# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-25-001434
**Filing Date:** 2025-10
**Character Count:** 252392
**Document Hash:** a3c50adb1beda7a3c4c19bc0ba9a0b31
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001434.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001434

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 251424485

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity Sustainable Core Plus Bond ETF (Series ID: S000075900)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000235241 | Fidelity Sustainable Core Plus Bond ETF | FSBD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Merrimack Street Trust

- **b. Investment Company Act file number:** 811-22796

- **c. CIK number of Registrant:** 0001562565

- **d. LEI of Registrant:** 549300782HVYOIE6CE74

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Sustainable Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000075900

- **c. LEI of Series:** 549300M50LSHY1UC4U45

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $14097275.40

**Total Liabilities:** $2268392.31

**Net Assets:** $11828883.09

**Delayed Delivery Securities:** $1422001.47

**Cash Not Reported:** $8457.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 180.61851274 | **1-Year:** 835.11015539 | **5-Year:** 1953.81723612 | **10-Year:** 1931.51056382 | **30-Year:** 1391.73086957

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

- **3-Month:** 84.82702354 | **1-Year:** 247.27612542 | **5-Year:** 218.09301851 | **10-Year:** 25.01300577 | **30-Year:** 5.50674181

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235241 | 1.72%                | -0.17%               | 1.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8353.45                | $162156.89                                 |
| Month 2  | $-3812.00                | $-59087.53                                 |
| Month 3  | $-735.99                 | $101954.19                                 |

