 0.03%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-3 B                     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      589000 | PA      | $591487.64     | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                              | FORDO 2024-C B                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      967000 | PA      | $967171.45     | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      860000 | PA      | $867633.31     | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                      | CUSIP: 74341EAU6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      637000 | PA      | $734085.26     | 0.01%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4192                          | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14371479 | PA      | $13012600.97   | 0.15%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JPMMT 2021-INV6 A2                 | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9071351 | PA      | $7954214.55    | 0.09%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                       | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3640000 | PA      | $2529998.40    | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B C                      | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $905319.93     | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                                         | PMTLT 2025-CNF1 A35                | CUSIP: 729906BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $6499914.85    | 0.08%             | 2056-10-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2385374.96    | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     5660000 | PA      | $5613270.51    | 0.07%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     4100000 | PA      | $3276183.14    | 0.04%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 D                   | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279000 | PA      | $284392.32     | 0.00%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2I                  | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4534665.75    | 0.05%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1722                          | CUSIP: 36182V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44620 | PA      | $43861.41      | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3374                            | CUSIP: 36202DXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29398 | PA      | $29772.68      | 0.00%             | 2033-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                          | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1170302 | PA      | $1166294.14    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0790                          | CUSIP: 3140MD2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      218343 | PA      | $201399.14     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1784620.83    | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      465000 | PA      | $470612.79     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142600.73     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD0946                          | CUSIP: 3140F8BQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      135639 | PA      | $131467.13     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     1971000 | PA      | $1924603.73    | 0.02%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      488000 | PA      | $496961.03     | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3582                            | CUSIP: 36202D6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25094 | PA      | $25450.53      | 0.00%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | KAZAKH DEVELOPME                   | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     9640000 | PA      | $9774314.12    | 0.12%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-10                                                   | SEMT 2025-10 A26F                  | CUSIP: 81750CBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5800000 | PA      | $5800142.68    | 0.07%             | 2055-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CI        |     1250000 | PA      | $1216168.63    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                     | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176453 | PA      | $167609.83     | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $235773.53     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER 2 LLC CMPDC_25-2                                      | CMPDC_25-2-A1 4.926 11/25/2050     | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3020000 | PA      | $3023357.09    | 0.04%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2020-96 A                      | CUSIP: 3136BDKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11074269 | PA      | $8908201.46    | 0.10%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     2011000 | PA      | $2092998.53    | 0.02%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $2222928.98    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1305452.48    | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1478748.84    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 C                     | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      432000 | PA      | $440756.29     | 0.01%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1798000 | PA      | $1819767.32    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                               | BMO 2024-5C8 A3                    | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2224762 | PA      | $2317314.32    | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                            | ECUA 0 7/31/2030                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |     1235000 | PA      | $966001.93     | 0.01%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | SUZANO NETHERLAN                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     2610000 | PA      | $2598977.00    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      365000 | PA      | $365529.03     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      420000 | PA      | $431452.73     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                     | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185606 | PA      | $181827.80     | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168774 | PA      | $92829.75      | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        5073 | NC      | $-609105.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1975837.81    | 0.02%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      945000 | PA      | $958461.01     | 0.01%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      463403 | PA      | $437017.20     | 0.01%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20633                          | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10549 | PA      | $10331.24      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10869.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     4835000 | PA      | $3202381.12    | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | HACLN 2024-2 B1                    | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      423341 | PA      | $427623.54     | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.100000 18-OCT-2040 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    18400000 | NC      | $138573.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3137505.56    | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      488000 | PA      | $507989.37     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q28789                          | CUSIP: 3132M9NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27908 | PA      | $27965.89      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0601                          | CUSIP: 36177WU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36963 | PA      | $35350.87      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05508                          | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3373 | PA      | $3443.18       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1288000 | PA      | $1278756.08    | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      610000 | PA      | $583422.13     | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                   | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      535000 | PA      | $500346.87     | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1139                          | CUSIP: 3142BBHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3288315 | PA      | $3330115.28    | 0.04%             | 2055-09-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8972                          | CUSIP: 36183E6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14771 | PA      | $14519.43      | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     9000000 | PA      | $4726614.46    | 0.06%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A C                   | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $569431.69     | 0.01%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06009                          | CUSIP: 3128M8AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6197 | PA      | $6330.96       | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      599000 | PA      | $607162.03     | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1589619.39    | 0.02%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      640000 | PA      | $590127.27     | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      933000 | PA      | $890878.56     | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1228377.21    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    17003000 | PA      | $17734501.71   | 0.21%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A C                    | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      216000 | PA      | $217625.72     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      498000 | PA      | $510805.52     | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                          | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6027 | PA      | $6053.03       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9862                          | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5969 | PA      | $5904.54       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A B                     | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195000 | PA      | $197217.70     | 0.00%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2713                            | CUSIP: 36202DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32686 | PA      | $33276.12      | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B C                      | CUSIP: 44934QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      604000 | PA      | $617284.44     | 0.01%             | 2031-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60109                          | CUSIP: 31335ADN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230441 | PA      | $231675.01     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5247000 | PA      | $4600574.23    | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    21500000 | PA      | $22243098.05   | 0.26%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1160000 | PA      | $1160860.72    | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $1133958.97    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3330                            | CUSIP: 36202DVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4911 | PA      | $4913.29       | 0.00%             | 2032-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                     | HPEFS 2025-2A C                    | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420000 | PA      | $418907.71     | 0.00%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                              | NAVEL 2025-A A                     | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1491728 | PA      | $1507300.47    | 0.02%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | WFCM 2015-LC22 C                   | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |      248408 | PA      | $232970.34     | 0.00%             | 2058-09-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                          | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3086739 | PA      | $3134942.01    | 0.04%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 A                    | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      716835 | PA      | $710541.34     | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2021 LLC                                                    | TRL 2024-1A A                      | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780626 | PA      | $791828.87     | 0.01%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CZK/EUR FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1449.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                    | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      383000 | PA      | $302632.68     | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4                   | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346042 | PA      | $341960.43     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48995.16      | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1701                          | CUSIP: 3138Y23K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5257 | PA      | $5119.34       | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                   | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42392 | PA      | $41604.41      | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1008                          | CUSIP: 3140W1DN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17000219 | PA      | $15933284.90   | 0.19%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1354000 | PA      | $1323721.24    | 0.02%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3129842.35    | 0.04%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      733000 | PA      | $747135.77     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6101                          | CUSIP: 36178DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24163 | PA      | $21661.26      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      918000 | PA      | $915683.66     | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      288000 | PA      | $275329.42     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33093000 | PA      | $21893087.81   | 0.26%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $685545.51     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     3843000 | PA      | $2872184.67    | 0.03%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                    | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      491000 | PA      | $483129.49     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.457500 18-JUN-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   166600000 | NC      | $403537.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A A                    | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1184000 | PA      | $1220525.69    | 0.01%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97184                          | CUSIP: 3129456V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19931 | PA      | $20006.53      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2095000 | PA      | $2186851.13    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4206                          | CUSIP: 3138WDU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7153 | PA      | $7025.80       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | FORDO 2024-D B                     | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      181000 | PA      | $183291.71     | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2589                          | CUSIP: 31418B2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         461 | PA      | $459.25        | 0.00%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08551                          | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4306 | PA      | $4210.24       | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      312000 | PA      | $313437.85     | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4                   | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174673 | PA      | $173413.38     | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      300000 | PA      | $329615.32     | 0.00%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8220                          | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15303110 | PA      | $13608662.56   | 0.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                     | CAS 2025-R05 2A1                   | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1597543 | PA      | $1600041.08    | 0.02%             | 2045-07-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C B                      | CUSIP: 44918CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      706000 | PA      | $730205.28     | 0.01%             | 2029-12-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: PLN 4.400000 19-SEP-2035 WIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   111920000 | NC      | $-56209.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12640106.29   | 0.15%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0311                          | CUSIP: 3618N5KZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      960087 | PA      | $986913.80     | 0.01%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57772                          | CUSIP: 3132Y1T65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19328 | PA      | $18087.85      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3768                          | CUSIP: 3140QPFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158532 | PA      | $146699.75     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6367321.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2938152.45    | 0.03%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 B                     | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      569000 | PA      | $570844.13     | 0.01%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                    | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |      648000 | PA      | $672049.96     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4775000 | PA      | $3518391.61    | 0.04%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      955000 | PA      | $1003878.80    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      203000 | PA      | $218673.36     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 A                     | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      507000 | PA      | $531477.91     | 0.01%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10531.37      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      699000 | PA      | $717993.80     | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co for Sovereign Taskeek/The                                  | EGYPT TASKEEK                      | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |      465000 | PA      | $479436.91     | 0.01%             | 2032-10-07      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A A                    | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7230000 | PA      | $7298313.38    | 0.09%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      728000 | PA      | $687404.45     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                     | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      698000 | PA      | $710494.25     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2623009.44    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4803000 | PA      | $3731021.49    | 0.04%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS6521                          | CUSIP: 3132A7G62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1783 | PA      | $1766.12       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15425.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     2215000 | PA      | $2245488.19    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3623                            | CUSIP: 36202EAY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54135 | PA      | $54923.22      | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1482431.08    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                              | FORDL 2024-A B                     | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      207000 | PA      | $208224.24     | 0.00%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B C                      | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $572649.82     | 0.01%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A C                     | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $209100.36     | 0.00%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     1898000 | PA      | $2263304.82    | 0.03%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      285000 | PA      | $280046.32     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4577                          | CUSIP: 36180GCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41523 | PA      | $36959.17      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    32335000 | PA      | $32879155.50   | 0.39%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43727.16      | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      815000 | PA      | $819879.40     | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    12400000 | PA      | $10767998.80   | 0.13%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                   | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2083000 | PA      | $2135926.65    | 0.03%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                               | SCCU 2025-1A A4                    | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $344385.05     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13228000 | PA      | $11685686.79   | 0.14%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 7 11/25                       | CUSIP: 21H0706B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1500000 | PA      | $1540823.70    | 0.02%             | 2025-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $979974.90     | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                     | CAS 2024-R06 1A1                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      543546 | PA      | $545415.81     | 0.01%             | 2044-09-25      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $1006227.94    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     1160000 | PA      | $1343213.58    | 0.02%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | SCRT 2018-3 MZ                     | CUSIP: 35563PGK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2194192 | PA      | $1704876.43    | 0.02%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      400000 | PA      | $397185.53     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                   | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1066850.69    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | LYRA 2025-1A A2                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |     3150000 | PA      | $3184560.86    | 0.04%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1603131.91    | 0.02%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     1525000 | PA      | $1574569.23    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3233000 | PA      | $3341001.20    | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0952                          | CUSIP: 3140W1BW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7223234 | PA      | $5936634.21    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     2280000 | PA      | $2358916.84    | 0.03%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                            | SBCLN 2023-B D                     | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      227877 | PA      | $231069.13     | 0.00%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 B                    | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193234 | PA      | $176096.33     | 0.00%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                     | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1049000 | PA      | $1083486.93    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1451000 | PA      | $1449403.24    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6807000 | PA      | $6686607.32    | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3151719.14    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777510                          | CUSIP: 36176VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22933 | PA      | $20441.19      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93235                          | CUSIP: 312941SY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13755 | PA      | $14050.18      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      329000 | PA      | $260616.82     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | NIPPON LIFE INS                    | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     4140000 | PA      | $4484655.99    | 0.05%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8777                          | CUSIP: 36180MXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      738572 | PA      | $662420.61     | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8486                          | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31690 | PA      | $28633.30      | 0.00%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      835000 | PA      | $880579.19     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $5843905.53    | 0.07%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                      | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |      915000 | PA      | $875444.07     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     7706000 | PA      | $7578750.62    | 0.09%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      460000 | PA      | $375752.49     | 0.00%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239947.88     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN                   | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1030746.97    | 0.01%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     2143000 | PA      | $2242404.27    | 0.03%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU1498                          | CUSIP: 3140M2UY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      566625 | PA      | $525043.53     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4794000 | PA      | $4752899.39    | 0.06%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1059000 | PA      | $1091291.75    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7294                          | CUSIP: 3140M9C88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104657 | PA      | $97140.16      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0570                          | CUSIP: 3138ADT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58674 | PA      | $58851.57      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1621000 | PA      | $1296308.75    | 0.02%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                  | GMREV 2024-1 A                     | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      939000 | PA      | $964617.33     | 0.01%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2576                            | CUSIP: 36202C2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4539 | PA      | $4621.34       | 0.00%             | 2028-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8448                          | CUSIP: 3132A9L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1304 | PA      | $1294.23       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    25989000 | PA      | $26223800.22   | 0.31%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      975000 | PA      | $985236.67     | 0.01%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $240554.51     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                         | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      407000 | PA      | $377217.67     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1286448.21    | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5577000 | PA      | $6029095.35    | 0.07%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2443                          | CUSIP: 36179QWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20353 | PA      | $18358.96      | 0.00%             | 2044-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08657                          | CUSIP: 3128MJWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87344 | PA      | $87388.99      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.508800 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    49117768 | NC      | $160691.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                   | SAZERAC CO INC                     | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     1760000 | PA      | $1767425.44    | 0.02%             | 2032-07-09      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-E-RMKT               | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     2985000 | PA      | $3136360.40    | 0.04%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A B                    | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152000 | PA      | $156120.63     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA                   | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      290000 | PA      | $288653.01     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2993000 | PA      | $2888124.83    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143908 | PA      | $133901.41     | 0.00%             | 2051-08-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0443                          | CUSIP: 31419AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11201 | PA      | $11952.38      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89492.17      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                          | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9057127 | PA      | $7857738.59    | 0.09%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                  | GMREV 2021-1 B                     | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94000 | PA      | $91656.35      | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      273000 | PA      | $315776.61     | 0.00%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A C                     | CUSIP: 98164YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      348000 | PA      | $354466.22     | 0.00%             | 2031-10-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 11/25                       | CUSIP: 01F0406B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2250000 | PA      | $-2134336.05   | -0.03%            | 2025-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $2041855.43    | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2227000 | PA      | $1898008.38    | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.349000 10-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    37300000 | NC      | $297110.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1992                          | CUSIP: 3617UMF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      156488 | PA      | $140621.87     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849461                          | CUSIP: 31300MQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      441249 | PA      | $454823.19     | 0.01%             | 2044-10-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                         | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2548674.41    | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 B                     | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383000 | PA      | $390956.29     | 0.00%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4925                          | CUSIP: 3140XLPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11382315 | PA      | $10618163.24   | 0.13%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     1257000 | PA      | $1600146.64    | 0.02%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                          | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2310 | PA      | $2351.26       | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93743                          | CUSIP: 312942EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40352 | PA      | $40519.81      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3171                          | CUSIP: 36179RQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      163721 | PA      | $145363.59     | 0.00%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0965                          | CUSIP: 3140W1CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5962860 | PA      | $5822049.71    | 0.07%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $3970873.31    | 0.05%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3891                          | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27017869 | PA      | $27959252.11   | 0.33%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD8852                          | CUSIP: 3133B6ZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59742 | PA      | $55320.38      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0662                          | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11635096 | PA      | $12078926.37   | 0.14%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0380                          | CUSIP: 31427MM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32025411 | PA      | $26120898.44   | 0.31%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $712181.43     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     2957000 | PA      | $2996032.32    | 0.04%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3349                          | CUSIP: 3140M4WK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25018 | PA      | $23064.86      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42100000 | PA      | $24094027.45   | 0.28%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      606000 | PA      | $596834.92     | 0.01%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 B                  | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      238000 | PA      | $240609.24     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      344000 | PA      | $318407.89     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1591000 | PA      | $1565726.63    | 0.02%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                     | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      966538 | PA      | $990667.54     | 0.01%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $69828.46      | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $101893.30     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B                                    | ABCLN_2025-B-D 4.942 9/15/2033     | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480000 | PA      | $480015.50     | 0.01%             | 2033-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV4                                                         | PMTLT 2025-INV4 A3                 | CUSIP: 73015DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41360355 | PA      | $41709933.17   | 0.49%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                            | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1498768 | PA      | $1525737.82    | 0.02%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                            | EFF 2024-3 A4                      | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      217000 | PA      | $221473.69     | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      847000 | PA      | $890975.87     | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2814                          | CUSIP: 3140MGDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157249 | PA      | $145758.44     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                        | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     4263000 | PA      | $3054044.70    | 0.04%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                               | JPMMT 2021-INV4 A2                 | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9028556 | PA      | $7883058.03    | 0.09%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1995000.00    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 AS                  | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $631288.62     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      961762 | PA      | $937033.86     | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO                   | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      238000 | PA      | $235306.45     | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3348                          | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      494306 | PA      | $404715.66     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1847000 | PA      | $1871843.72    | 0.02%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      122000 | PA      | $126088.88     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1111.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      380000 | PA      | $391922.23     | 0.00%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3274000 | PA      | $3202829.64    | 0.04%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788076                          | CUSIP: 3622AD2H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36329085 | PA      | $34237779.34   | 0.40%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    42687000 | PA      | $42714057.64   | 0.50%             | 2030-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1683000 | PA      | $1675291.66    | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      975000 | PA      | $989767.11     | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4398                            | CUSIP: 36202E3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         996 | PA      | $1013.78       | 0.00%             | 2039-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A D                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $274607.87     | 0.00%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1731                          | CUSIP: 36180C4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10808 | PA      | $9624.49       | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      759000 | PA      | $772060.05     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1280000 | PA      | $1305881.57    | 0.02%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4726104.10    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1015                          | CUSIP: 36179NDU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8620 | PA      | $8770.99       | 0.00%             | 2043-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2051                          | CUSIP: 3140MFH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      821487 | PA      | $762485.74     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | LIGHT & WONDER                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      625000 | PA      | $622840.12     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783548                          | CUSIP: 36241L5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2711 | PA      | $2690.70       | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     2141000 | PA      | $1853286.90    | 0.02%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      136000 | PA      | $135996.85     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3689                            | CUSIP: 36202EC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2825 | PA      | $2828.30       | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6388                          | CUSIP: 3133KNCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12930125 | PA      | $11196021.58   | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1244                          | CUSIP: 3138EHL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1283 | PA      | $1299.03       | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                    | BBCMS 2022-C16 A1                  | CUSIP: 05552YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125571 | PA      | $124948.66     | 0.00%             | 2055-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9668                          | CUSIP: 3138ERW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9677 | PA      | $9582.45       | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                            | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      645000 | PA      | $604717.54     | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      405000 | PA      | $405710.12     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | HERTZ 2022-2A A                    | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |      336000 | PA      | $326549.76     | 0.00%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748730                          | CUSIP: 3620C4Y38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      540997 | PA      | $519680.54     | 0.01%             | 2040-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82362                          | CUSIP: 3132L7TT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28053 | PA      | $28149.27      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL                | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     2051000 | PA      | $1772204.90    | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2902000 | PA      | $2956713.55    | 0.03%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $2681502.59    | 0.03%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                   | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     2066000 | PA      | $2109113.85    | 0.02%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1650000 | PA      | $1644882.29    | 0.02%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9387.74       | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                          | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      721719 | PA      | $618160.85     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1443473.34    | 0.02%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -953 | NC      | $549126.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      616000 | PA      | $578563.66     | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B3287                          | CUSIP: 31326HUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      399327 | PA      | $411166.20     | 0.00%             | 2044-10-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2472000 | PA      | $2215223.54    | 0.03%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74546.00      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $270031.11     | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      186000 | PA      | $185429.46     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 C                   | CUSIP: 36250VAL6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      202387 | PA      | $121699.35     | 0.00%             | 2048-10-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     5014000 | PA      | $5073388.65    | 0.06%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3217900.43    | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0905                          | CUSIP: 3132DNAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7657783 | PA      | $6881661.51    | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07564                          | CUSIP: 3128M9WZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81553 | PA      | $81825.38      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1956000 | PA      | $2026809.99    | 0.02%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-5 C                      | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $292724.14     | 0.00%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                           | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     1555000 | PA      | $1567916.01    | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $1154049.02    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                                           | NYC 2025-28L A                     | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      860000 | PA      | $859229.44     | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      365000 | PA      | $375017.56     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1956000 | PA      | $1987986.78    | 0.02%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      779000 | PA      | $792186.29     | 0.01%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $667432.19     | 0.01%             | 2029-03-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1058 | NC      | $500594.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                          | STACR 2024-DNA2 A1                 | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     1068850 | PA      | $1073863.07    | 0.01%             | 2044-05-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     7563000 | PA      | $7597732.76    | 0.09%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3940                          | CUSIP: 36178QLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44048 | PA      | $39206.46      | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                             | BOOTS GROUP FINC                   | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      325000 | PA      | $326218.75     | 0.00%             | 2032-08-30      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2396000 | PA      | $2426530.49    | 0.03%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3722                            | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10742 | PA      | $10750.77      | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      380000 | PA      | $387575.45     | 0.00%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782070                          | CUSIP: 36241KJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31038 | PA      | $31415.23      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4380                          | CUSIP: 36179S2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      480562 | PA      | $423069.36     | 0.00%             | 2047-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                     | CAS 2025-R06 1A1                   | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1602682 | PA      | $1603184.86    | 0.02%             | 2045-09-25      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786916                          | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9385705 | PA      | $9602893.19    | 0.11%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7826                          | CUSIP: 3133B5VT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      181437 | PA      | $168179.04     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $27945.00      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      101000 | PA      | $124838.63     | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2699                            | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28854 | PA      | $29374.81      | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2551                          | CUSIP: 36180UZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6927 | PA      | $6837.29       | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     5811000 | PA      | $5764209.43    | 0.07%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                          | STACR 2025-DNA2 A1                 | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |     1308125 | PA      | $1312223.88    | 0.02%             | 2045-05-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4457                            | CUSIP: 36202E5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      319928 | PA      | $306420.91     | 0.00%             | 2039-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3897                            | CUSIP: 36202EKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23180 | PA      | $23560.98      | 0.00%             | 2036-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 2.700000 26-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -55600000 | NC      | $-76452.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16894000 | PA      | $11398830.50   | 0.13%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4917173.96    | 0.06%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                    | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     3054000 | PA      | $2694324.43    | 0.03%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1713841.64    | 0.02%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6116.66       | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1908000 | PA      | $1973178.81    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5118904.67    | 0.06%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5882000 | PA      | $5951841.85    | 0.07%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      237000 | PA      | $226893.64     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    42792000 | PA      | $44334620.45   | 0.52%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JPMMT 2021-INV6 A2A                | CUSIP: 46654FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2285150 | PA      | $1919201.18    | 0.02%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888596                          | CUSIP: 31410GGD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12995 | PA      | $13857.61      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                         | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1971759.74    | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                                     | CAS 2023-R07 2M1                   | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215869 | PA      | $217288.12     | 0.00%             | 2043-09-25      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CG9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |      980000 | PA      | $982081.54     | 0.01%             | 2026-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A B                    | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $267678.91     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4214                            | CUSIP: 36202EVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1213 | PA      | $1216.54       | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AE5434                          | CUSIP: 36180YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1150291 | PA      | $1058617.73    | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      125000 | PA      | $114514.95     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17424000 | PA      | $17401539.42   | 0.21%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1316837.31    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT4110                          | CUSIP: 36194CR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      663321 | PA      | $617355.40     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5517000 | PA      | $5773391.04    | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9861000 | PA      | $10209580.52   | 0.12%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      130000 | PA      | $86971.18      | 0.00%             | 2032-06-07      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8382                          | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2598101 | PA      | $2506651.02    | 0.03%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 B                      | CUSIP: 92348KCJ0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      479000 | PA      | $489618.57     | 0.01%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $134021.89     | 0.00%             | 2034-04-03      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126873 | PA      | $125037.68     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8737.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      627000 | PA      | $638816.34     | 0.01%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-5A A                    | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $150711.39     | 0.00%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7330                          | CUSIP: 36179HEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14154 | PA      | $12645.97      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9992                          | CUSIP: 3140MQC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      347512 | PA      | $320706.93     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 A                   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1029964 | PA      | $986767.98     | 0.01%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      787000 | PA      | $713663.37     | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5194 H                         | CUSIP: 3137H5S81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4825556 | PA      | $4457605.70    | 0.05%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A4                  | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125856 | PA      | $123798.02     | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A B                     | CUSIP: 98164RAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      466000 | PA      | $472131.40     | 0.01%             | 2029-12-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | RIVERS LLC/CORP                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $236816.46     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                      | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      586000 | PA      | $611743.49     | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4044                          | CUSIP: 36179SP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      898322 | PA      | $876978.94     | 0.01%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1982000 | PA      | $2001685.75    | 0.02%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      947000 | PA      | $899219.88     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $122482.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2247000 | PA      | $2201155.29    | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 B                     | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $183005.19     | 0.00%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9538                          | CUSIP: 3140MPS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100380 | PA      | $92982.53      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |     1143000 | PA      | $1160538.23    | 0.01%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3903                          | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16882054 | PA      | $17709362.51   | 0.21%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                     | CAS 2024-R05 2A1                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710871 | PA      | $712207.11     | 0.01%             | 2044-07-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783488                          | CUSIP: 36241L2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      150093 | PA      | $154364.88     | 0.00%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1981000 | PA      | $1967967.73    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -144 | NC      | $-306089.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                        | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     6282000 | PA      | $5339451.96    | 0.06%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $618902.46     | 0.01%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2721428.71    | 0.03%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                             | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |    31900000 | PA      | $36729467.26   | 0.43%             | 2035-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3074000 | PA      | $3253997.57    | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1385                          | CUSIP: 3132CXRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2959587 | PA      | $2789004.10    | 0.03%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROG 2022-SFR5 A                   | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146900 | PA      | $146603.82     | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4                   | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253238 | PA      | $250531.34     | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    21815000 | PA      | $24562320.48   | 0.29%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM6496                          | CUSIP: 3140JBGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10062424 | PA      | $8880619.68    | 0.10%             | 2030-12-01      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                      | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2776439.20    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust                    | WAMU 2003-AR7 A7                   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6570 | PA      | $6535.44       | 0.00%             | 2033-08-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2694000 | PA      | $2713921.52    | 0.03%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1440689.14    | 0.02%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    14925000 | PA      | $14913049.75   | 0.18%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |     6027000 | PA      | $5778669.52    | 0.07%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      480000 | PA      | $322673.82     | 0.00%             | 2033-10-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8200000 | PA      | $8581812.50    | 0.10%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-1A C                    | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      258000 | PA      | $265082.59     | 0.00%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                  | KENYA REP OF                       | CUSIP: 491798AQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KE        |     1800000 | PA      | $1754941.69    | 0.02%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                    | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1554310.48    | 0.02%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60519                          | CUSIP: 31335ASG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7452 | PA      | $7469.59       | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      510000 | PA      | $505618.64     | 0.01%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3442                            | CUSIP: 36202DZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24755 | PA      | $25078.65      | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV                   | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1038097.37    | 0.01%             | 2055-09-04      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | CITADEL FINANCE                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1335303.08    | 0.02%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      160000 | PA      | $166601.52     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4074000 | PA      | $4236843.04    | 0.05%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 B                     | CUSIP: 36268DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $210267.02     | 0.00%             | 2036-08-11      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Olin Corp                                                                        | OLIN CORP                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      155000 | PA      | $153637.09     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU                   | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |    10000000 | PA      | $11518359.99   | 0.14%             | 2030-07-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A B                    | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $478532.57     | 0.01%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                          | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20521805 | PA      | $18596040.74   | 0.22%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                   | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45014.93      | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 A3                 | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $4813988.32    | 0.06%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1091804.34    | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      167000 | PA      | $170416.53     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      365000 | PA      | $356741.98     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3099578.22    | 0.04%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1758                          | CUSIP: 36179N5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22267 | PA      | $19954.05      | 0.00%             | 2044-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9748                          | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2102266 | PA      | $1952590.36    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7020000 | PA      | $7118221.04    | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A B                      | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      212000 | PA      | $214768.66     | 0.00%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $1671200.47    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3734                            | CUSIP: 36202EEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2583 | PA      | $2585.48       | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | SOLSTICE ADVANCE                   | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      560000 | PA      | $559446.32     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     1033000 | PA      | $692048.76     | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1799000 | PA      | $1843044.66    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783050                          | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1582599 | PA      | $1611077.26    | 0.02%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1158699.94    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      700000 | PA      | $460105.40     | 0.01%             | 2031-06-17      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9389                          | CUSIP: 3140LYNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      548940 | PA      | $509513.45     | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                   | SDART 2025-2 D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17750000 | PA      | $17951036.50   | 0.21%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                          | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      162463 | PA      | $146930.63     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3341000 | PA      | $3430705.76    | 0.04%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      316000 | PA      | $426094.96     | 0.01%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    13510000 | PA      | $13346774.33   | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     3101000 | PA      | $2720124.95    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5254                          | CUSIP: 3138EMZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6731 | PA      | $6674.22       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      146000 | PA      | $142170.44     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 11/25                       | CUSIP: 01F0306B9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -18500000 | PA      | $-16388398.90  | -0.19%            | 2025-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97770                          | CUSIP: 312946T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36851 | PA      | $36996.33      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3145                          | CUSIP: 36180EP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2333 | PA      | $2311.38       | 0.00%             | 2028-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8287                          | CUSIP: 3132DWF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6761443 | PA      | $6623976.84    | 0.08%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2146                          | CUSIP: 36179QL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96897 | PA      | $86048.03      | 0.00%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      869000 | PA      | $825146.97     | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C B                      | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      119000 | PA      | $120542.68     | 0.00%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $587262.32     | 0.01%             | 2035-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94002                          | CUSIP: 312942NT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64847 | PA      | $66249.19      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     3292000 | PA      | $3597849.54    | 0.04%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $175996.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2396000 | PA      | $2284934.35    | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     3416000 | PA      | $2684832.25    | 0.03%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11330.01      | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2254908.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8778                          | CUSIP: 36180MXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5355 | PA      | $4814.61       | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0695                          | CUSIP: 36181FXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11911 | PA      | $10567.26      | 0.00%             | 2043-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    15643000 | PA      | $15687762.15   | 0.18%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3935000 | PA      | $4029673.62    | 0.05%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2385                          | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8602677 | PA      | $9075331.28    | 0.11%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       49000 | PA      | $42104.88      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                        | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     3817000 | PA      | $3528958.50    | 0.04%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1445                          | CUSIP: 3132CXTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11465244 | PA      | $10344865.25   | 0.12%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2997000 | PA      | $3244133.47    | 0.04%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2281000 | PA      | $2298944.44    | 0.03%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19232000 | PA      | $19333516.84   | 0.23%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0483                          | CUSIP: 3140W0RD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6785790 | PA      | $6908721.72    | 0.08%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     2962000 | PA      | $2918000.45    | 0.03%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      958000 | PA      | $990463.36     | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      293000 | PA      | $315366.81     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                     | CHARLES RIVER LA                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      600000 | PA      | $575368.49     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     4749000 | PA      | $4714084.55    | 0.06%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                     | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      330000 | PA      | $340604.65     | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      300000 | PA      | $250259.86     | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2198000 | PA      | $2081931.13    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7555000 | PA      | $7668951.44    | 0.09%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2309783.24    | 0.03%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849470                          | CUSIP: 31300MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      287602 | PA      | $296522.91     | 0.00%             | 2044-09-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $629780.50     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2                       | MLMI 2003-A2 2A2                   | CUSIP: 589929M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6699 | PA      | $6538.02       | 0.00%             | 2033-02-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | DEFT 2025-1 B                      | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $111444.99     | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | UNITED WHOLESALE                   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      346000 | PA      | $345999.96     | 0.00%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                                          | SCLP 2025-4 C                      | CUSIP: 83405UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $540516.35     | 0.01%             | 2035-08-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1010000 | PA      | $1066925.63    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     3300000 | PA      | $3795523.59    | 0.04%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd                                                    | WEATHERFORD INTE                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      465000 | PA      | $475204.49     | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7729                          | CUSIP: 3140M9ST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143605 | PA      | $132393.44     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMED HL                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $44063.26      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1211206.41    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6679                          | CUSIP: 36198TM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20988 | PA      | $20647.44      | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     2089000 | PA      | $2162942.33    | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      395000 | PA      | $375818.13     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q22521                          | CUSIP: 3132JPYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91530 | PA      | $91708.56      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A D                    | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $510213.03     | 0.01%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                          | LITPK 2025-1A B                    | CUSIP: 53229VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     2950000 | PA      | $2942033.23    | 0.03%             | 2037-10-24      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR                   | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      751000 | PA      | $760488.18     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR C USD P @1.228000 EO           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -20550000 | NC      | $-9865.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1974000 | PA      | $1975777.65    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2592356.15    | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2249390.40    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      490000 | PA      | $308476.04     | 0.00%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BD3961                          | CUSIP: 3617BKMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1275509 | PA      | $1220909.22    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       34000 | PA      | $34571.94      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21261                          | CUSIP: 3132JNMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13723 | PA      | $13423.39      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      935000 | PA      | $946171.21     | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      605000 | PA      | $613083.63     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      773000 | PA      | $751555.18     | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2147000 | PA      | $2412733.18    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |     2400000 | PA      | $2766378.26    | 0.03%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3735                            | CUSIP: 36202EEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      592244 | PA      | $601313.62     | 0.01%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1787111.32    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      380000 | PA      | $378410.86     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3105000 | PA      | $2125954.69    | 0.03%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.917609 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     7000000 | NC      | $-34565.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                          | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7168 | PA      | $7127.54       | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8426                          | CUSIP: 36178VLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      351219 | PA      | $315159.24     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85581                          | CUSIP: 312932FW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3795 | PA      | $3876.07       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60239                          | CUSIP: 31335AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57259 | PA      | $57408.93      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1768.