**Designated Index Information**

- **Index Name:** Bloomberg MSCI US Aggregate ESG Choice Bond Index

- **Index Identifier:** 56048177

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JELD-WEN INC                                                                   | JELD-WEN INC 4.875% 12/15/2027 144A                                                                   | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3935.43      | 0.03%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                            | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       997 | PA      | $979.91       | 0.01%             | 2031-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 2% 01/01/2051#BR1283                                                                        | CUSIP: 3140KYM92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24935 | PA      | $19819.37     | 0.17%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5034.12      | 0.04%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                    | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1838.17      | 0.02%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                        | NEW FORTRESS ENERGY INC 144                                                                           | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |        95 | NS      | $233.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                                 | AIR LEASE CORP 4.125%/VAR PERP                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |      5000 | PA      | $4888.04      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                  | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      1000 | PA      | $940.04       | 0.01%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                      | OLIN CORP 5% 02/01/2030                                                                               | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4853.19      | 0.04%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                            | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13107.52     | 0.11%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                  | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                      | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1818.50      | 0.02%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                              | FOUNDATION BUILDING MATERIALS TERM B2 1LN 01/29/2031                                                  | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |       995 | PA      | $997.70       | 0.01%             | 2031-01-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                   | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10128.53     | 0.09%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                             | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                                         | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5995.00      | 0.05%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                             | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                             | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5185.59      | 0.04%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                        | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |      1000 | PA      | $350.00       | 0.00%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                   | STRATEGY INC 9%/VAR PERP PFD                                                                          | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |         8 | NS      | $782.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA INC                                                           | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7114.46      | 0.06%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5997.67      | 0.05%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225000 | PA      | $186793.94    | 1.58%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                         | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1028 | PA      | $1039.62      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FORTREA HOLDINGS INC                                                           | FORTREA HOLDINGS INC 7.5% 07/01/2030 144A                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      1000 | PA      | $952.73       | 0.01%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C | ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C 7.875% 02/03/2030 144A | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2035.76      | 0.02%             | 2030-02-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 3.5% 11/01/2048#FS6649                                                                      | CUSIP: 3140XNL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45278 | PA      | $41919.16     | 0.35%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                              | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                              | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2973.00      | 0.03%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.125% 01/15/2031 144A                                        | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      3000 | PA      | $2734.52      | 0.02%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH TERM 1LN 06/28/2029                                                                       | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |       855 | PA      | $694.31       | 0.01%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 5%/VAR PERP                                                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      2000 | PA      | $1788.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                   | US FOODS INC 5.75% 04/15/2033 144A                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1003.27      | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                           | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1835.00      | 0.02%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                    | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     22000 | PA      | $23121.40     | 0.20%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19260.45     | 0.16%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                       | AES CORP 6.95%/VAR 07/15/2055                                                                         | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1934.97      | 0.02%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES INC 10.75% 09/01/2029 144A                                                                    | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2872.50      | 0.02%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                          | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                          | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      1000 | PA      | $972.00       | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                            | CARRIER GLOBAL CORP 2.493% 02/15/2027                                                                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68489.27     | 0.58%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                          | WISCONSIN ELEC PWR CO 4.75% 09/30/2032                                                                | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66286.54     | 0.56%             | 2032-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                    | ENERGEAN ISRAEL FINANCE LTD 5.875% 03/30/2031 144A REGS                                               | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      6000 | PA      | $5633.88      | 0.05%             | 2031-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 2% 09/01/2055 #TBA                                                                          | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    425000 | PA      | $337443.37    | 2.85%             | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                | NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031                                                       | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $44816.19     | 0.38%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 3% 03/01/2052#FS0840                                                                        | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18648 | PA      | $16330.13     | 0.14%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                 | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5053.87      | 0.04%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      1000 | PA      | $980.79       | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      2000 | PA      | $1965.00      | 0.02%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                       | SOTHEBYS 7.375% 10/15/2027 144A                                                                       | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9889.93      | 0.08%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                   | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8483.23      | 0.07%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1000 | PA      | $897.50       | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                               | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2190.59      | 0.02%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                     | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1995.00      | 0.02%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                           | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                               | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1913.30      | 0.02%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4164.43      | 0.04%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                  | WOLFSPEED INC CONV 1.875% 12/01/2029                                                                  | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      8000 | PA      | $2860.00      | 0.02%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                        | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                        | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      4000 | PA      | $3670.00      | 0.03%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                         | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113000 | PA      | $90448.55     | 0.76%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | US LBM TERM B 1LN 06/06/2031                                                                          | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      6997 | PA      | $6915.18      | 0.06%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                      | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15122 | PA      | $15704.11     | 0.13%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                    | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                           | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11696.92     | 0.10%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                     | DAVITA INC 6.75% 07/15/2033 144A                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5182.14      | 0.04%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                              | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      1000 | PA      | $840.63       | 0.01%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 2% 10/01/2055 #TBA                                                                          | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $218388.69    | 1.85%             | 2055-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                          | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                             | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $2208.21      | 0.02%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                          | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170000 | PA      | $699394.92    | 5.91%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                 | GNMA II 3.5% 09/20/2052#MA8266                                                                        | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48873 | PA      | $44606.26     | 0.38%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                          | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13180.60     | 0.11%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                   | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                     | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4944.63      | 0.04%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 4% 11/15/2052                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76000 | PA      | $65223.44     | 0.55%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                  | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | PA      | $5087.50      | 0.04%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 2% 02/20/2052#MA7880                                                                          | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43337 | PA      | $35491.91     | 0.30%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                 | FHLMC REMI 30YR 6% 03/01/2055#RJ3645                                                                  | CUSIP: 3142GUBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37473 | PA      | $38814.31     | 0.33%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A                                                   | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1000 | PA      | $795.00       | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                              | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10050.00     | 0.08%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                             | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                             | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6855.07      | 0.06%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4% 01/31/2031                                                                               | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79000 | PA      | $79938.13     | 0.68%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 5.75% 03/01/2034                                                                       | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2909.56      | 0.02%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 6.25% 06/01/2032 144A                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8246.54      | 0.07%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 3% 05/01/2051#RA5267                                                                        | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20970 | PA      | $18370.19     | 0.16%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                               | BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035                                                     | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31059.97     | 0.26%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                   | TAPESTRY INC 3.05% 03/15/2032                                                                         | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49252.53     | 0.42%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                  | MODIVCARE INC 5% 10/01/2029 144A                                                                      | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      1000 | PA      | $2.16         | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                              | CBRE SERVICES INC 2.5% 04/01/2031                                                                     | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49433.48     | 0.42%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                        | SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029                                                         | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10467.58     | 0.09%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                     | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                          | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      2990 | PA      | $2980.26      | 0.03%             | 2027-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                    | ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS                                               | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      1000 | PA      | $988.75       | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                            | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1021.34      | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4% 02/15/2034                                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     58000 | PA      | $57660.16     | 0.49%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                 | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5204.38      | 0.04%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                   | VALLOUREC SA 7.5% 04/15/2032 144A                                                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |      8000 | PA      | $8495.10      | 0.07%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                            | M2S GROUP TERM B 1LN 8/25/2031                                                                        | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4684 | PA      | $4609.25      | 0.04%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                          | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25018.05     | 0.21%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                          | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4125.40      | 0.03%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 6% 06/01/2054#CB8711                                                                        | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47259 | PA      | $48400.28     | 0.41%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                              | TJX COMPANIES INC NEW 3.875% 04/15/2030                                                               | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39709.54     | 0.34%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 5% 01/01/2054#CB7925                                                                        | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57712 | PA      | $57020.59     | 0.48%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                            | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                              | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2065.74      | 0.02%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 15YR 5.5% 05/01/2039#SB1179                                                                      | CUSIP: 3132CXJY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19575 | PA      | $20059.88     | 0.17%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                    | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                    | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3956.90      | 0.03%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                    | HONEYWELL INTL INC 1.75% 09/01/2031                                                                   | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47367.65     | 0.40%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 3.75% 05/31/2030                                                                            | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $30079.69     | 0.25%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                              | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1040.75      | 0.01%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5102.67      | 0.04%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4.375% 11/30/2030                                                                           | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    164000 | PA      | $168952.03    | 1.43%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                   | STONEMOR INC 8.5% 05/15/2029 144A                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4823.65      | 0.04%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                           | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4962.50      | 0.04%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                  | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                 | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9817.85      | 0.08%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                             | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                              | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $1856.25      | 0.02%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                   | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                   | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5265.46      | 0.04%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                              | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1048.99      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                              | SOLERA TERM B 1LN 06/02/2028                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      1990 | PA      | $1886.57      | 0.02%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                       | SNAP INC 6.875% 03/01/2033 144A                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1010.39      | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                           | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      2980 | PA      | $2843.16      | 0.02%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                             | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3000 | PA      | $3042.13      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 2.5% 12/01/2051#RA6359                                                                      | CUSIP: 3133KNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41625 | PA      | $34736.36     | 0.29%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4% 01/31/2029                                                                               | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $60752.34     | 0.51%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 5% 05/15/2027 144A                                                                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2987.90      | 0.03%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4.625% 02/15/2035                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52000 | PA      | $53779.38     | 0.45%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 2% 03/01/2052#MA4562                                                                        | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95125 | PA      | $75875.59     | 