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 C                     | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      134000 | PA      | $135333.84     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3345000 | PA      | $3410506.32    | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1141                          | CUSIP: 3142BBHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3516202 | PA      | $3560713.45    | 0.04%             | 2055-09-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    22196800 | PA      | $18159597.51   | 0.21%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                          | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1235646 | PA      | $1120117.23    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B C                     | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519000 | PA      | $522601.19     | 0.01%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       68000 | PA      | $69436.69      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5                   | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559414 | PA      | $498211.54     | 0.01%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1713                          | CUSIP: 36180C3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      308744 | PA      | $277314.48     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-8AR                                      | MSM 2006-8AR 5A1                   | CUSIP: 61749LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62275 | PA      | $60518.51      | 0.00%             | 2036-06-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 B                     | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      484000 | PA      | $488882.79     | 0.01%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1361161.93    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                           | FORDR 2024-1 B                     | CUSIP: 34533BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      676000 | PA      | $691262.32     | 0.01%             | 2036-08-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    26920000 | PA      | $26981918.76   | 0.32%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      753000 | PA      | $766693.95     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US CAP LLC                     | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1646000 | PA      | $1660698.93    | 0.02%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A B                    | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      361042 | PA      | $368693.35     | 0.00%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID -A               | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     5065000 | PA      | $3536403.26    | 0.04%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |     4434000 | PA      | $5515204.71    | 0.06%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-11                                                   | SEMT 2025-11 A26F                  | CUSIP: 816950BB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8999469.00    | 0.11%             | 2055-11-25      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      158655 | PA      | $156102.65     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                               | CLIF 2024-1A A                     | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-CBDO         | CORP              | US        |     1075552 | PA      | $1084367.21    | 0.01%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      799000 | PA      | $793366.47     | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4476                          | CUSIP: 3140J86N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8002 | PA      | $7914.47       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1701513.00    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3428                            | CUSIP: 36202DYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4196 | PA      | $4250.17       | 0.00%             | 2033-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 A3                   | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650895 | PA      | $680156.70     | 0.01%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    15000000 | PA      | $18952059.19   | 0.22%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                     | BREAD FINANCIAL                    | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      690000 | PA      | $694610.37     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     4482000 | PA      | $4705414.13    | 0.06%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8072                          | CUSIP: 36179W6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3093595 | PA      | $2951057.97    | 0.03%             | 2037-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7427                          | CUSIP: 3140M9HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148791 | PA      | $137778.99     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9189                          | CUSIP: 36178WF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113040 | PA      | $101532.98     | 0.00%             | 2042-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97046                          | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1154 | PA      | $1158.82       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3032                          | CUSIP: 36179RLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      593419 | PA      | $525547.24     | 0.01%             | 2045-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3994                            | CUSIP: 36202ENK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2147 | PA      | $2183.35       | 0.00%             | 2037-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $503254.17     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                          | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         947 | PA      | $951.58        | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2708000 | PA      | $2398865.62    | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A D                    | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564000 | PA      | $574192.66     | 0.01%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.220000 22-OCT-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    90000000 | NC      | $303614.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748638                          | CUSIP: 3620C4V72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      552505 | PA      | $530734.72     | 0.01%             | 2040-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      159000 | PA      | $159123.70     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4602                          | CUSIP: 31418EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8406157 | PA      | $7740909.39    | 0.09%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |     3500000 | PA      | $4182884.38    | 0.05%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3803                          | CUSIP: 3138ELGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1011 | PA      | $1000.96       | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206000 | PA      | $202303.08     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | MSBAM 2012-CKSV A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      627173 | PA      | $603654.00     | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                          | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3197335 | PA      | $3195436.08    | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 899948                          | CUSIP: 31410WZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         954 | PA      | $1020.13       | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1614098.04    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $580405.44     | 0.01%             | 2037-02-18      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     3004000 | PA      | $3123964.51    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5583000 | PA      | $5711739.56    | 0.07%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 A4                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289597 | PA      | $288836.40     | 0.00%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                              | ENERGUATE TR 2 0                   | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     9727000 | PA      | $9755964.71    | 0.11%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 C                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2433000 | PA      | $2436025.44    | 0.03%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $94948.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA DE ANDALUC                   | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |    18330000 | PA      | $21404425.50   | 0.25%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3897                          | CUSIP: 36178QKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8280 | PA      | $7511.55       | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7175.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3908000 | PA      | $4063021.24    | 0.05%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2911                          | CUSIP: 3140QNGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      524281 | PA      | $486133.90     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3650                            | CUSIP: 36202EBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3847 | PA      | $3850.54       | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4635                          | CUSIP: 3140Q0EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16630000 | PA      | $16731276.70   | 0.20%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       66000 | PA      | $68508.03      | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889072                          | CUSIP: 31410GW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18237 | PA      | $19421.19      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-837718.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1063532.22    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                     | RCKTL 2025-2A B                    | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $279609.96     | 0.00%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                    | CHAOT 2025-2A C                    | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $228710.28     | 0.00%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $542486.22     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | TALEN ENERGY SUP                   | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      770000 | PA      | $797195.33     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-4                                                    | BSARM 2006-4 2A1                   | CUSIP: 073882AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      157916 | PA      | $132702.35     | 0.00%             | 2036-10-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1313881.24    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     2021990 | PA      | $2021041.69    | 0.02%             | 2032-08-13      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39925.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                         | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1332000 | PA      | $1373668.68    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                    | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1582383.16    | 0.02%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3136000 | PA      | $3171338.41    | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    28426000 | PA      | $30060746.93   | 0.35%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     1390000 | PA      | $1294054.97    | 0.02%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0834                          | CUSIP: 36180B4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101793 | PA      | $90605.09      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3775                          | CUSIP: 3131X7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1445 | PA      | $1433.30       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782156                          | CUSIP: 36241KMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5248 | PA      | $5333.77       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     9657000 | PA      | $7898273.33    | 0.09%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2589                            | CUSIP: 36202C2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5748 | PA      | $5852.19       | 0.00%             | 2028-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                              | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1385886.88    | 0.02%             | 2035-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD5823                          | CUSIP: 3133B3PG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326991 | PA      | $303506.14     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0383                          | CUSIP: 36177WM80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60755 | PA      | $58035.77      | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2II                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2820000 | PA      | $2851815.24    | 0.03%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54476                          | CUSIP: 3132XW6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11258 | PA      | $10538.86      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B A2                    | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      225953 | PA      | $227755.63     | 0.00%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      733000 | PA      | $731689.67     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M2 A2                     | CUSIP: 3136BK6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34110000 | PA      | $30971746.97   | 0.36%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 AS                  | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $398529.91     | 0.00%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08625                          | CUSIP: 3128MJVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      301006 | PA      | $301441.71     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7336000 | PA      | $7590553.28    | 0.09%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3027753.53    | 0.04%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1384135.09    | 0.02%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3555                            | CUSIP: 36202D5Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77530 | PA      | $78613.82      | 0.00%             | 2034-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54982                          | CUSIP: 3132XXRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12778 | PA      | $11961.86      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9669                          | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27385245 | PA      | $27965001.14   | 0.33%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1010                          | CUSIP: 36179NDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24253 | PA      | $21751.80      | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3461                          | CUSIP: 3140NXZ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $8531974.45    | 0.10%             | 2030-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3984                            | CUSIP: 36202EM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1704 | PA      | $1732.55       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5410000 | PA      | $5284637.47    | 0.06%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                   | HALST 2025-A B                     | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255000 | PA      | $258062.86     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Volksbank Wien AG                                                                | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |      300000 | PA      | $359436.75     | 0.00%             | 2034-06-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      445000 | PA      | $429251.74     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      625000 | PA      | $649569.47     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                              | TIF 2024-2A A                      | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1166433 | PA      | $1182740.09    | 0.01%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      973000 | PA      | $1004523.73    | 0.01%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2713000 | PA      | $2633842.24    | 0.03%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      545000 | PA      | $565608.81     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: KRW 2.382000 18-JUN-2030 KRW  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 46000000000 | NC      | $-539355.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      357000 | PA      | $360487.51     | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                          | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4352925 | PA      | $4466845.56    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1097697.21    | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5580000 | PA      | $5498255.53    | 0.06%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 D                     | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1346000 | PA      | $1340914.41    | 0.02%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1462000 | PA      | $1494980.86    | 0.02%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      900000 | PA      | $913475.62     | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18000000 | PA      | $18132890.58   | 0.21%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     7695000 | PA      | $7708514.71    | 0.09%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BF1236                          | CUSIP: 3617G7LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      462304 | PA      | $442514.22     | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7514                          | CUSIP: 3140XPK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12748233 | PA      | $11775216.59   | 0.14%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     2758000 | PA      | $2782212.37    | 0.03%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $496502.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0120                          | CUSIP: 3140W0D28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11374535 | PA      | $9802848.08    | 0.12%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     7519000 | PA      | $7838365.05    | 0.09%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                      | CUSIP: 105756CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     1082000 | PA      | $1103884.70    | 0.01%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      435000 | PA      | $454276.30     | 0.01%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG2325                          | CUSIP: 36181VSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32255 | PA      | $31796.81      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1155                          | CUSIP: 36179NH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40291 | PA      | $36067.89      | 0.00%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                              | RCKTL 2025-1A B                    | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $159619.14     | 0.00%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3883                          | CUSIP: 3142GUJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14454147 | PA      | $14906957.84   | 0.18%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 C                      | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1156493.48    | 0.01%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1300218.44    | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                          | LITPK 2025-1A A                    | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1120000 | PA      | $1117675.33    | 0.01%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17595.00      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3649000 | PA      | $3869312.19    | 0.05%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 787965                          | CUSIP: 3622ADW20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7426912 | PA      | $7748140.66    | 0.09%             | 2039-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $17867968.80   | 0.21%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                    | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $619269.74     | 0.01%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TURKEY)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -6920000 | NC      | $-17707.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                          | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45616311 | PA      | $37377111.21   | 0.44%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $238689.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A B                    | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $829161.53     | 0.01%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8698                          | CUSIP: 36179JUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70340 | PA      | $62756.11      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 D                     | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      430000 | PA      | $433914.94     | 0.01%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F B                     | CUSIP: 69335PGD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1055735.63    | 0.01%             | 2030-08-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV4                                                         | PMTLT 2025-INV4 A9                 | CUSIP: 73015DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22303967 | PA      | $22411345.32   | 0.26%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6676                          | CUSIP: 3140QSM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17433268 | PA      | $18039333.30   | 0.21%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                      | OPAL US LLC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2815000 | PA      | $2826730.11    | 0.03%             | 2032-04-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42300000 | PA      | $21019464.74   | 0.25%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981730                          | CUSIP: 31415BEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25641 | PA      | $27465.14      | 0.00%             | 2038-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV10                                                        | PMTLT 2025-INV10 A36               | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11500000 | PA      | $11500029.90   | 0.14%             | 2056-10-01      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     3195000 | PA      | $3361042.10    | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     4868000 | PA      | $4910609.19    | 0.06%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7313                          | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20770371 | PA      | $18693692.88   | 0.22%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2557                          | CUSIP: 3140W2ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9503174 | PA      | $9598601.50    | 0.11%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190596.15     | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A D                    | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      370000 | PA      | $373830.28     | 0.00%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 A5                  | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303581 | PA      | $300577.43     | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06202                          | CUSIP: 3128M8GK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5516 | PA      | $5545.97       | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (INDON)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -16946000 | NC      | $206798.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5509.43       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A B                    | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195000 | PA      | $199658.04     | 0.00%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4005000 | PA      | $4131035.68    | 0.05%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85452                          | CUSIP: 312932BV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6059 | PA      | $6087.41       | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4228000 | PA      | $4145617.55    | 0.05%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A C                      | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288000 | PA      | $291424.26     | 0.00%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-AR8                                           | CMLTI 2007-AR8 2A1A                | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7632 | PA      | $6796.20       | 0.00%             | 2037-07-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1286164.75    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25569000 | PA      | $25331288.08   | 0.30%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0732                          | CUSIP: 3140W0Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9307170 | PA      | $8956946.33    | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1149471.74    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     6701000 | PA      | $6948442.91    | 0.08%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661505                          | CUSIP: 36294V3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26706 | PA      | $27979.10      | 0.00%             | 2036-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93511                          | CUSIP: 3129413U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11015 | PA      | $11251.00      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9762                          | CUSIP: 3133B7Z35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57203 | PA      | $52844.51      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $778731.31     | 0.01%             | 2034-04-24      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                   | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1468331.24    | 0.02%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     9776000 | PA      | $10116459.29   | 0.12%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 11/25                       | CUSIP: 21H0606B2<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -1750000 | PA      | $-1780946.48   | -0.02%            | 2025-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05507                          | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12898 | PA      | $13162.59      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2854                          | CUSIP: 31329LE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4952 | PA      | $4900.42       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |        1317 | PA      | $1313.17       | 0.00%             | 2032-03-29      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1171356.85    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                      | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     5832000 | PA      | $4630643.37    | 0.05%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | FREEPORT INDONES                   | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     1154000 | PA      | $1159337.76    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     2133000 | PA      | $1547240.32    | 0.02%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4081                          | CUSIP: 3138ELRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5144 | PA      | $5074.85       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05205                          | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10128 | PA      | $10333.89      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889495                          | CUSIP: 31410KGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1633 | PA      | $1734.22       | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4                  | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41406 | PA      | $40645.35      | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2005000 | PA      | $1733038.68    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      815000 | PA      | $818925.69     | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59510 | PA      | $60882.49      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06505                          | CUSIP: 3128M8R22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      265725 | PA      | $266886.28     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3414                            | CUSIP: 36202DYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      148168 | PA      | $150091.98     | 0.00%             | 2033-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                               | ELM21 2022-8A AR2                  | CUSIP: 289907AW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1450000 | PA      | $1451450.00    | 0.02%             | 2038-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |    26144000 | PA      | $30191203.71   | 0.36%             | 2031-12-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                          | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4386941 | PA      | $3989450.01    | 0.05%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     5134000 | PA      | $5016626.88    | 0.06%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A D                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      381000 | PA      | $385607.78     | 0.00%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1171672.32    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                               | RAYBURN CTRY                       | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      364707 | PA      | $345571.62     | 0.00%             | 2030-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      684446 | NS      | $68444619.70   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                                             | PROG 2024-SFR3 A                   | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      567165 | PA      | $540825.30     | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405910.40     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                         | VDC 2025-1A A2                     | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |     5370000 | PA      | $5403285.95    | 0.06%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1971675.94    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-83 FN                     | CUSIP: 38382QWE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1283951 | PA      | $1071815.71    | 0.01%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A C                    | CUSIP: 16145NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $344658.34     | 0.00%             | 2030-12-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                            | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23121 | PA      | $24489.55      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                   | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      959000 | PA      | $993846.24     | 0.01%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      260000 | PA      | $251292.47     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666307                          | CUSIP: 36295CGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15158 | PA      | $13568.65      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1051101.85    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      920000 | PA      | $856028.75     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      626995 | PA      | $591707.85     | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3106000 | PA      | $3044614.97    | 0.04%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 A                     | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1867000 | PA      | $1879658.45    | 0.02%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08573                          | CUSIP: 3128MJT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74406 | PA      | $72706.53      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     4000000 | PA      | $4761878.86    | 0.06%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A C                    | CUSIP: 78436XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      533000 | PA      | $541511.00     | 0.01%             | 2032-10-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 C                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $929464.78     | 0.01%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    10000000 | PA      | $9121011.71    | 0.11%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3760                          | CUSIP: 3140QPFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1715270 | PA      | $1587251.09    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0849                          | CUSIP: 36180B5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8775 | PA      | $7810.24       | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85081.43      | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      242000 | PA      | $237665.72     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4015                            | CUSIP: 36202EN88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1993 | PA      | $2025.31       | 0.00%             | 2037-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1947000 | PA      | $1628071.80    | 0.02%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13 Mortgage Trust                                                      | BMO 2025-C13 AS                    | CUSIP: 05592YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1970000 | PA      | $2034706.62    | 0.02%             | 2058-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4458                            | CUSIP: 36202E5T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      220975 | PA      | $215745.35     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      609000 | PA      | $602073.40     | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932866                          | CUSIP: 31412RMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68049 | PA      | $68232.27      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782071                          | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171874 | PA      | $175228.04     | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | WFCM 2017-RC1 A4                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126060 | PA      | $124853.34     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                           | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $179877.68     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2935000 | PA      | $2982393.11    | 0.04%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      285000 | PA      | $288308.70     | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1647801.24    | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B B                     | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      817000 | PA      | $831641.05     | 0.01%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7237                          | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2845464 | PA      | $2890788.05    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1563405.07    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 B                     | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      864000 | PA      | $865684.97     | 0.01%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397H22<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4157000 | PA      | $4836808.50    | 0.06%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14520000 | PA      | $14487912.49   | 0.17%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2251000 | PA      | $1759129.74    | 0.02%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6170                          | CUSIP: 3140F12C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260549 | PA      | $227641.17     | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4598000 | PA      | $5253107.30    | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10138.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                          | SMB 2017-B A2A                     | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-CBDO         | CORP              | US        |       42001 | PA      | $41791.06      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      730000 | PA      | $749176.22     | 0.01%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                         | GACI FIRST INVST                   | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    13200000 | PA      | $13369587.00   | 0.16%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                   | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1217000 | PA      | $1250111.72    | 0.01%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1923540.17    | 0.02%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5710                          | CUSIP: 31417CKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14177 | PA      | $13989.64      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9742                          | CUSIP: 3133B7ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379020 | PA      | $351324.17     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $3067196.67    | 0.04%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $848575.01     | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    14074000 | PA      | $12640099.25   | 0.15%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      837000 | PA      | $829793.09     | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21934                          | CUSIP: 3132JPEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3071 | PA      | $2998.14       | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |      881000 | PA      | $896770.34     | 0.01%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3823                          | CUSIP: 3140NYG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29500000 | PA      | $29943455.80   | 0.35%             | 2030-06-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3512                            | CUSIP: 36202D3V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1426 | PA      | $1427.41       | 0.00%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3850000 | PA      | $3939378.61    | 0.05%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       73577 | PA      | $73384.32      | 0.00%             | 2032-03-29      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $434714.06     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR WN1551                          | CUSIP: 3132XFWM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10200000 | PA      | $10234712.64   | 0.12%             | 2030-03-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757047                          | CUSIP: 36230RZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9686 | PA      | $9839.26       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757049                          | CUSIP: 36230RZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4365 | PA      | $4433.12       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                   | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     6955000 | PA      | $6065390.42    | 0.07%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1196154.81    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Series 2006-SA3 Trust                                                      | RFMSI 2006-SA3 2A1                 | CUSIP: 749575AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90999 | PA      | $47763.73      | 0.00%             | 2036-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784770                          | CUSIP: 3622AAFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      804986 | PA      | $827974.64     | 0.01%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                     | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4970000 | PA      | $5198222.72    | 0.06%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      121000 | PA      | $121029.74     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94629                          | CUSIP: 312943EA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23930 | PA      | $24017.31      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03854                          | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         945 | PA      | $964.73        | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      361000 | PA      | $373319.46     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1582788.11    | 0.02%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                          | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27241460 | PA      | $22218962.61   | 0.26%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2670                          | CUSIP: 31329K6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         855 | PA      | $848.36        | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7090                          | CUSIP: 3140ML2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32328 | PA      | $29864.99      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2605                          | CUSIP: 3138EJ3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1889 | PA      | $1872.46       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 B                     | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256000 | PA      | $259660.54     | 0.00%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A B                      | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      606000 | PA      | $612457.17     | 0.01%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A AR                    | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     1390000 | PA      | $1389305.00    | 0.02%             | 2034-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   621300000 | PA      | $2272840.46    | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      152000 | PA      | $166998.32     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  5000000000 | PA      | $19058208.42   | 0.22%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0632                          | CUSIP: 3618N5V22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7950002 | PA      | $7942117.59    | 0.09%             | 2055-09-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     1895000 | PA      | $2311121.71    | 0.03%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                               | FCCU 2025-1A A4                    | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $680188.82     | 0.01%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      845000 | PA      | $879910.56     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      120000 | PA      | $119755.50     | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     1374000 | PA      | $1421441.16    | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | DEFT 2025-1 D                      | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $213618.95     | 0.00%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C B                     | CUSIP: 344940AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $586118.86     | 0.01%             | 2029-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18700000 | PA      | $19006796.88   | 0.22%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      415000 | PA      | $428409.23     | 0.01%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3858                          | CUSIP: 31417AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         957 | PA      | $950.09        | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |    22533000 | PA      | $26047868.90   | 0.31%             | 2035-02-20      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      640000 | PA      | $660849.21     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    21340000 | PA      | $21907246.57   | 0.26%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38450.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                            | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6461646 | PA      | $6577928.74    | 0.08%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1653589.19    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT2641                          | CUSIP: 3140LQ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59245 | PA      | $48377.44      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1472000 | PA      | $1490714.95    | 0.02%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120826.77     | 0.00%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | EF/ELLINGTON 5                     | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      560000 | PA      | $561617.45     | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1591000 | PA      | $1702190.62    | 0.02%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3572                          | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104052 | PA      | $101829.65     | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2430000 | PA      | $1503486.69    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3876                            | CUSIP: 36202EJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4443 | PA      | $4510.29       | 0.00%             | 2036-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                    | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     1138000 | PA      | $1105976.29    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2025-1A A2I                   | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     2160000 | PA      | $2165489.86    | 0.03%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4992                            | CUSIP: 36202FRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21445 | PA      | $22599.13      | 0.00%             | 2041-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1326051.47    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K548 A2                       | CUSIP: 3137HNN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29000000 | PA      | $29327868.20   | 0.35%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      290000 | PA      | $297975.00     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |     1625000 | PA      | $1869687.56    | 0.02%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    13313000 | PA      | $15685184.60   | 0.18%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     2758589 | PA      | $3745732.06    | 0.04%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      494000 | PA      | $543856.52     | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1185248.95    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HYB2                                        | CWHL 2007-HYB2 3A1                 | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136841 | PA      | $125124.30     | 0.00%             | 2047-02-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $85167.33      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A D                     | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510489 | PA      | $511964.32     | 0.01%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK TRANSPRTN DE              | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      120000 | PA      | $118350.12     | 0.00%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 B                     | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $632802.81     | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | ALLIANT ENERGY F                   | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21242.54      | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3                   | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127196 | PA      | $125293.75     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5201 CA                        | CUSIP: 3137H64V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3984648 | PA      | $3672511.98    | 0.04%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      864000 | PA      | $884808.61     | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     8245000 | PA      | $8468491.77    | 0.10%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13628.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                    | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     3207000 | PA      | $2129214.87    | 0.03%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71925                          | CUSIP: 3128L5D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35153 | PA      | $35862.95      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9546                          | CUSIP: 3133B7TB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192879 | PA      | $178784.77     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     1800000 | PA      | $1183554.86    | 0.01%             | 2031-08-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1126560.76    | 0.01%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                    | CGCMT 2015-GC33 C                  | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203404 | PA      | $175021.01     | 0.00%             | 2058-09-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      121000 | PA      | $124828.83     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1505000 | PA      | $1480956.11    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      525000 | PA      | $534017.15     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1599802.25    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0620                          | CUSIP: 3140XFVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2599670 | PA      | $2339379.86    | 0.03%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                     | CAS 2024-R01 1M1                   | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      789601 | PA      | $789600.83     | 0.01%             | 2044-01-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                          | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5286301 | PA      | $5367741.43    | 0.06%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788014                          | CUSIP: 3622ADYK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17967789 | PA      | $17449076.92   | 0.21%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      750000 | PA      | $601799.17     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ5334                          | CUSIP: 3140Q04U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16875000 | PA      | $17014230.56   | 0.20%             | 2030-10-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2297000 | PA      | $2281155.61    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1233730.45    | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4508                          | CUSIP: 36179TAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      553031 | PA      | $486479.41     | 0.01%             | 2047-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      288000 | PA      | $282356.31     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      734000 | PA      | $702127.11     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1215020.83    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MZ                     | CUSIP: 35563PLL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2962920 | PA      | $2310905.44    | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8967                          | CUSIP: 36183E6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17068 | PA      | $16778.26      | 0.00%             | 2029-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      105000 | PA      | $108063.71     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60891                          | CUSIP: 31335A7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4316 | PA      | $4405.01       | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5057 AC                        | CUSIP: 3137F7HT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2072998.50    | 0.02%             | 2040-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2672000 | PA      | $2094831.58    | 0.02%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     1526000 | PA      | $1489178.44    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3263000 | PA      | $2577306.49    | 0.03%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 B                     | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $430791.94     | 0.01%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2438                          | CUSIP: 3140W2V81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4415292 | PA      | $4529810.27    | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                          | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3541398 | PA      | $3406404.87    | 0.04%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4797000 | PA      | $4769178.42    | 0.06%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      489000 | PA      | $496380.95     | 0.01%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI                   | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25096.92      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20283.88      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2123454.34    | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4542214 | PA      | $4571394.14    | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-375237.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1923.36       | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                            | GSMS 2018-GS9 A4                   | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253747 | PA      | $251930.76     | 0.00%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A3                     | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      777564 | PA      | $766224.74     | 0.01%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q31864                          | CUSIP: 3132QNCA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24601 | PA      | $25130.39      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA BR5                   | CUSIP: 08180FCJ8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     2240000 | PA      | $2239637.12    | 0.03%             | 2038-10-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |     1183000 | PA      | $1274312.69    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                                             | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      178232 | PA      | $175025.23     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1034284.56    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1608654.17    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QH2482                          | CUSIP: 3133CEXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      784169 | PA      | $795433.90     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4872000 | PA      | $4993278.26    | 0.06%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3880000 | PA      | $3929453.32    | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2139000 | PA      | $2133119.67    | 0.03%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788075                          | CUSIP: 3622AD2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13670681 | PA      | $12886734.27   | 0.15%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET                   | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |    24400000 | PA      | $28129792.77   | 0.33%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4547                          | CUSIP: 3140Q0BR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7670000 | PA      | $7659895.54    | 0.09%             | 2030-08-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2025-82 JA                     | CUSIP: 3136BXD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5165251 | PA      | $4712488.69    | 0.06%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759085                          | CUSIP: 36230UCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      460413 | PA      | $442082.11     | 0.01%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 D                     | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1304000 | PA      | $1329654.11    | 0.02%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU2010                          | CUSIP: 36194PGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1751333 | PA      | $1629971.95    | 0.02%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     2400000 | PA      | $2876319.49    | 0.03%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1887853.85    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DK5788                          | CUSIP: 3618L5ND9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      285518 | PA      | $297147.60     | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                                           | GSMS 2018-GS10 A5                  | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      196539 | PA      | $193488.38     | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     2252000 | PA      | $2290337.99    | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 A                     | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3020000 | PA      | $3076610.20    | 0.04%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2138                          | CUSIP: 31416XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         243 | PA      | $242.66        | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5086                          | CUSIP: 3132DSUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2469031 | PA      | $2517617.38    | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3102                          | CUSIP: 3138EKNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2139 | PA      | $2117.84       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA AR5                   | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     1970000 | PA      | $1972922.69    | 0.02%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47216000 | PA      | $48344757.50   | 0.57%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |     1180000 | PA      | $749523.18     | 0.01%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                     | CAS 2025-R04 1A1                   | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1051884 | PA      | $1053597.02    | 0.01%             | 2045-05-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-67 KZ                     | CUSIP: 3136AFGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4356909 | PA      | $3784508.93    | 0.04%             | 2043-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                          | CSAIL 2016-C7 A5                   | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |      263052 | PA      | $260656.44     | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A C                      | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281000 | PA      | $285743.17     | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5072                            | CUSIP: 36202FT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3355 | PA      | $3547.96       | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     4451000 | PA      | $4681476.83    | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    15763938 | PA      | $14347495.91   | 0.17%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                         | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      326000 | PA      | $323535.21     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32763000 | PA      | $23209258.09   | 0.27%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | SCRT 2018-4 MZ                     | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2307526 | PA      | $1774539.37    | 0.02%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TMSQ 2014-1500 Mortgage Trust                                                    | TMSQ 2014-1500 A                   | CUSIP: 87264JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1116692 | PA      | $1026609.01    | 0.01%             | 2036-10-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      311000 | PA      | $305323.32     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765095                          | CUSIP: 36176FXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30259 | PA      | $26920.86      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7727000 | PA      | $8068877.60    | 0.10%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 C                    | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109838 | PA      | $86652.02      | 0.00%             | 2050-09-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2959                          | CUSIP: 36179RJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56503 | PA      | $50212.74      | 0.00%             | 2045-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7763                          | CUSIP: 3132A8TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1797 | PA      | $1779.83       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23182000 | PA      | $23689106.25   | 0.28%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3372000 | PA      | $3362317.94    | 0.04%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12358.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A B                    | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $809042.64     | 0.01%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |       82886 | PA      | $82764.11      | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889650                          | CUSIP: 31410KL77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7793 | PA      | $8316.93       | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      595000 | PA      | $620375.04     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                    | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1092771.77    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25919                          | CUSIP: 3132M6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38575 | PA      | $38679.33      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                    | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      243000 | PA      | $227432.82     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783313                          | CUSIP: 36241LVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40644 | PA      | $41880.98      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DIRECTV FINANCIN                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      930000 | PA      | $925105.59     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3970                          | CUSIP: 3131X7MT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1158 | PA      | $1148.28       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 C                     | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124000 | PA      | $125989.20     | 0.00%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-101562.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | CHOBANI LLC                        | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      280000 | PA      | $280526.40     | 0.00%             | 2032-10-22      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3826                          | CUSIP: 3138X3HC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         384 | PA      | $381.50        | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     6975000 | PA      | $4394509.32    | 0.05%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1419000 | PA      | $1415684.55    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      364000 | PA      | $362421.06     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                          | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4067 | PA      | $4153.84       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL                | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     8660000 | PA      | $5980216.69    | 0.07%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1427549.02    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0890                          | CUSIP: 31427M7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5646036 | PA      | $5196796.03    | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782224                          | CUSIP: 36241KPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13124 | PA      | $13306.04      | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A4                    | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       43000 | PA      | $43185.07      | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5445                          | CUSIP: 31417CBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4268 | PA      | $4226.24       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                    | WAMU 2003-AR9 1A7                  | CUSIP: 92922FBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11061 | PA      | $10974.10      | 0.00%             | 2033-09-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2264598.75    | 0.03%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                    | VOLTAGRID L                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      325000 | PA      | $330508.89     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT                   | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |     4700000 | PA      | $5060783.85    | 0.06%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN6463                          | CUSIP: 3140JPFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21042 | PA      | $18967.19      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    18948000 | PA      | $17080655.69   | 0.20%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     7670000 | PA      | $7898194.70    | 0.09%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    58821000 | PA      | $59636968.80   | 0.70%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     6113000 | PA      | $5934528.31    | 0.07%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 C                     | CUSIP: 14290FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $382020.00     | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIV TXB-A                    | CUSIP: 264416AN8<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |     7505000 | PA      | $8299293.18    | 0.10%             | 2037-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5021000 | PA      | $5050117.98    | 0.06%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54557                          | CUSIP: 3132XXB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5039 | PA      | $4717.60       | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788018                          | CUSIP: 3622ADYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9146411 | PA      | $9295862.59    | 0.11%             | 2042-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A34                | CUSIP: 69392UBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6678079 | PA      | $6669021.25    | 0.08%             | 2056-09-01      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8042.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                    | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383000 | PA      | $388360.81     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $18019.82      | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     2201000 | PA      | $2301619.75    | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                  | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |     3100000 | PA      | $3728878.18    | 0.04%             | 2029-09-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                              | NAVRL 2025-C A                     | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1580000 | PA      | $1578992.91    | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-107733.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     1758000 | PA      | $1685039.02    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |      487000 | PA      | $511685.54     | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1326000 | PA      | $1327434.78    | 0.02%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                    | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     4362000 | PA      | $2927073.47    | 0.03%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08680                          | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22973 | PA      | $20961.35      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4838                          | CUSIP: 3140Q0LU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5250000 | PA      | $5249912.85    | 0.06%             | 2030-09-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU2094                          | CUSIP: 3140M3KG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81333 | PA      | $75313.91      | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |      345000 | PA      | $330047.18     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A9                 | CUSIP: 69392UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8312210 | PA      | $8393675.11    | 0.10%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-186082.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4194                          | CUSIP: 36179SUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6253830 | PA      | $5497702.15    | 0.06%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35488.33      | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                                              | VOYA 2022-3A A1R2                  | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     1640000 | PA      | $1640070.03    | 0.02%             | 2036-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8301000 | PA      | $6965057.81    | 0.08%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3418000 | PA      | $3459940.87    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A A4                   | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      211000 | PA      | $216019.75     | 0.00%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $50105.37      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4946                          | CUSIP: 3132DSP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9329115 | PA      | $7725723.85    | 0.09%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73261.72      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 B                     | CUSIP: 02007WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      316000 | PA      | $322832.96     | 0.00%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97618                          | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4191 | PA      | $4208.46       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2053.35       | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A9                 | CUSIP: 69382CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20818344 | PA      | $20937485.52   | 0.25%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      245000 | PA      | $249426.05     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8915                          | CUSIP: 36180M3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      910541 | PA      | $814694.32     | 0.01%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      726000 | PA      | $737661.30     | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 C                     | CUSIP: 14319WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146000 | PA      | $148265.69     | 0.00%             | 2030-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8148                          | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5949588 | PA      | $5355196.43    | 0.06%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $319491.65     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                          | STACR 2025-DNA1 A1                 | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |      163677 | PA      | $163830.76     | 0.00%             | 2045-01-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      650000 | PA      | $617545.19     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      735000 | PA      | $747799.62     | 0.01%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 C                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      924000 | PA      | $925172.46     | 0.01%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      380000 | PA      | $392311.53     | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3975                            | CUSIP: 36202EMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12070 | PA      | $12486.99      | 0.00%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1993                          | CUSIP: 3617UMGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      150232 | PA      | $134999.69     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      490000 | PA      | $508204.58     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |      688000 | PA      | $350592.28     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | SCRT 2019-1 MZ                     | CUSIP: 35563PJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3178537 | PA      | $2458198.20    | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                     | JPMCC 2010-C2 D                    | CUSIP: 46635GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32579 | PA      | $31079.31      | 0.00%             | 2043-11-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 11/25                     | CUSIP: 01F0226B6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -16250000 | PA      | $-13790283.00  | -0.16%            | 2025-11-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      400000 | PA      | $420082.25     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2691000 | PA      | $2736667.78    | 0.03%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184001.93     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8432.