0.64%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                             | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2004.30      | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5130.26      | 0.04%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                    | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       172 | PA      | $81.84        | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                     | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A                     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7866.47      | 0.07%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                               | QUIDELORTHO TERM B 1LN 08/16/2032                                                                     | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      5000 | PA      | $4937.50      | 0.04%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC            | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.63      | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                  | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                   | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4891.13      | 0.04%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2875.80      | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                         | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $38107.81     | 0.32%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAM (CARTER) CO                                                            | WILLIAM (CARTER) CO 5.625% 03/15/2027 144A                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      1000 | PA      | $997.99       | 0.01%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                         | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2441.37      | 0.02%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                     | VONOVIA SE 0.625% 03/24/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101860.85    | 0.86%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                          | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       596 | PA      | $283.00       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                      | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5691.49      | 0.05%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                           | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5228.67      | 0.04%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                  | C and S WHOLESALE GROCERS TERM B 1LN 08/06/2030                                                       | CUSIP: N/A<br>LEI: 54930093F8X1FEZBGJ91       | Long             | LON              | CORP              | US        |      5000 | PA      | $4878.15      | 0.04%             | 2030-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                | ATLAS AIR TERM B 1LN 03/18/2030                                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4976.80      | 0.04%             | 2030-03-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                           | DOTDASH MEREDITH INC 7.625% 06/15/2032 144A                                                           | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4898.51      | 0.04%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                             | ALLY FINL INC 4.7%/VAR PERP                                                                           | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      1000 | PA      | $911.94       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7959.68      | 0.07%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                         | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         3 | NC      | $1594.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS                                                                   | NEW FORTRESS 12% 11/15/2029 144A                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4772 | PA      | $1753.71      | 0.01%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                               | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7035.59      | 0.06%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDF 2016-6A                                                                   | CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A                                                       | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100046.40    | 0.85%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                     | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                  | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2024.58      | 0.02%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                         | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A                                         | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47250 | PA      | $45412.14     | 0.38%             | 2049-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 3% 09/01/2055 #TBA                                                                          | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $21660.16     | 0.18%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                 | HOME DEPOT INC 3.25% 04/15/2032                                                                       | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46561.63     | 0.39%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                          | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39000 | PA      | $28261.29     | 0.24%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                          | JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033                                                           | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36284.86     | 0.31%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                         | FX Forward: USD/EUR settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 5.25% 12/01/2026 144A                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $970.04       | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 2.5% 05/20/2052#MA8042                                                                        | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22594 | PA      | $19255.37     | 0.16%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                 | GNMA II 4.5% 04/20/2053#MA8799                                                                        | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43922 | PA      | $42591.50     | 0.36%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                       | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1042.85      | 0.01%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING BRANDS INC 9.5% 08/15/2029 144A                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      1000 | PA      | $962.47       | 0.01%             | 2029-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                    | FX Forward: USD/EUR settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $4816.68      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 7.375% 07/01/2028                                                                       | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1810.00      | 0.02%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                 | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37484 | PA      | $39496.30     | 0.33%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                          | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8253.53      | 0.07%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                             | REDFIN CORP CONV 0.5% 04/01/2027                                                                      | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4599.91      | 0.04%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                  | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                       | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3798.56      | 0.03%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                      | DUKE ENERGY CAROLINAS LLC 3.95% 11/15/2028                                                            | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64961.58     | 0.55%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                 | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      1000 | PA      | $838.80       | 0.01%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH LLC                                                                                       | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       134 | NS      | $1621.40      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AMER SPORTS CO                                                                 | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6254.24      | 0.05%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 6.125% 06/15/2030                                                                      | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6066.70      | 0.05%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                          | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                           | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9356.71      | 0.08%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                       | TEAM HEALTH HOLDINGS INC 8.375% 06/30/2028 144A                                                       | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5061.35      | 0.04%             | 2028-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 3% 02/01/2052#FS0898                                                                        | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35299 | PA      | $30911.21     | 0.26%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 3.375% 05/15/2033                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $359428.71    | 3.04%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                              | STATE STREET CORP 3.031%/VAR 11/01/2034                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42221.39     | 0.36%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                  | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11368.75     | 0.10%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                             | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2050.17      | 0.02%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO 4.875% 09/01/2029 144A                                                                     | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      1000 | PA      | $910.13       | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                  | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1064.61      | 0.01%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                 | ALTICE FING SA 5.75% 08/15/2029 144A                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      6000 | PA      | $4755.00      | 0.04%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                              | TELUS CORPORATION 3.4% 05/13/2032                                                                     | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $41248.28     | 0.35%             | 2032-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                    | ALTAGAS LTD 7.2%/VAR 10/15/2054 144A                                                                  | CUSIP: 021361AD2<br>LEI: DR5LKEURSR8SXLM64266 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7093.23      | 0.06%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5119.17      | 0.04%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                  | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      7962 | PA      | $6974.95      | 0.06%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP 7.375%/VAR 03/15/2055                                                                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1000 | PA      | $992.38       | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      2000 | PA      | $1942.51      | 0.02%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5141.51      | 0.04%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                         | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5186.08      | 0.04%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                    | BNP PARIBAS 0.875%/VAR 07/11/2030 REGS                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $107568.37    | 0.91%             | 2030-07-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                         | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $66725.00     | 0.56%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                   | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8043.68      | 0.07%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO 5.625% 10/01/2025 144A                                                                     | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4987.50      | 0.04%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC STEP 04/01/2046                                                                     | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $868.98       | 0.01%             | 2046-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                    | BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027                                                         | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8417.86      | 0.07%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                        | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                          | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4328.15      | 0.04%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 5.625% 08/15/2030 144A                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5111.01      | 0.04%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 2% 09/01/2055 #TBA                                                                          | CUSIP: 01F020695<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -400000 | PA      | $-317593.76   | -2.68%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLING PLATTER FIN CORP                               | SIZZLING PLATTER TERM DD 1LN 06/25/2032                                                               | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |       792 | PA      | $770.30       | 0.01%             | 2032-07-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                         | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5242.15      | 0.04%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                            | DOMINION ENERGY INC 2.25% 08/15/2031                                                                  | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70492.57     | 0.60%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                 | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                 | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $4879.70      | 0.04%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 3.625% 09/30/2031                                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3955.00      | 0.03%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                           | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1000 | PA      | $835.00       | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP 5.25% 07/01/2030                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19491.38     | 0.16%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                     | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A                     | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4798.52      | 0.04%             | 2030-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5063.94      | 0.04%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                     | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                         | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      2000 | PA      | $2099.73      | 0.02%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1460.62      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                         | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                           | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |       992 | PA      | $957.47       | 0.01%             | 2026-12-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                   | ALIMENTATION COUCHE-TARD INC 3.625% 05/13/2051 144A                                                   | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $38298.67     | 0.32%             | 2051-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16697.30     | 0.14%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                         | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7000 | PA      | $6282.50      | 0.05%             | 2029-04-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                 | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34418 | PA      | $36276.91     | 0.31%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                 | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      1000 | PA      | $863.91       | 0.01%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                            | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3645 | PA      | $3234.94      | 0.03%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                 | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                 | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4210.94      | 0.04%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                 | WALT DISNEY CO 2.65% 01/13/2031                                                                       | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51134.11     | 0.43%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7254.46      | 0.06%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                              | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13537.04     | 0.11%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                  | NORDSTROM INC 4.375% 04/01/2030                                                                       | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3683.73      | 0.03%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                           | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                            | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7802.52      | 0.07%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                   | STRATEGY INC PERP PFD                                                                                 | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |        50 | NS      | $3962.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                    | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                       | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      3576 | PA      | $1412.16      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                        | MKS INC CONV 1.25% 06/01/2030                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2004.00      | 0.02%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                           | TRI POINTE HOMES INC 5.25% 06/01/2027                                                                 | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1999.09      | 0.02%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 2% 02/20/2051#MA7192                                                                          | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19129 | PA      | $15669.17     | 0.13%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                    | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      8000 | PA      | $8177.13      | 0.07%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                        | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                        | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1029.57      | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 3.625% 03/31/2030                                                                           | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199562.50    | 1.69%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                  | LGI HOMES INC 7% 11/15/2032 144A                                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5851.53      | 0.05%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                        | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                         | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4104.90      | 0.03%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                       | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                           | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      4500 | PA      | $1619.86      | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                  | MODIVCARE TERM B 1LN 07/01/2031                                                                       | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      4950 | PA      | $2165.68      | 0.02%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                 | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                             | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |      1995 | PA      | $1886.34      | 0.02%             | 2030-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                   | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20689.16     | 0.17%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                       | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                        | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3698.38      | 0.03%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 5.125% 06/01/2029                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4953.00      | 0.04%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                    | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                     | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24379.97     | 0.21%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 2.5% 09/01/2051#QC7086                                                                      | CUSIP: 3133AR2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29349 | PA      | $24629.35     | 0.21%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                       | HELP AT HOME TERM 1LN 09/24/2031                                                                      | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |      1995 | PA      | $1783.86      | 0.02%             | 2031-09-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 4% 01/01/2051#FM7031                                                                        | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20720 | PA      | $19611.22     | 0.17%             | 2051-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                   | HUDSON PACIFIC PROPERTIES LP 5.95% 02/15/2028                                                         | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52825.58     | 