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783334                          | CUSIP: 36241LV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23272 | PA      | $24324.38      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 C                     | CUSIP: 36271NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914000 | PA      | $922674.13     | 0.01%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3727                          | CUSIP: 3131X7D88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2122 | PA      | $2105.80       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                    | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      903000 | PA      | $898258.19     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3840                            | CUSIP: 36202EHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34429 | PA      | $34972.61      | 0.00%             | 2036-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84237                          | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5539 | PA      | $5185.11       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-8 C                      | CUSIP: 92348KEU3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $238942.01     | 0.00%             | 2033-08-22      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 C                      | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      594000 | PA      | $609810.08     | 0.01%             | 2031-12-22      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                     | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      272308 | PA      | $264468.93     | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     7000000 | PA      | $3937913.00    | 0.05%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $3043117.89    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87339                          | CUSIP: 312934EL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1400 | PA      | $1429.71       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 B                      | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1680000 | PA      | $1709550.36    | 0.02%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 C                     | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      443294 | PA      | $445216.61     | 0.01%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                                               | DRSLF 2022-113A AR3                | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |      650000 | PA      | $649555.66     | 0.01%             | 2037-10-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5164                          | CUSIP: 3133KYWZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1250834 | PA      | $1194221.08    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1206756.48    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 C                     | CUSIP: 02007WAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      254000 | PA      | $259673.29     | 0.00%             | 2029-03-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 B                     | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      271000 | PA      | $273957.29     | 0.00%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      470000 | PA      | $469708.60     | 0.01%             | 2032-08-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5                  | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9985291 | PA      | $9169228.12    | 0.11%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                     | CAS 2024-R04 1A1                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280984 | PA      | $281422.37     | 0.00%             | 2044-05-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     3458000 | PA      | $2606025.48    | 0.03%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     4186000 | PA      | $4128351.80    | 0.05%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                          | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7166269 | PA      | $6212798.51    | 0.07%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                    | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     1700000 | PA      | $1054921.03    | 0.01%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5397                          | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2327508 | PA      | $2172038.40    | 0.03%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1918000 | PA      | $2083978.70    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783397                          | CUSIP: 36241LX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1510626 | PA      | $1537856.37    | 0.02%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     7907000 | PA      | $8210346.06    | 0.10%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4319                          | CUSIP: 36179SYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      491762 | PA      | $432554.39     | 0.01%             | 2047-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     2077000 | PA      | $2238528.63    | 0.03%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B B                     | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      161441 | PA      | $162524.10     | 0.00%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1991241.63    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77292                          | CUSIP: 3128LBC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3955 | PA      | $4036.69       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2023-2 A                     | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      397000 | PA      | $409626.23     | 0.00%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                           | CRVNA 2021-P3 A4                   | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      287266 | PA      | $284330.57     | 0.00%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                          | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27227 | PA      | $27783.15      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07785                          | CUSIP: 3128M96W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9600 | PA      | $9633.62       | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94672                          | CUSIP: 312943FM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1804 | PA      | $1811.29       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      763000 | PA      | $775397.38     | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3622                          | CUSIP: 3140NYAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16890000 | PA      | $17015637.95   | 0.20%             | 2030-04-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1186                          | CUSIP: 3140QLJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14687511 | PA      | $11979580.26   | 0.14%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6505                          | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48718 | PA      | $39964.52      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C6052                          | CUSIP: 3142BGWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11566970 | PA      | $11601183.71   | 0.14%             | 2055-09-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A B                      | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      636000 | PA      | $645763.49     | 0.01%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6852000 | PA      | $5458444.89    | 0.06%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                    | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |    20124000 | PA      | $23265379.54   | 0.27%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       41000 | PA      | $40477.37      | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4600                            | CUSIP: 36202FDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      121287 | PA      | $125602.40     | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | COLBUN SA                          | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    10750000 | PA      | $10851137.14   | 0.13%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU2118                          | CUSIP: 3140M3K82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21121 | PA      | $19610.87      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR                   | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2821201.65    | 0.03%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6406                          | CUSIP: 3133KNDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37971352 | PA      | $31077383.39   | 0.37%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3541                          | CUSIP: 3131X65A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         892 | PA      | $885.63        | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                   | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      974000 | PA      | $994365.07     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08658                          | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16874 | PA      | $15407.86      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $131851.51     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1198515.00    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8427                          | CUSIP: 36178VLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      138629 | PA      | $124275.23     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    11750000 | PA      | $13555397.45   | 0.16%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A C                     | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1074713 | PA      | $1077206.38    | 0.01%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $580928.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                                      | TALNT 2024-1A A                    | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |      929000 | PA      | $961015.48     | 0.01%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1290355.58    | 0.02%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 A4                  | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306632 | PA      | $301498.24     | 0.00%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Artea bankas AB                                                                  | ARTEA BANKAS AB                    | CUSIP: N/A<br>LEI: 549300TK038P6EV4YU51       | Long             | DBT              | CORP              | LT        |     1300000 | PA      | $1535427.22    | 0.02%             | 2028-12-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XDD5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      749000 | PA      | $735641.72     | 0.01%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      710000 | PA      | $708238.89     | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A A4                   | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      333075 | PA      | $339230.66     | 0.00%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3709                            | CUSIP: 36202EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1773 | PA      | $1774.84       | 0.00%             | 2035-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13860000 | PA      | $12236441.31   | 0.14%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | PA      | $448365.71     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3305                          | CUSIP: 3140XJU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3199088 | PA      | $2936989.02    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | ATHENAHEALTH GRP                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     2783008 | PA      | $2769092.48    | 0.03%             | 2029-02-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9880                          | CUSIP: 3133KR6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      471074 | PA      | $490111.08     | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4218383.29    | 0.05%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      400000 | PA      | $381308.87     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6557                          | CUSIP: 3132DUJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37112634 | PA      | $31752608.28   | 0.37%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4193                            | CUSIP: 36202EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1245 | PA      | $1266.44       | 0.00%             | 2038-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      495000 | PA      | $519193.65     | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $15105.93      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc                                                                        | ENPRO INC                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1466837.29    | 0.02%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       80000 | PA      | $86232.87      | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      520000 | PA      | $525174.19     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Solvay SA                                                                        | SOLVAY SA                          | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | DBT              | CORP              | BE        |      700000 | PA      | $832680.33     | 0.01%             | 2031-10-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3                 | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1153814 | PA      | $1200096.13    | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5134                          | CUSIP: 3140XLV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5354863 | PA      | $5030505.55    | 0.06%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0765                          | CUSIP: 31427MZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23529262 | PA      | $23153831.18   | 0.27%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1465000 | PA      | $1531402.26    | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BE6414                          | CUSIP: 3617G1DT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      830216 | PA      | $794677.81     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4                   | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254764 | PA      | $250428.53     | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: JPY 0.926000 15-DEC-2027 FTO | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 16491594135 | NC      | $74930.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1705916.40    | 0.02%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2638000 | PA      | $2435420.06    | 0.03%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A C                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      517000 | PA      | $523552.92     | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1253247.69    | 0.01%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $102231.79     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR                   | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1006781.62    | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     6575000 | PA      | $6611952.10    | 0.08%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS1286                          | CUSIP: 3132A1NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      548066 | PA      | $557986.32     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                          | BFLD 2025-5MW A                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2890000 | PA      | $2887902.15    | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                    | CHAOT 2025-2A D                    | CUSIP: 16144MAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      660000 | PA      | $656023.90     | 0.01%             | 2033-02-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.810000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -14300000 | NC      | $-306968.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A4                    | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      242000 | PA      | $243821.66     | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                      | ALLIED UNIVERSAL                   | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1292191.63    | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      958000 | PA      | $893043.38     | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3210496.78    | 0.04%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2025-1 A                     | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2660000 | PA      | $2659986.70    | 0.03%             | 2029-08-16      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS6818                          | CUSIP: 3132A7SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5932 | PA      | $5882.58       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70000000 | PA      | $70546875.00   | 0.83%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |     1199000 | PA      | $1578359.56    | 0.02%             | 2025-12-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                         | FORDR 2025-1 A                     | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1550000 | PA      | $1589360.70    | 0.02%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      780000 | PA      | $765602.12     | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712395                          | CUSIP: 36297HNL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1044 | PA      | $1056.51       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C C                      | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      329000 | PA      | $333042.26     | 0.00%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                          | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4419 | PA      | $4107.00       | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B B                      | CUSIP: 44934QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      315000 | PA      | $321056.10     | 0.00%             | 2030-09-16      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3001000 | PA      | $3133990.01    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 B                     | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $550288.67     | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      610000 | PA      | $639120.15     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    10380000 | PA      | $10724450.24   | 0.13%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     3435000 | PA      | $3168072.75    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-1 B                     | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      811000 | PA      | $823634.89     | 0.01%             | 2029-04-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust 2005-AR6                                               | GMACM 2005-AR6 3A1                 | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12765 | PA      | $11187.44      | 0.00%             | 2035-11-19      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      985000 | PA      | $991366.91     | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84293                          | CUSIP: 3132L9XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6237 | PA      | $5840.69       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07810                          | CUSIP: 3128MAAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      134062 | PA      | $134665.10     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      473000 | PA      | $502146.40     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82363                          | CUSIP: 3132L7TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190852 | PA      | $191625.87     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A C                    | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $914844.11     | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2474125.13    | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 A5                  | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198240 | PA      | $197682.83     | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3486000 | PA      | $2756029.69    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2657                            | CUSIP: 36202C5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5591 | PA      | $5691.88       | 0.00%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $775646.63     | 0.01%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3374                          | CUSIP: 36179RXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      427718 | PA      | $377777.76     | 0.00%             | 2046-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8455                          | CUSIP: 3132A9MC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3451 | PA      | $3420.62       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1460546.96    | 0.02%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     3639000 | PA      | $3813378.88    | 0.04%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B               | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3580000 | PA      | $2487592.00    | 0.03%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 A                   | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2270000 | PA      | $2160935.81    | 0.03%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4833                          | CUSIP: 36179TLN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6755 | PA      | $5661.42       | 0.00%             | 2046-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                   | DAWN BIDCO LLC                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      750000 | PA      | $747187.50     | 0.01%             | 2032-10-07      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    24580214 | PA      | $27902150.76   | 0.33%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3249.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 3.250000 26-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    55600000 | NC      | $366675.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91645                          | CUSIP: 312939ZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127763 | PA      | $128345.63     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3574565.28    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1682839.79    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4662                          | CUSIP: 36179EFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25263 | PA      | $22895.74      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | SFUEL 2025-BA C                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      810000 | PA      | $812131.76     | 0.01%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5166                          | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      488155 | PA      | $499977.23     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      900000 | PA      | $1002542.97    | 0.01%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BG4091                          | CUSIP: 3617GNRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      612497 | PA      | $586278.45     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbejdernes Landsbank AS                                                         | ARBEJDERNES LAND                   | CUSIP: N/A<br>LEI: 549300D6BJ7XOO03RR69       | Long             | DBT              | CORP              | DK        |     4200000 | PA      | $4922089.19    | 0.06%             | 2030-03-05      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8242000 | PA      | $8344927.89    | 0.10%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1687076.08    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $1123209.83    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK50 AS                 | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890000 | PA      | $943445.12     | 0.01%             | 2068-05-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06693                          | CUSIP: 3128M8XW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40046 | PA      | $40909.76      | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      260000 | PA      | $262725.78     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4390 NZ                        | CUSIP: 3137BDXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57148728 | PA      | $52357613.16   | 0.62%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08607                          | CUSIP: 3128MJU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20906 | PA      | $20949.07      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      719000 | PA      | $715586.99     | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25338000 | PA      | $18345305.92   | 0.22%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      293000 | PA      | $293553.67     | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15663000 | PA      | $15129525.56   | 0.18%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25157                          | CUSIP: 3132M5ME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5085 | PA      | $5093.41       | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24744                          | CUSIP: 3132M45D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15663 | PA      | $15730.85      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                  | GMREV 2021-1 C                     | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      171000 | PA      | $166646.20     | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                            | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1846 | PA      | $1955.37       | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1325693.26    | 0.02%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     2936000 | PA      | $3073118.70    | 0.04%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-3A A                    | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      575000 | PA      | $592014.60     | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6590.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4128                          | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7576 | PA      | $7339.42       | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2591858.27    | 0.03%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08567                          | CUSIP: 3128MJTZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29064 | PA      | $28408.84      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AE5683                          | CUSIP: 36180YJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      987555 | PA      | $910021.54     | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4193                          | CUSIP: 36179SUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25299 | PA      | $21597.78      | 0.00%             | 2043-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93070                          | CUSIP: 312941MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12474 | PA      | $12744.15      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A A4                   | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $246789.09     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4144000 | PA      | $4265538.92    | 0.05%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.358000 18-OCT-2045 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    20400000 | NC      | $-101399.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3759                            | CUSIP: 36202EE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      429021 | PA      | $435619.91     | 0.01%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |      256000 | PA      | $276239.44     | 0.00%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8280                          | CUSIP: 36179JFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14075 | PA      | $12629.58      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19673128 | PA      | $19716775.07   | 0.23%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7936                          | CUSIP: 3140M9ZA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76376 | PA      | $70651.85      | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      194000 | PA      | $191142.72     | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1125000 | PA      | $1196374.53    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $167819.32     | 0.00%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7451                          | CUSIP: 3132A8H44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         313 | PA      | $312.38        | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85726                          | CUSIP: 312932LF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1189 | PA      | $1213.64       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                          | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7193431 | PA      | $7049429.71    | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      960000 | PA      | $958007.80     | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      132000 | PA      | $132731.85     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788015                          | CUSIP: 3622ADYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    47896502 | PA      | $46499399.11   | 0.55%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | CROWN AMERICAS L                   | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2906952.58    | 0.03%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                            | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1158 | PA      | $1178.72       | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A C                      | CUSIP: 448973AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $326438.18     | 0.00%             | 2031-07-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                       | MUELLER WATER                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      125000 | PA      | $120608.06     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1154961.42    | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3983                          | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7152278 | PA      | $7422313.62    | 0.09%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3629                          | CUSIP: 3140NYA76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12200000 | PA      | $12445078.48   | 0.15%             | 2030-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19086.38      | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2320087.42    | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-436682.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8132                          | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2952633 | PA      | $2720812.42    | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      451000 | PA      | $449168.98     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B2925                          | CUSIP: 31326HHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101214 | PA      | $104376.66     | 0.00%             | 2044-07-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1085051.89    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6283                          | CUSIP: 36178D6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113882 | PA      | $101943.35     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 C                     | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98781 | PA      | $99359.95      | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 C                     | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $936303.45     | 0.01%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08368                          | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1008 | PA      | $1012.53       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     8796000 | PA      | $9186852.90    | 0.11%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      657000 | PA      | $662037.42     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92821                          | CUSIP: 312941D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10856 | PA      | $11089.17      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      488000 | PA      | $485663.00     | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A C                    | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147467 | PA      | $151102.65     | 0.00%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90768                          | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19202 | PA      | $19610.99      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      284000 | PA      | $298840.48     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3100000 | PA      | $3102895.57    | 0.04%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      719000 | PA      | $999796.10     | 0.01%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8D0898                          | CUSIP: 3142BN7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1640000 | PA      | $1656068.23    | 0.02%             | 2055-10-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                          | STACR 2024-DNA1 A1                 | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |      697998 | PA      | $701488.29     | 0.01%             | 2044-02-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92503                          | CUSIP: 312940X87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51750 | PA      | $51971.23      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                        | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |     5000000 | PA      | $5626579.07    | 0.07%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A C                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274000 | PA      | $281005.77     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | BAITEREK NATIONA                   | CUSIP: 05709VAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     5000000 | PA      | $5090024.34    | 0.06%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2476155.93    | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1018                          | CUSIP: 31418ADY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1674 | PA      | $1659.93       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      571000 | PA      | $586804.41     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05253                          | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53586 | PA      | $54681.99      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2134011.66    | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 C                   | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231000 | PA      | $233262.28     | 0.00%             | 2028-12-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | TSY INFL IX N/B                    | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    17108300 | PA      | $18108066.60   | 0.21%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      968000 | PA      | $995697.64     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     6500000 | PA      | $8123933.47    | 0.10%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A B                     | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $670474.43     | 0.01%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A4                   | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216626 | PA      | $215461.12     | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR2 A                   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2963647 | PA      | $2817772.35    | 0.03%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B1726                          | CUSIP: 31326F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212588 | PA      | $219751.89     | 0.00%             | 2043-09-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788019                          | CUSIP: 3622ADYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20243103 | PA      | $20582881.03   | 0.24%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV5 A8                 | CUSIP: 729907AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    95617817 | PA      | $97173069.35   | 1.14%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     3232000 | PA      | $3119781.97    | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     6662000 | PA      | $6750217.54    | 0.08%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-8A A                    | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1306000 | PA      | $1367496.80    | 0.02%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1588000 | PA      | $1599146.11    | 0.02%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                               | ALLYA 2023-A D                     | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175000 | PA      | $181098.59     | 0.00%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783487                          | CUSIP: 36241L2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      361407 | PA      | $373062.06     | 0.00%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TR        |     8481000 | PA      | $9992004.19    | 0.12%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      456135 | PA      | $484812.85     | 0.01%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                  | GMREV 2024-1 B                     | CUSIP: 36269KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $272529.61     | 0.00%             | 2036-12-11      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                     | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     2475000 | PA      | $2608189.34    | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $2458031.98    | 0.03%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                                                   | SCANDINAVIAN TOB                   | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |      192000 | PA      | $231043.69     | 0.00%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1414709.92    | 0.02%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      243000 | PA      | $271891.09     | 0.00%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                             | BLAST 2025-3 C                     | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      940000 | PA      | $940961.15     | 0.01%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $4799113.75    | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4353000 | PA      | $4310321.62    | 0.05%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-1A A                    | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      599000 | PA      | $617491.97     | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04468                          | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82506 | PA      | $84176.39      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1304073.98    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75249                          | CUSIP: 3128L8ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10647 | PA      | $10865.91      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1197495.97    | 0.01%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12475000 | PA      | $12336771.68   | 0.15%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      166000 | PA      | $165887.31     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: PLN 4.415000 18-JUN-2035 WIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47000000 | NC      | $-59709.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | HACLN 2024-1 B1                    | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      318236 | PA      | $323075.47     | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3819                            | CUSIP: 36202EG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      248080 | PA      | $256016.54     | 0.00%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782086                          | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45430 | PA      | $45953.56      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     3700000 | PA      | $4243661.38    | 0.05%             | 2027-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      230000 | PA      | $231056.20     | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     2098000 | PA      | $2110254.99    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                          | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2156972 | PA      | $2210218.69    | 0.03%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A C                     | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1051136.21    | 0.01%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                      | INVERSION ESCROW                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1132063.35    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                          | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15764779 | PA      | $14800422.30   | 0.17%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8367                          | CUSIP: 36178VJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38187 | PA      | $34150.81      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 C                     | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1231000 | PA      | $1250943.92    | 0.01%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $104975.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | COMISIO RIO LEMP                   | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     8160000 | PA      | $8643704.15    | 0.10%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2041                          | CUSIP: 3140XHHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28828105 | PA      | $23540105.26   | 0.28%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                               | SUBWAY 2024-1A A2I                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2275020 | PA      | $2302483.13    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2169000 | PA      | $2206439.81    | 0.03%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5764                          | CUSIP: 3132DTMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15732164 | PA      | $12900459.03   | 0.15%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54727                          | CUSIP: 3132XXHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10536 | PA      | $9863.11       | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2020-7 EP                      | CUSIP: 38382DFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2414284 | PA      | $2128354.52    | 0.03%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1990                          | CUSIP: 3617UMF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      591162 | PA      | $531224.31     | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                        | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     3123000 | PA      | $2371392.56    | 0.03%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1127812.82    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7425                          | CUSIP: 3140M9HB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      178666 | PA      | $165442.54     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4113                            | CUSIP: 36202ESA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110305 | PA      | $112197.39     | 0.00%             | 2038-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0800                          | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4046 | PA      | $4009.03       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |      243000 | PA      | $250097.89     | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                   | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     1460000 | PA      | $1520221.66    | 0.02%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      917000 | PA      | $932875.27     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      263000 | PA      | $261513.29     | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07779                          | CUSIP: 3128M96Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12260 | PA      | $12304.65      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                               | FHS 357 200                        | CUSIP: 3132J0P50<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8449609 | PA      | $7338951.72    | 0.09%             | 2047-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5104                          | CUSIP: 3138XUU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      363818 | PA      | $375745.52     | 0.00%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      476000 | PA      | $466770.52     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A C                     | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      575032 | PA      | $582813.29     | 0.01%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                       | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      974000 | PA      | $1013175.14    | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22791.02      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     2300000 | PA      | $1712026.78    | 0.02%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      888000 | PA      | $852885.25     | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                    | SCRT 2020-1 MT                     | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11605304 | PA      | $9593543.49    | 0.11%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $422365.95     | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5878220.48    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A C                    | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       91000 | PA      | $93256.31      | 0.00%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                         | PMTLT 2025-INV2 A7                 | CUSIP: 73015JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      861794 | PA      | $874360.48     | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     2814000 | PA      | $2829722.13    | 0.03%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49493.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                              | BACM 2015-UBS7 C                   | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81361 | PA      | $73725.89      | 0.00%             | 2048-09-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2488294.07    | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1194861.60    | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      932000 | PA      | $952205.32     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3766                          | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16286221 | PA      | $15581768.77   | 0.18%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 B                     | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      239000 | PA      | $240284.24     | 0.00%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                          | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9204289 | PA      | $7657558.14    | 0.09%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1338974.40    | 0.02%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4                   | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |      275613 | PA      | $274225.54     | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05659                          | CUSIP: 3128M7TQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12743 | PA      | $12800.74      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC0508                          | CUSIP: 3133AJR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28168 | PA      | $26189.20      | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A C                    | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530000 | PA      | $530866.13     | 0.01%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10699.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24610                          | CUSIP: 3132M4YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16524 | PA      | $16153.86      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1201                          | CUSIP: 3142BBKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3440000 | PA      | $3472221.45    | 0.04%             | 2055-11-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                          | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      478266 | PA      | $490071.97     | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6920                          | CUSIP: 36178EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29325 | PA      | $29019.51      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | CAS 2023-R06 1M1                   | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62619 | PA      | $62850.68      | 0.00%             | 2043-07-25      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1491335.39    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788070                          | CUSIP: 3622AD2B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8225732 | PA      | $7492808.83    | 0.09%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                                                | BAAT 2023-1A A4                    | CUSIP: 06428AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      174000 | PA      | $176275.94     | 0.00%             | 2029-07-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A C                    | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $229045.10     | 0.00%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4261                          | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11019641 | PA      | $10052169.80   | 0.12%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1236818.03    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust                   | WAMU 2002-AR18 A                   | CUSIP: 929227ZC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1803 | PA      | $1797.93       | 0.00%             | 2033-01-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A C                    | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2292794.33    | 0.03%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      930000 | PA      | $921789.31     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     3724000 | PA      | $1494822.70    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                    | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     3798000 | PA      | $3805280.75    | 0.04%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783213                          | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2283 | PA      | $2350.71       | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A C                    | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305000 | PA      | $306698.88     | 0.00%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 787966                          | CUSIP: 3622ADW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7303024 | PA      | $7849431.59    | 0.09%             | 2040-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01237                          | CUSIP: 3132GELS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3635 | PA      | $3646.52       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      121000 | PA      | $128298.53     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     1600000 | PA      | $1868528.64    | 0.02%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: CZK 3.588500 18-SEP-2030 PRI  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  1142985000 | NC      | $-735045.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      250000 | PA      | $242587.38     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     9616000 | PA      | $7449925.17    | 0.09%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1353                          | CUSIP: 36178LQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10421 | PA      | $9812.33       | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0758                          | CUSIP: 31427MZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8110463 | PA      | $7288462.16    | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6602355.43    | 0.08%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8407                          | CUSIP: 36178VKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      326694 | PA      | $292868.01     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0912                          | CUSIP: 3140W1AN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16467490 | PA      | $15883849.23   | 0.19%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1029                          | CUSIP: 3140W1EB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13121274 | PA      | $12162469.83   | 0.14%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                   | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      244000 | PA      | $244604.35     | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4244000 | PA      | $4446947.96    | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A B                    | CUSIP: 16144BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94074 | PA      | $96037.29      | 0.00%             | 2029-11-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2                  | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     2650000 | PA      | $2844147.22    | 0.03%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BE6810                          | CUSIP: 3617G1R75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1262622 | PA      | $1208573.91    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      915000 | PA      | $914981.43     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.221000 22-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48600000 | NC      | $-79940.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888745                          | CUSIP: 31410GL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         975 | PA      | $1042.10       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     6195000 | PA      | $6466822.16    | 0.08%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    24092103 | PA      | $26006079.14   | 0.31%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1153                          | CUSIP: 3142BBH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2900622 | PA      | $2925580.55    | 0.03%             | 2055-09-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC5151                          | CUSIP: 3140F0WM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12164 | PA      | $11769.27      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1116                          | CUSIP: 3132DNGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151531 | PA      | $140221.07     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3183000 | PA      | $3293356.26    | 0.04%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777254                          | CUSIP: 36176VH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49843 | PA      | $44532.31      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL                   | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      974000 | PA      | $981241.50     | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15200000 | PA      | $14976156.29   | 0.18%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 B                     | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75000 | PA      | $76388.82      | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86612                          | CUSIP: 312933KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48746 | PA      | $48964.93      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3723                            | CUSIP: 36202ED48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16646 | PA      | $16899.29      | 0.00%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2398000 | PA      | $2361974.42    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                               | ELM21 2022-8A BR2                  | CUSIP: 289907AY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1120000 | PA      | $1121540.56    | 0.01%             | 2038-10-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4343                            | CUSIP: 36202EZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3224 | PA      | $3336.90       | 0.00%             | 2039-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24103                          | CUSIP: 3132M4GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2736 | PA      | $2673.35       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      814000 | PA      | $803619.81     | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1671934.86    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0687                          | CUSIP: 36177WXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171073 | PA      | $162602.94     | 0.00%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      700000 | PA      | $698987.73     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7240                          | CUSIP: 3133B5BH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189628 | PA      | $176008.65     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      201000 | PA      | $197775.21     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                  | AHART 2024-1A A4                   | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      241000 | PA      | $244763.89     | 0.00%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                  | WELLI 2023-1A AR                   | CUSIP: 94957JAJ3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |      590000 | PA      | $590000.00     | 0.01%             | 2038-10-20      | Floating      | 5.08%                 | Yes           |                  3 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       84000 | PA      | $88091.55      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2740                          | CUSIP: 31329LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      179739 | PA      | $178037.50     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $2923534.49    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                      | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     6738000 | PA      | $5667645.62    | 0.07%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2092349.41    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3444000 | PA      | $3518203.15    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J3                                                           | PMTLT 2025-J3 A35                  | CUSIP: 69392XBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2799548.36    | 0.03%             | 2056-11-27      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3343000 | PA      | $3303131.63    | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04951                          | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40938 | PA      | $41765.28      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $178974.19     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      487000 | PA      | $461692.06     | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4268                            | CUSIP: 36202EW54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5930 | PA      | $6233.31       | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD0205                          | CUSIP: 3133AWGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147399 | PA      | $137825.78     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05169                          | CUSIP: 3128M7CE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6132 | PA      | $6259.82       | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1016000 | PA      | $1052165.65    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                             | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     1136000 | PA      | $1151997.15    | 0.01%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      508000 | PA      | $485993.06     | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q32273                          | CUSIP: 3132QNQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16647 | PA      | $16671.05      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08443                          | CUSIP: 3128MJP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2123 | PA      | $2131.52       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3571898.51    | 0.04%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4998                          | CUSIP: 3140Q0RU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10600000 | PA      | $10584962.84   | 0.12%             | 2030-09-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783376                          | CUSIP: 36241LXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1057 | PA      | $1074.26       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    12000000 | PA      | $13827992.11   | 0.16%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      483055 | PA      | $411357.18     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    18973000 | PA      | $21810367.43   | 0.26%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK4375                          | CUSIP: 3131X72G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      201526 | PA      | $199420.06     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7945                          | CUSIP: 3140M9ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159883 | PA      | $148050.28     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A B                    | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $289270.65     | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782067                          | CUSIP: 36241KJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      181922 | PA      | $187643.25     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H               | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1705000 | PA      | $1848958.09    | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6038000 | PA      | $6149047.59    | 0.07%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    12327000 | PA      | $12610608.42   | 0.15%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2018-B                                      | NAVSL 2018-BA A2A                  | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       30626 | PA      | $30567.31      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                    | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       81000 | PA      | $85265.14      | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                          | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39384361 | PA      | $39486264.05   | 0.47%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05726                          | CUSIP: 3128M7VT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19508 | PA      | $19925.47      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2908000 | PA      | $2886459.51    | 0.03%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     6647000 | PA      | $6567442.10    | 0.08%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3052                            | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10915 | PA      | $11213.70      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4126                          | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5012977 | PA      | $4572861.26    | 0.05%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2714                          | CUSIP: 31329LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146608 | PA      | $145432.89     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      771000 | PA      | $784319.46     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908916                          | CUSIP: 31411HYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6529 | PA      | $6969.35       | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05958                          | CUSIP: 3128M75T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8581 | PA      | $8765.49       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                            | CARLYLE GRP INC                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     1179000 | PA      | $1167124.09    | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       44000 | PA      | $36505.32      | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     1893000 | PA      | $2350736.88    | 0.03%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 B                     | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129000 | PA      | $130361.56     | 0.00%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 2.250000 10-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -248400000 | NC      | $-56117.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      792000 | PA      | $783970.74     | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      991000 | PA      | $972094.11     | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $8497425.82    | 0.10%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                             | BLAST 2025-4 C                     | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $639986.05     | 0.01%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.457300 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    49117768 | NC      | $108654.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                       | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     1173000 | PA      | $1169558.92    | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: ZS8419047<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |    11020000 | PA      | $10980179.36   | 0.13%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759135                          | CUSIP: 36230UEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      353902 | PA      | $339883.88     | 0.00%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46200000 | PA      | $45842671.64   | 0.54%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1993000 | PA      | $2029549.31    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $826349.66     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      831000 | PA      | $828919.86     | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      121000 | PA      | $123736.63     | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1888997.64    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    31631000 | PA      | $37525127.85   | 0.44%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                      | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     2414000 | PA      | $2025181.47    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                               | TACLN 2025-1 B                     | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2862897 | PA      | $2860821.79    | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2376000 | PA      | $2323696.50    | 0.03%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $223077.09     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3253915.39    | 0.04%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4801                          | CUSIP: 3140Q0KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12040000 | PA      | $12089601.19   | 0.14%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5585000 | PA      | $5670836.31    | 0.07%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6232875.71    | 0.07%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                          | VICTORIA POWER N                   | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |      600000 | PA      | $372320.56     | 0.00%             | 2028-04-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE0937                          | CUSIP: 3140FLBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44226 | PA      | $42808.62      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2633536.53    | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      530000 | PA      | $496973.81     | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2715000 | PA      | $2707801.50    | 0.03%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-314088.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9742                          | CUSIP: 3140XRZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12461214 | PA      | $10770527.23   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      295000 | PA      | $281394.62     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4711000 | PA      | $3359715.89    | 0.04%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altrad Investment Authority SAS                                                  | ALTRAD INVESTMEN                   | CUSIP: N/A<br>LEI: 969500ZVXDEW43J4LH50       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $931702.86     | 0.01%             | 2029-06-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                   | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    20214000 | PA      | $20549856.34   | 0.24%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0469                          | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15986611 | PA      | $14335133.27   | 0.17%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738971                          | CUSIP: 3620AS6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1030 | PA      | $1023.14       | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -47100000 | NC      | $-30693.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3103                          | CUSIP: 36179RNU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      448262 | PA      | $398747.96     | 0.00%             | 2045-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A B                    | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219168 | PA      | $224624.93     | 0.00%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0929                          | CUSIP: 3140Y7A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4559499 | PA      | $4579034.02    | 0.05%             | 2055-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: ED0617438<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     1950000 | PA      | $2559575.72    | 0.03%             | 2026-03-31      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC3793                          | CUSIP: 36179DGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27126 | PA      | $26774.13      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 5.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47100000 | NC      | $3242.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      465000 | PA      | $460810.53     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5930000 | PA      | $6159923.63    | 0.07%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q34590                          | CUSIP: 3132QRC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37292 | PA      | $34187.90      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                        | KOREA ELEC PWR                     | CUSIP: 500631AZ9<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     1958000 | PA      | $1975405.69    | 0.02%             | 2026-07-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      550000 | PA      | $551276.07     | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 C                    | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |      177470 | PA      | $163786.50     | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      394000 | PA      | $405866.75     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475332                          | CUSIP: 36209MA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52047 | PA      | $50337.20      | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      210000 | PA      | $179096.18     | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3654000 | PA      | $3715855.00    | 0.04%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25749                          | CUSIP: 3132M6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4793 | PA      | $4685.55       | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                   | OCT57 2021-1A B1R                  | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1500000 | PA      | $1502139.45    | 0.02%             | 2034-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |    14828000 | PA      | $17107244.02   | 0.20%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.538900 10-DEC-2035 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    21000000 | NC      | $97895.