0.45%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                  | TERRAFORM POWER OPERATING LLC 4.75% 01/15/2030 144A                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15438.85     | 0.13%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6% 01/15/2033 144A                                                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4044.91      | 0.03%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                     | ONCOR ELEC DELIVERY CO LLC 4.15% 06/01/2032                                                           | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43580.51     | 0.37%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                              | NATWEST GROUP PLC 2.057%/VAR 11/09/2028 REGS                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $128054.98    | 1.08%             | 2028-11-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                           | TELEFONICA EUROPE BV 2.502%/VAR PERP REGS                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |    100000 | PA      | $115241.36    | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC            | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4977.54      | 0.04%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                          | RACKSPACE FINANCE LLC 3.5% 05/15/2028 144A                                                            | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1670 | PA      | $791.47       | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 2% 03/20/2052#                                                                                | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22746 | PA      | $18635.47     | 0.16%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 5.5% 06/01/2054#CB8689                                                                      | CUSIP: 3140QUUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47338 | PA      | $47760.94     | 0.40%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5071.44      | 0.04%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                        | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      4000 | PA      | $3831.31      | 0.03%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 3.5% 02/15/2033                                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $654275.39    | 5.53%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES TERM B 1LN 9/4/2029                                                                           | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      4950 | PA      | $4529.25      | 0.04%             | 2029-09-04      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                          | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                               | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48413.06     | 0.41%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                    | FX Forward: USD/GBP settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $1284.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                    | BOSTON PPTYS LTD PARTNERSHIP 2.45% 10/01/2033                                                         | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60855.92     | 0.51%             | 2033-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                     | VERIZON COMMUNICATIONS INC 5.05% 05/09/2033                                                           | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96732.74     | 0.82%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                         | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4720.25      | 0.04%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.25% 02/15/2032 144A                                                                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5136.33      | 0.04%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       475 | PA      | $474.29       | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                     | DAVITA INC 6.875% 09/01/2032 144A                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5172.66      | 0.04%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                              | FOUNDATION BUILDING MATERIALS TERM 1LN 1/31/2028                                                      | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |       995 | PA      | $996.16       | 0.01%             | 2028-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                 | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     15000 | PA      | $14779.20     | 0.12%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                         | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5067.09      | 0.04%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 3.875% 08/15/2034                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    244000 | PA      | $239234.39    | 2.02%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                   | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18666.87     | 0.16%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                      | ENPRO INC 6.125% 06/01/2033 144A                                                                      | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1020.42      | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                       | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                       | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1936.94      | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                   | INSULET CORP 6.5% 04/01/2033 144A                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1036.75      | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | SFR TERM B14 1LN 08/15/2028                                                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      1995 | PA      | $1824.35      | 0.02%             | 2028-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 3.5% 10/01/2055 #TBA                                                                        | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $45158.21     | 0.38%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO PIK VAR 06/01/2030 144A                                                                    | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      1065 | PA      | $1114.04      | 0.01%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                           | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                     | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3740.07      | 0.03%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                              | IRON MTN INC 4.875% 09/15/2027 144A                                                                   | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4968.07      | 0.04%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                    | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                               | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      2000 | PA      | $1940.00      | 0.02%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                     | ELASTIC NV 4.125% 07/15/2029 144A                                                                     | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      4000 | PA      | $3843.85      | 0.03%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                            | HUDBAY MINERALS INC 6.125% 04/01/2029 144A                                                            | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2021.87      | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                  | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | PA      | $5125.73      | 0.04%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                       | TEAM HEALTH TERM B 1LN 6/23/2028                                                                      | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      5000 | PA      | $4977.10      | 0.04%             | 2028-06-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                      | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                      | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      1000 | PA      | $986.57       | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 6.375% 03/01/2033 144A                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5050.77      | 0.04%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 6% 09/01/2055 #TBA                                                                            | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $280487.05    | 2.37%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                    | FX Forward: USD/EUR settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-12.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                           | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                           | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5273.19      | 0.04%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                              | POST HLDGS INC 4.625% 04/15/2030 144A                                                                 | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2893.15      | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 15YR 5.5% 11/01/2038#FS6389                                                                      | CUSIP: 3140XNC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21575 | PA      | $22109.99     | 0.19%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                  | LOWES COS INC 3.75% 04/01/2032                                                                        | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47477.80     | 0.40%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                          | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                           | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4873.38      | 0.04%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                        | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    150000 | PA      | $150020.25    | 1.27%             | 2038-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3954.25      | 0.03%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                             | ALLY FINL INC T5Y+NA 01/17/2040                                                                       | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6946.81      | 0.06%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                     | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4249.04      | 0.04%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                  | DISH DBS CORP 7.75% 07/01/2026                                                                        | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $972.50       | 0.01%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                     | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                     | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |      1000 | PA      | $804.19       | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                  | PG and E CORP CONV 4.25% 12/01/2027                                                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2031.46      | 0.02%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                      | IQVIA INC 5% 10/15/2026 144A                                                                          | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1998.16      | 0.02%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                           | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                            | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      1000 | PA      | $876.67       | 0.01%             | 2029-02-12      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                   | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13395.99     | 0.11%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4222.90      | 0.04%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                          | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $58154.69     | 0.49%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                        | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      1000 | PA      | $1035.00      | 0.01%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                               | ALTICE USA TERM B6 1LN 01/18/2028                                                                     | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       995 | PA      | $991.01       | 0.01%             | 2028-01-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                             | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                             | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4046.02      | 0.03%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                              | DELL INTL/EMC CORP 6.2% 07/15/2030                                                                    | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48379.61     | 0.41%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                          | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3400.00      | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 5% 12/01/2052#MA4841                                                                        | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41119 | PA      | $40780.24     | 0.34%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                          | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                            | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000 | PA      | $3011.35      | 0.03%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                    | CHEMOURS CO 5.75% 11/15/2028 144A                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9629.13      | 0.08%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                        | DPL INC 4.35% 04/15/2029                                                                              | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13856.22     | 0.12%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                            | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      1000 | PA      | $993.14       | 0.01%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                                  | OCEANEERING INTERNATIONAL INC 6% 02/01/2028                                                           | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4041.42      | 0.03%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 2% 01/20/2051#MA7135                                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47321 | PA      | $38762.36     | 0.33%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                    | ASURION TERM B3 2LN 01/31/2028                                                                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      3000 | PA      | $2914.68      | 0.02%             | 2028-01-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                      | AMGEN INC 3% 02/22/2029                                                                               | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96236.42     | 0.81%             | 2029-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 15YR 3% 05/01/2035#SB0836                                                                        | CUSIP: 3132CW4V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32773 | PA      | $31629.80     | 0.27%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4920.94      | 0.04%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4001.42      | 0.03%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                       | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                                 | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35777.23     | 0.30%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2874.49      | 0.02%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                 | GNMA II 5% 10/20/2054#MA9964                                                                          | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24232 | PA      | $23989.14     | 0.20%             | 2054-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                          | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5830.30      | 0.05%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F022691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -225000 | PA      | $-186793.94   | -1.58%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2050.49      | 0.02%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                       | VIRIDIEN 10% 10/15/2030 144A                                                                          | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      4000 | PA      | $3997.32      | 0.03%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                  | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | PA      | $5134.45      | 0.04%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                  | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1924.45      | 0.02%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5041.25      | 0.04%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                | GEN DIGITAL INC 7.125% 09/30/2030 144A                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1034.50      | 0.01%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                       | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1029.93      | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                  | CUSIP: 20752KAN3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |       386 | PA      | $353.76       | 0.00%             | 2031-04-03      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                              | GENERAL MOTORS CO 5.4% 10/15/2029                                                                     | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20630.56     | 0.17%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 2.5% 10/01/2055 #TBA                                                                        | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $124546.88    | 1.05%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                    | CHEMOURS CO 4.625% 11/15/2029 144A                                                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11608.30     | 0.10%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 6.5% 05/15/2032                                                                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11397.42     | 0.10%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                  | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                                  | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     10798 | PA      | $21976.09     | 0.19%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                  | ECHOSTAR CORP PIK VAR 11/30/2030                                                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     10037 | PA      | $9902.20      | 0.08%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                   | Fidelity Cash Central Fund                                                                            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    906498 | NS      | $906679.08    | 7.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                                        | WEX INC 6.5% 03/15/2033 144A                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1023.16      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 2.5% 05/01/2051#SI2106                                                                      | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78585 | PA      | $65727.17     | 0.56%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC STEP 04/01/2036                                                                     | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $977.17       | 0.01%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                             | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                             | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      1000 | PA      | $980.00       | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                             | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                              | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $4301.34      | 0.04%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                          | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                          | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4592.78      | 0.04%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO PIK VAR 06/01/2031 144A                                                                    | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      5132 | PA      | $5822.71      | 0.05%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC      | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7341.07      | 0.06%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                        | BRISTOL-MYERS SQUIBB CO 2.95% 03/15/2032                                                              | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22807.27     | 0.19%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5044.88      | 0.04%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5080.27      | 0.04%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                               | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     18000 | PA      | $15390.00     | 0.13%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                          | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                          | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6598.46      | 0.06%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                       | AES CORP 1.375% 01/15/2026                                                                            | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69107.41     | 0.58%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 2.5% 08/20/2051#MA7534                                                                        | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90155 | PA      | $76818.87     | 0.65%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                     | HEXION TERM 2LN 03/15/2030                                                                            | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |       706 | PA      | $694.19       | 0.01%             | 2030-03-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                 | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       979 | PA      | $939.38       | 0.01%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                 | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $931.73       | 0.01%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                     | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                     | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1019.90      | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 2% 11/01/2050#SD8106                                                                        | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52440 | PA      | $42074.02     | 0.36%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                          | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2550.00      | 0.02%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       124 | PA      | $124.06       | 0.00%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                              | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                   | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |      2000 | PA      | $1896.50      | 0.02%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                  | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |      1000 | PA      | $993.60       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                    | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16314.06     | 0.14%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                  | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69279.44     | 0.59%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                         | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1840.06      | 0.02%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                 | ALTICE FING SA 9.625% 07/15/2027 144A                                                                 | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      1000 | PA      | $930.00       | 0.01%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                 | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5144.48      | 0.04%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                         | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                  | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5888.93      | 0.05%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                  | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10251.54     | 0.09%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                          | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    132000 | PA      | $118098.75    | 1.00%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                     | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      4000 | PA      | $4165.78      | 0.04%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                        | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                        | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5059.64      | 0.04%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                           | SOLENIS TERM B 1LN 07/26/2032                                                                         | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      5000 | PA      | $4983.35      | 0.04%             | 2032-07-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 10% 10/15/2032 144A                                                             | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1003.75      | 0.01%             | 2032-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5141.44      | 0.04%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5239.77      | 0.04%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                  | COREWEAVE INC 9.25% 06/01/2030 144A                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3010.76      | 0.03%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4.25% 05/15/2035                                                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189000 | PA      | $189590.63    | 1.60%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                          | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5033.96      | 0.04%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLING PLATTER FIN CORP                               | SIZZLING PLATTER TERM 1LN 07/02/2032                                                                  | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |      4208 | PA      | $4092.20      | 0.03%             | 2032-07-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                   | OT MIDCO INC 10% 02/15/2030 144A                                                                      | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2049.68      | 0.02%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM                                                          | BXHPP TRUST 2021-FILM TSFR1M+76.448 08/15/2036 144A                                                   | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $120817.01    | 1.02%             | 2036-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4341.39      | 0.04%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                             | FX Forward: USD/EUR settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-115.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                               | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2883.20      | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                    | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2034 REGS                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     33000 | PA      | $38524.54     | 0.33%             | 2034-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                              | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5117.49      | 0.04%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 2.5% 10/01/2051#BU3295                                                                      | CUSIP: 3140M4UV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22513 | PA      | $18892.45     | 0.16%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                       | SGUS LLC 11% 12/15/2029 144A                                                                          | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1515 | PA      | $1331.66      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                               | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                               | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3054.92      | 0.03%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                               | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                               | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2519.25      | 0.02%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                 | YUM BRANDS INC 4.625% 01/31/2032                                                                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4833.13      | 0.04%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4.125% 05/31/2032                                                                           | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16000 | PA      | $16201.70     | 0.14%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                    | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83000 | PA      | $80743.44     | 0.68%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC         | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A          | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5114.46      | 0.04%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                       | SNAP INC 6.875% 03/15/2034 144A                                                                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.06      | 0.04%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                         | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      1000 | PA      | $946.25       | 0.01%             | 2028-04-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                   | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9765.81      | 0.08%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                      | OLIN CORP 6.625% 04/01/2033 144A                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6990.92      | 0.06%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      8907 | PA      | $7521.14      | 0.06%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                   | NAVIENT CORP 7.875% 06/15/2032                                                                        | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5275.78      | 0.04%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                      | MATIV INC 8% 10/01/2029 144A                                                                          | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1979.57      | 0.02%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                 | AMN HEALTHCARE 4% 04/15/2029 144A                                                                     | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4663.36      | 0.04%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                      | BALL CORP 5.5% 09/15/2033                                                                             | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5060.38      | 0.04%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                                   | CIMPRESS PLC 7.375% 09/15/2032 144A                                                                   | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $5017.02      | 0.04%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                       | AES CORP 2.45% 01/15/2031                                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60925.86     | 0.52%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                       | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                           | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800 | PA      | $787.58       | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                     | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                              | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36936.36     | 0.31%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 6% 10/01/2055 #TBA                                                                            | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $127376.91    | 1.08%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -100000 | PA      | $-90355.47    | -0.76%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4.25% 11/15/2034                                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $25164.06     | 0.21%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                                     | ATKORE INC 4.25% 06/01/2031 144A                                                                      | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3714.92      | 0.03%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                               | PARAMOUNT GLOBAL T5Y+NA 03/30/2062                                                                    | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.34      | 0.04%             | 2062-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 6% 09/01/2055 #TBA                                                                            | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -200000 | PA      | $-203990.58   | -1.72%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                           | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1969.41      | 0.02%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 5.5% 02/01/2054#MA5271                                                                      | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45846 | PA      | $46212.41     | 0.39%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                     | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      1034 | PA      | $754.02       | 0.01%             | 2031-10