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1254062.18    | 0.01%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                          | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2128082 | PA      | $2159436.00    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                          | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35061416 | PA      | $29158577.97   | 0.34%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                        | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $29841.23      | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING                    | CUSIP: 82622RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5395000 | PA      | $5788631.94    | 0.07%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                            | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $2711.57       | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                    | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     4820000 | PA      | $4884223.13    | 0.06%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     3555000 | PA      | $3660197.07    | 0.04%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1976000 | PA      | $2128927.29    | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08563                          | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11855 | PA      | $11589.06      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 B                   | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194251 | PA      | $185834.90     | 0.00%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849462                          | CUSIP: 31300MQP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100591 | PA      | $102984.36     | 0.00%             | 2044-10-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1900                          | CUSIP: 31427PDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      996576 | PA      | $1022423.49    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11153.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 C                      | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      322000 | PA      | $325322.04     | 0.00%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0865                          | CUSIP: 3133B96A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      302620 | PA      | $280885.40     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03565                          | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1592 | PA      | $1563.99       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      251000 | PA      | $247253.04     | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1084573.22    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                             | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      116000 | PA      | $117391.09     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      147000 | PA      | $151653.57     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01181                          | CUSIP: 3132GEJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7882 | PA      | $7911.98       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    14192000 | PA      | $16662644.14   | 0.20%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     1669000 | PA      | $1799284.11    | 0.02%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2276000 | PA      | $2378590.09    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      180000 | PA      | $193610.84     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2760000 | PA      | $2869801.21    | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2006-HYB1                                        | CWHL 2006-HYB1 1A1                 | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108794 | PA      | $101319.64     | 0.00%             | 2036-03-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4560                            | CUSIP: 36202FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      651974 | PA      | $675171.74     | 0.01%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2010000 | PA      | $1633154.04    | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 263901AD2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     3232000 | PA      | $2761918.38    | 0.03%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782073                          | CUSIP: 36241KJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39294 | PA      | $39722.05      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     2346000 | PA      | $2463769.01    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1561967.92    | 0.02%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.460000 22-OCT-2026 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   170000000 | NC      | $-295066.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      223000 | PA      | $292757.09     | 0.00%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9488000 | PA      | $8877871.34    | 0.10%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0716                          | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4799686 | PA      | $4786335.65    | 0.06%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A D                    | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       76000 | PA      | $78266.17      | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $427418.41     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8162738.85    | 0.10%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                          | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $681475.01     | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7628                          | CUSIP: 3140MMPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115566 | PA      | $106760.57     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      147000 | PA      | $126952.62     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         200 | NC      | $-7034.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9581                          | CUSIP: 3140XDUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9225398 | PA      | $8306974.23    | 0.10%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27138.57      | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4823563.38    | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $127630.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9015                          | CUSIP: 3140HPAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29795 | PA      | $28949.85      | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    23718000 | PA      | $27478020.34   | 0.32%             | 2033-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A B                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $166700.87     | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3795                          | CUSIP: 3138X3GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85441 | PA      | $88408.58      | 0.00%             | 2043-08-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $39990.07      | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3772                            | CUSIP: 36202EFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      167004 | PA      | $169572.51     | 0.00%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     4321000 | PA      | $4430821.67    | 0.05%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16477.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5200 MA                        | CUSIP: 3137H6EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2681703 | PA      | $2471040.46    | 0.03%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                         | CSAIL 2019-C17 A4                  | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68394 | PA      | $64540.50      | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 D                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      108000 | PA      | $109006.56     | 0.00%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                     | HIGHMARK INC                       | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     2559000 | PA      | $2518844.50    | 0.03%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                          | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1016910 | PA      | $1014699.08    | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2021-REV1                                           | FORDR 2021-1 C                     | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      324000 | PA      | $319801.61     | 0.00%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-3                                     | MARM 2004-3 5A1                    | CUSIP: 576433KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         975 | PA      | $960.10        | 0.00%             | 2034-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3908                          | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24099732 | PA      | $24423355.00   | 0.29%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                          | STACR 2023-HQA3 A1                 | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |      195284 | PA      | $197175.99     | 0.00%             | 2043-11-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25265                          | CUSIP: 3132M5QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5762 | PA      | $5770.81       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    10831000 | PA      | $12204718.90   | 0.14%             | 2045-07-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1964000 | PA      | $2017587.50    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1267650.16    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08665                          | CUSIP: 3128MJW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47440 | PA      | $47464.50      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1712000 | PA      | $1770933.15    | 0.02%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2749152.91    | 0.03%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95085                          | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2215 | PA      | $2177.47       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $840179.52     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24000 | PA      | $23984.62      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7591                          | CUSIP: 36179WNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23237 | PA      | $21438.21      | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M5 A2                     | CUSIP: 3136BXM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23020000 | PA      | $20325940.63   | 0.24%             | 2031-11-25      | Fixed         | 1.84%                 | No            |                  3 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                   | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1420893.27    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5169                          | CUSIP: 3138E9W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10951 | PA      | $10851.17      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636080                          | CUSIP: 36291RUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5819 | PA      | $5898.81       | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 D                     | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      221647 | PA      | $222041.91     | 0.00%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1844577.80    | 0.02%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                          | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      945389 | PA      | $851567.15     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9490000 | PA      | $9733449.76    | 0.11%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 D                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2457000 | PA      | $2461191.89    | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0937                          | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13738545 | PA      | $13953086.38   | 0.16%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edsouth Indenture No 9 LLC                                                       | EDUSA 2015-1 A                     | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      206930 | PA      | $206222.31     | 0.00%             | 2056-10-25      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 B                     | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       78000 | PA      | $79536.23      | 0.00%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                          | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3377011 | PA      | $2931921.81    | 0.03%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6623                          | CUSIP: 3133KNLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3357599 | PA      | $2897856.40    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-55 CB                     | CUSIP: 3136B6FG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2158773 | PA      | $1941725.53    | 0.02%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 787964                          | CUSIP: 3622ADWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20303396 | PA      | $20797395.71   | 0.25%             | 2041-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                     | CAS 2025-R03 2A1                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1869992 | PA      | $1882264.28    | 0.02%             | 2045-03-25      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4604000 | PA      | $3448077.13    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7057                          | CUSIP: 3140QSZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6751384 | PA      | $7032510.95    | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC                   | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1054642.97    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3730.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04691                          | CUSIP: 3128M6RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40779 | PA      | $41613.86      | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      980000 | PA      | $971846.56     | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.45.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   619755000 | NC      | $-13667229.89  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-HQA1 A1                 | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      323077 | PA      | $323380.44     | 0.00%             | 2045-02-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF NA CAPITAL                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1111407.56    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $1443328.29    | 0.02%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2735846.76    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4874747.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5                   | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180012 | PA      | $176825.54     | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC8677                          | CUSIP: 3140F4UB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      107523 | PA      | $104215.88     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      600000 | PA      | $873202.57     | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $1716670.40    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      678000 | PA      | $685682.67     | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7742                          | CUSIP: 3140QTS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1476186 | PA      | $1495086.59    | 0.02%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      305000 | PA      | $303343.20     | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 B                     | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1149000 | PA      | $1162101.47    | 0.01%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM7832                          | CUSIP: 3140JCV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5086685 | PA      | $5157262.03    | 0.06%             | 2055-09-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | HOWARD MIDSTREAM                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $814268.76     | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                                      | F1VE 2023-V1 A3                    | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43223 | PA      | $44278.96      | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $4264980.90    | 0.05%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                            | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4794352 | PA      | $4880484.95    | 0.06%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $2986791.87    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9764                          | CUSIP: 3140F5Z63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85709 | PA      | $83073.29      | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $132000.00     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-48682.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     7071000 | PA      | $8041952.13    | 0.09%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1156                          | CUSIP: 3142BBH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2745878 | PA      | $2776248.94    | 0.03%             | 2055-10-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC 11/6/2031                     | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12318000 | PA      | $12332351.96   | 0.15%             | 2031-11-06      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                          | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8959505 | PA      | $7769311.20    | 0.09%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $168.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-478733.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7253                          | CUSIP: 36180KBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109542 | PA      | $98199.66      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08558                          | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38620 | PA      | $37750.31      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6025                          | CUSIP: 3140X9VT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16076585 | PA      | $13900403.98   | 0.16%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9490                          | CUSIP: 36179YRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8068584 | PA      | $8353106.23    | 0.10%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6956307.71    | 0.08%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1193035.86    | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     5000000 | PA      | $5385549.64    | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4407.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00051                          | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34989 | PA      | $35756.75      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7901000 | PA      | $7819422.17    | 0.09%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       66000 | PA      | $63703.40      | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      465000 | PA      | $464832.92     | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4648                          | CUSIP: 36179TEV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18635 | PA      | $14884.16      | 0.00%             | 2047-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | TUNES 2025-1A A2                   | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4280000 | PA      | $4309864.13    | 0.05%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5697                          | CUSIP: 31417CKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2948 | PA      | $2909.03       | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL8481                          | CUSIP: 3618LLM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1750000 | PA      | $1803454.45    | 0.02%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-452270.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475345                          | CUSIP: 36209MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10162 | PA      | $9829.34       | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      485000 | PA      | $502517.02     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4                       | MLMI 2003-A4 2A                    | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4824 | PA      | $4685.86       | 0.00%             | 2033-07-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 B                      | CUSIP: 92348KDC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1048000 | PA      | $1076774.62    | 0.01%             | 2032-06-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4005                          | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14509 | PA      | $14055.50      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     9540000 | PA      | $9513287.55    | 0.11%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     1303000 | PA      | $1614310.17    | 0.02%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1432000 | PA      | $1329788.44    | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354358.13     | 0.00%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                       | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      254000 | PA      | $254082.74     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782550                          | CUSIP: 36241KZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1603 | PA      | $1630.77       | 0.00%             | 2039-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4                 | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52848 | PA      | $51847.60      | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      768514 | PA      | $757786.70     | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3979                          | CUSIP: 36179SM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40336 | PA      | $39398.56      | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                         | CIFC 2025-6A A1                    | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      490000 | PA      | $490538.51     | 0.01%             | 2038-10-23      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     2735000 | PA      | $2827336.99    | 0.03%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.803500 22-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    11200000 | NC      | $-40650.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $98812.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4071                            | CUSIP: 36202EQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3985 | PA      | $4052.44       | 0.00%             | 2038-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      342000 | PA      | $323510.92     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                     | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     1951000 | PA      | $1970663.36    | 0.02%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1045000 | PA      | $1073627.23    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     2401000 | PA      | $1594116.82    | 0.02%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1051393.52    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                    | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104900.45     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2599                          | CUSIP: 36179Q3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      183169 | PA      | $162698.45     | 0.00%             | 2045-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      330000 | PA      | $291299.15     | 0.00%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A B                    | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      336000 | PA      | $340761.09     | 0.00%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS                   | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     4220000 | PA      | $3844926.42    | 0.05%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BT1891                          | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3136957 | PA      | $2704880.63    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                     | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      953000 | PA      | $960173.06     | 0.01%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                      | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1757000 | PA      | $1709211.02    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3805                            | CUSIP: 36202EGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10684 | PA      | $10850.76      | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     1340000 | PA      | $1363034.50    | 0.02%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3389000 | PA      | $3456283.23    | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1612                          | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      157835 | PA      | $141561.22     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $99742.31      | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $937478.10     | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    33925000 | PA      | $34142912.50   | 0.40%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $629987.87     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3952                            | CUSIP: 36202EL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21280 | PA      | $21634.77      | 0.00%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7073000 | PA      | $7305243.95    | 0.09%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6799000 | PA      | $6320671.02    | 0.07%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96423                          | CUSIP: 312945D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4068 | PA      | $4157.26       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      835000 | PA      | $832021.24     | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     7635000 | PA      | $7578965.72    | 0.09%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6930797.28    | 0.08%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2051000 | PA      | $2133350.32    | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No 1 LLC                                  | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       63889 | PA      | $63043.74      | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR 2025-SFR1 A                   | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2130000 | PA      | $2052599.42    | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5552.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8492                          | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2934412 | PA      | $3011435.68    | 0.04%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                     | HPEFS 2025-2A D                    | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      610000 | PA      | $608140.17     | 0.01%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1257681.11    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 C                     | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      680000 | PA      | $682289.08     | 0.01%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1709710.43    | 0.02%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141795.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5987                          | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1317868 | PA      | $1308825.35    | 0.02%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     7268000 | PA      | $6892190.21    | 0.08%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      670000 | PA      | $672537.69     | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      243000 | PA      | $243000.00     | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp                                                                | IMOLA MERGER                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1505657.16    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     3419000 | PA      | $3497833.53    | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | WFCM 2014-LC16 C                   | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      274088 | PA      | $170351.34     | 0.00%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      259000 | PA      | $327697.23     | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      914000 | PA      | $928576.80     | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52184                          | CUSIP: 3132XUNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7812 | PA      | $7313.48       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                      | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      647000 | PA      | $668865.01     | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                              | DRIVE 2025-1 D                     | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5470000 | PA      | $5529201.81    | 0.07%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4442                          | CUSIP: 36180F5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34216 | PA      | $30441.49      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | CMDC 2025-3A A2                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3740000 | PA      | $3778337.99    | 0.04%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                          | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36975778 | PA      | $32033048.67   | 0.38%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 B                     | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | PA      | $123094.01     | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      661000 | PA      | $658121.53     | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | ARSENAL AIC PARE                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2125312.09    | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR WN1549                          | CUSIP: 3132XFWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4880000 | PA      | $4916980.15    | 0.06%             | 2030-03-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAH6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1323000 | PA      | $1478754.20    | 0.02%             | 2037-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43700000 | PA      | $22275050.67   | 0.26%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72748                          | CUSIP: 3128L6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2555 | PA      | $2606.39       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1438000 | PA      | $1461185.45    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7695000 | PA      | $7666774.61    | 0.09%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM6866                          | CUSIP: 3140JBTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1836243 | PA      | $1756419.57    | 0.02%             | 2051-08-01      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12282.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1745701.44    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82341                          | CUSIP: 3132L7S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6197 | PA      | $6058.61       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1625                          | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5941746 | PA      | $6005124.29    | 0.07%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54421                          | CUSIP: 3132XW4F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36288 | PA      | $34050.49      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                        | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1530861.30    | 0.02%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $305339.03     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783038                          | CUSIP: 36241LLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39551 | PA      | $40935.55      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4324                          | CUSIP: 3138ELYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17210 | PA      | $18364.19      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1681000 | PA      | $1667851.58    | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | CENCOSUD SA                        | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |      374000 | PA      | $374290.29     | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     2136000 | PA      | $2155557.60    | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 D                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       88000 | PA      | $89440.60      | 0.00%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $288591.90     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1406                          | CUSIP: 3140QLR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10801542 | PA      | $9662073.15    | 0.11%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      146000 | PA      | $162997.68     | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      107000 | PA      | $110859.82     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      663000 | PA      | $635591.99     | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                          | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1950911 | PA      | $1690123.23    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q33895                          | CUSIP: 3132QQKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25174 | PA      | $23140.91      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2384057.13    | 0.03%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2217690.13    | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $1810330.01    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1279990.34    | 0.02%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5163                          | CUSIP: 3133KYWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1316036 | PA      | $1215864.18    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0797                          | CUSIP: 3138E43F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6041 | PA      | $5991.99       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      991000 | PA      | $1007186.49    | 0.01%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $74860.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5959000 | PA      | $6111089.37    | 0.07%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2278000 | PA      | $1957142.34    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3851                            | CUSIP: 36202EH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109545 | PA      | $113101.74     | 0.00%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2977096.65    | 0.04%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     6128000 | PA      | $6019035.09    | 0.07%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -120 | NC      | $861594.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0121                          | CUSIP: 3140MDD39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      461919 | PA      | $428309.60     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4723000 | PA      | $3646629.66    | 0.04%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                  | WELLI 2023-1A BR                   | CUSIP: 94957JAL8<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |      690000 | PA      | $690000.00     | 0.01%             | 2038-10-20      | Floating      | 5.40%                 | Yes           |                  3 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 B                   | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $863808.42     | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                                     | USAOT 2024-A A4                    | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      214000 | PA      | $216996.13     | 0.00%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A A                    | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1420000 | PA      | $1440511.05    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                     | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      734000 | PA      | $760241.96     | 0.01%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -994 | NC      | $-3704672.65   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    11036000 | PA      | $11013845.80   | 0.13%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                                  | BANK5 2024-5YR7 A3                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1078045 | PA      | $1124915.81    | 0.01%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08255                          | CUSIP: 3128MJH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8632 | PA      | $8807.61       | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $121729.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                   | BBCMS 2024-5C29 A3                 | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8305442 | PA      | $8532119.11    | 0.10%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28961.43      | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       95000 | PA      | $87867.45      | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2476000 | PA      | $2563640.92    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      413000 | PA      | $391652.53     | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| WFLD 2014-MONT Mortgage Trust                                                    | WFLD 2014-MONT A                   | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1451322 | PA      | $1399364.57    | 0.02%             | 2031-08-10      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 B                     | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | PA      | $123366.49     | 0.00%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1962000 | PA      | $2027964.15    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                            | JMIKE 2025-1A A2                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5940000 | PA      | $6045248.48    | 0.07%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1519854.55    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2568689.54    | 0.03%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                         | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     4400000 | PA      | $5167092.92    | 0.06%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3851000 | PA      | $3974102.61    | 0.05%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27577.85      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                          | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21990144 | PA      | $19738197.51   | 0.23%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     2498000 | PA      | $2417581.08    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A C                    | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $273308.09     | 0.00%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     7080000 | PA      | $7292765.39    | 0.09%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                   | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      492000 | PA      | $489603.35     | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5644000 | PA      | $5249788.27    | 0.06%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1493074.19    | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A82750                          | CUSIP: 312929BT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1466 | PA      | $1495.67       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA4283                          | CUSIP: 3140A4XM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150548 | PA      | $152428.79     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87063                          | CUSIP: 312933Z49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3150 | PA      | $3215.20       | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                          | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21146360 | PA      | $17625869.79   | 0.21%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2912369.11    | 0.03%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2024-41 DA                     | CUSIP: 3136BSPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5077422 | PA      | $5123615.63    | 0.06%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3964                            | CUSIP: 36202EMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7107 | PA      | $7222.09       | 0.00%             | 2037-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.733000 10-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    10200000 | NC      | $-90090.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      750000 | PA      | $792695.96     | 0.01%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       52000 | PA      | $54323.68      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 752765                          | CUSIP: 36230MCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2608 | PA      | $2649.97       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6340000 | PA      | $6360434.61    | 0.07%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5820000 | PA      | $6272459.45    | 0.07%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                    | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      162000 | PA      | $155971.28     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1020586.10    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7987                          | CUSIP: 3140QT2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      384364 | PA      | $389165.41     | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp                                          | SCIENCE APP                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      260000 | PA      | $259296.36     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                                 | AMERICAN NATL GF                   | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      799000 | PA      | $823361.93     | 0.01%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      245000 | PA      | $256510.76     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3                  | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      352907 | PA      | $363131.10     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      370000 | PA      | $380173.43     | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7254                          | CUSIP: 36180KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31240 | PA      | $28532.13      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0457                          | CUSIP: 3138M3QK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2268 | PA      | $2245.45       | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     2644000 | PA      | $2432351.81    | 0.03%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV9316                          | CUSIP: 3138XMK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10892 | PA      | $10891.52      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3908                            | CUSIP: 36202EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5566 | PA      | $5652.82       | 0.00%             | 2036-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A C                    | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $213407.78     | 0.00%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3785                          | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16979886 | PA      | $16245429.61   | 0.19%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.130800 18-DEC-2030 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    38771378 | NC      | $24537.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6319000 | PA      | $6619022.89    | 0.08%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                     | CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450680 | PA      | $451550.68     | 0.01%             | 2045-02-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6646000 | PA      | $6842582.49    | 0.08%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9698                          | CUSIP: 3140XDX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5753261 | PA      | $4741077.68    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1036651.56    | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                    | TESLA 2023-B A4                    | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      162000 | PA      | $162391.89     | 0.00%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                        | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      489000 | PA      | $485722.03     | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A C                    | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $646494.85     | 0.01%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3983                          | CUSIP: 3131X7M88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         991 | PA      | $982.29        | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3442648.06    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                          | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237763 | PA      | $243614.00     | 0.00%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                     | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      718000 | PA      | $677969.46     | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA9466                          | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346304 | PA      | $350304.87     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2085000 | PA      | $2170870.31    | 0.03%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29193.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      166000 | PA      | $160853.20     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3708000 | PA      | $3688955.32    | 0.04%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4196000 | PA      | $4219701.20    | 0.05%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 C                   | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      892744 | PA      | $785623.65     | 0.01%             | 2047-09-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $46472.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                              | DRIVE 2025-2 D                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3740000 | PA      | $3706795.53    | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1590 | NC      | $437072.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12140.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0737                          | CUSIP: 3140QKZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1558877 | PA      | $1401249.05    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                              | TEVT 2023-1 B                      | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      243000 | PA      | $247108.91     | 0.00%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $827128.49     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | REP OF NIGERIA                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |     4135000 | PA      | $4289037.02    | 0.05%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2911828.37    | 0.03%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5257                          | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8109552 | PA      | $6621999.73    | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4                   | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      939629 | PA      | $891715.53     | 0.01%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2322000 | PA      | $2208735.85    | 0.03%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                                                        | CALIFORNIA RESOU                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      520000 | PA      | $517649.62     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      980000 | PA      | $643276.08     | 0.01%             | 2027-01-14      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3427                            | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9551 | PA      | $9559.25       | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08323                          | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1421 | PA      | $1450.38       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3401                            | CUSIP: 36202DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8133 | PA      | $8138.76       | 0.00%             | 2033-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7936                          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      402277 | PA      | $348659.94     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1195                          | CUSIP: 3142BBKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1560000 | PA      | $1575432.92    | 0.02%             | 2055-11-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1528621.41    | 0.02%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd                                                        | SHARJAH SUKUK                      | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |     2216000 | PA      | $2206740.67    | 0.03%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     3000000 | PA      | $3012501.00    | 0.04%             | 2032-09-13      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4937039.64    | 0.06%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT                   | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |      390000 | PA      | $250739.22     | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                     | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $247611.80     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6920                          | CUSIP: 3133ARVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18946 | PA      | $17590.78      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                          | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83834 | PA      | $75713.82      | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5931                          | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      730789 | PA      | $701561.88     | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2446000 | PA      | $2322411.10    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0796                          | CUSIP: 36180B3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33111 | PA      | $30177.85      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8463                          | CUSIP: 3132A9ML8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3559 | PA      | $3525.28       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783483                          | CUSIP: 36241L2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59200 | PA      | $60824.68      | 0.00%             | 2041-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 B                      | CUSIP: 92348KEL3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $415356.28     | 0.00%             | 2033-06-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 C                      | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1632844.16    | 0.02%             | 2033-03-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      405000 | PA      | $411290.51     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-4A B                    | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312000 | PA      | $315737.67     | 0.00%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-C13 Mortgage Trust                                                      | BMO 2025-C13 A5                    | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5820000 | PA      | $6024758.08    | 0.07%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2022-34 BA                     | CUSIP: 38383MCA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1913532 | PA      | $1679391.42    | 0.02%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3067                            | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12443 | PA      | $12788.36      | 0.00%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0011                          | CUSIP: 3142GQAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      503850 | PA      | $522755.37     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2452                          | CUSIP: 31427PWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3667177 | PA      | $3762291.96    | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                        | GRYPHON ACQUIRE                    | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4640000 | PA      | $4661265.12    | 0.05%             | 2032-09-13      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5242000 | PA      | $5220414.35    | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08330                          | CUSIP: 3128MJLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1365 | PA      | $1371.53       | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                            | ADT SEC CORP                       | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      830000 | PA      | $841698.17     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      775000 | PA      | $791944.49     | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A A                    | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1990000 | PA      | $2046512.22    | 0.02%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1676.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-INV1                                                                    | OBX 2023-INV1 A1                   | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13962306 | PA      | $12182111.90   | 0.14%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    17440000 | PA      | $20153924.94   | 0.24%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -807 | NC      | $-279530.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1645501.64    | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $390689.12     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 D                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469000 | PA      | $481548.70     | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1875000 | PA      | $1888440.45    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97620                          | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1374 | PA      | $1379.24       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52131                          | CUSIP: 3132XULM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21999 | PA      | $20594.74      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $65557.98      | 0.00%             | 2031-01-29      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08341                          | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5682 | PA      | $5801.03       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TR        |     1900000 | PA      | $2032728.38    | 0.02%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0513                          | CUSIP: 31427MSB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16860279 | PA      | $14504250.24   | 0.17%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $336201.89     | 0.00%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A73370                          | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17424 | PA      | $17779.95      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9511                          | CUSIP: 3140XDR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47716 | PA      | $39514.92      | 0.00%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8641                          | CUSIP: 3140MNS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      524543 | PA      | $485393.45     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1244000 | PA      | $1235406.20    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      483482 | PA      | $414108.04     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 A5                  | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1668347.12    | 0.02%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7306                          | CUSIP: 3140NQDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216350 | PA      | $219120.01     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.625000 18-JUN-2031 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    46240000 | NC      | $-513785.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3863827.80    | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD4757                          | CUSIP: 3140FCJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      369867 | PA      | $323152.86     | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                       | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     1923000 | PA      | $1909230.68    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4742000 | PA      | $4840940.32    | 0.06%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                     | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2391808.81    | 0.03%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60466                          | CUSIP: 31335AQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12842 | PA      | $12859.96      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $307916.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     4540000 | PA      | $4604429.63    | 0.05%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      389000 | PA      | $384804.51     | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      334000 | PA      | $336073.27     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0385                          | CUSIP: 36177WNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71869 | PA      | $69022.04      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                            | SWTCH 2025-2A A21                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2160000 | PA      | $2161433.41    | 0.03%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2586000 | PA      | $2488290.96    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61372                          | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31306 | PA      | $29307.04      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.955020 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     7000000 | NC      | $-687.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      680000 | PA      | $682592.03     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     3839000 | PA      | $3862866.13    | 0.05%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2671                            | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2881 | PA      | $2932.90       | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A C                     | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |       44201 | PA      | $44513.42      | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8392                          | CUSIP: 36178VKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43822 | PA      | $39418.50      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2529499.00    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21699                          | CUSIP: 3132JN3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61132 | PA      | $61231.07      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3689000 | PA      | $3928085.75    | 0.05%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 B                     | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1209329.41    | 0.01%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                          | SMB 2018-C A2A                     | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |      170499 | PA      | $169560.68     | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 B                    | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292902 | PA      | $290577.56     | 0.00%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616866                          | CUSIP: 36290TJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14994 | PA      | $14880.08      | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      684000 | PA      | $667924.74     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88454                          | CUSIP: 312935MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1699 | PA      | $1706.87       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  2463600000 | PA      | $13891575.54   | 0.16%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01857                          | CUSIP: 3132GFB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18390 | PA      | $18791.30      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 A3                   | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134297 | PA      | $131874.36     | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT4121                          | CUSIP: 36194CSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2279595 | PA      | $2121627.18    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $120552.41     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     5164000 | PA      | $5332419.01    | 0.06%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1491                          | CUSIP: 3133BNUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10630235 | PA      | $10406804.89   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     1318695 | PA      | $1311368.33    | 0.02%             | 2028-11-28      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7622444.40    | 0.09%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $626140.07     | 0.01%             | 2031-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4318                          | CUSIP: 36179SYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20759 | PA      | $17318.44      | 0.00%             | 2047-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96389                          | CUSIP: 312945C22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39214 | PA      | $39375.53      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $241608.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      564000 | PA      | $563250.33     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.261500 16-OCT-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    15500000 | NC      | $40383.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 B                   | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      206000 | PA      | $207173.85     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      600000 | PA      | $609268.68     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0159                          | CUSIP: 36177WE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107698 | PA      | $102938.91     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      319000 | PA      | $319694.91     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.927023 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     6500000 | NC      | $-24180.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | COMISION FEDERAL                   | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1854000 | PA      | $1875976.65    | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A B                      | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      209000 | PA      | $210982.11     | 0.00%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      530000 | PA      | $348252.54     | 0.00%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1603000 | PA      | $1586994.30    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54702                          | CUSIP: 3132XXGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26094 | PA      | $24428.10      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    15000000 | PA      | $15173786.77   | 0.18%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL3541                          | CUSIP: 3618LE5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      251592 | PA      | $261761.46     | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0405                          | CUSIP: 3140QKNX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4154315 | PA      | $3837234.78    | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                   | HALST 2024-B B                     | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      268000 | PA      | $271074.90     | 0.00%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3413                            | CUSIP: 36202DYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1573 | PA      | $1574.44       | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 714583                          | CUSIP: 36297K2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12161 | PA      | $12362.88      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796306                          | CUSIP: 36177RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2713 | PA      | $2687.68       | 0.00%             | 2027-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4643                          | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2443143 | PA      | $2257179.81    | 0.03%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2144                          | CUSIP: 36179QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10832 | PA      | $8801.70       | 0.00%             | 2044-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A B                      | CUSIP: 448973AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      388000 | PA      | $395508.96     | 0.00%             | 2031-01-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $616144.22     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $44408.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                    | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     2900000 | PA      | $3144135.86    | 0.04%             | 2034-04-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $3181853.27    | 0.04%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6601                          | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1439884 | PA      | $1380947.63    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      487000 | PA      | $438438.34     | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      101000 | PA      | $102199.30     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 B                   | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1110000 | PA      | $1083620.30    | 0.01%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25472                          | CUSIP: 3132M5W99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2698 | PA      | $2701.42       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     5932000 | PA      | $2494406.00    | 0.03%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21661.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      415000 | PA      | $379363.97     | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                       | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |      595000 | PA      | $575696.91     | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                           | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      152000 | PA      | $140717.90     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3359                            | CUSIP: 36202DWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1058 | PA      | $1071.78       | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    13500000 | PA      | $15481264.12   | 0.18%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-221628.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93473                          | CUSIP: 3129412E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5942 | PA      | $6069.50       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5010                          | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14436174 | PA      | $13642942.13   | 0.16%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2035000 | PA      | $2129244.24    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                    | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     1500000 | PA      | $1743877.04    | 0.02%             | 2035-06-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     5097000 | PA      | $5131447.28    | 0.06%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4449                          | CUSIP: 36179S5J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      529952 | PA      | $465260.21     | 0.01%             | 2047-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                           | WFMBS 2006-AR14 2A1                | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72124 | PA      | $66284.42      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0223                          | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17405 | PA      | $17711.24      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6412                          | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9997 | PA      | $9928.61       | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2021-59 H                      | CUSIP: 3136BGB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      950783 | PA      | $802310.43     | 0.01%             | 2048-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     1600000 | PA      | $1061274.18    | 0.01%             | 2027-11-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55617                          | CUSIP: 3132XYG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14614 | PA      | $13681.17      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60321                          | CUSIP: 31335ALA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      304738 | PA      | $305653.40     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     2507000 | PA      | $1637264.00    | 0.02%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8576                          | CUSIP: 3140XCQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16893907 | PA      | $15296524.02   | 0.18%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A D                      | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $280967.94     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2230603.45    | 0.03%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                         | CLOSE BROS GRP                     | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | DBT              | CORP              | GB        |     2424000 | PA      | $3354967.32    | 0.04%             | 2028-06-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3827000 | PA      | $3660078.00    | 0.04%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                     | CAS 2024-R02 1M1                   | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91837 | PA      | $91896.90      | 0.00%             | 2044-02-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2514727.51    | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3690                            | CUSIP: 36202EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11714 | PA      | $11888.79      | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97666                          | CUSIP: 312946QT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2552 | PA      | $2562.34       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      115000 | PA      | $119925.14     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777607                          | CUSIP: 36176VU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56561 | PA      | $55461.53      | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3348000 | PA      | $3444322.43    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0665                          | CUSIP: 3132DMW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1680708 | PA      | $1512337.01    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      559000 | PA      | $554969.17     | 0.01%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783268                          | CUSIP: 36241LTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8431 | PA      | $8670.32       | 0.00%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                            | SENEGAL REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SN        |     3030000 | PA      | $2174543.13    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78614                          | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1778 | PA      | $1814.44       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08542                          | CUSIP: 3128MJS84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28609 | PA      | $27981.30      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4387000 | PA      | $4349876.42    | 0.05%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                           | MASS MUTUAL LIFE                   | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     3103000 | PA      | $2072587.16    | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2024-1 A                     | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1121664.39    | 0.01%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758919                          | CUSIP: 36230T4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13378 | PA      | $13213.44      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |      258545 | PA      | $252460.76     | 0.00%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5093.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93459                          | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7378 | PA      | $7410.36       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2117204.11    | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $81113.63      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      215000 | PA      | $215699.54     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7246                          | CUSIP: 31417EBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2572 | PA      | $2533.58       | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     2336000 | PA      | $2240586.20    | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD STAR FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer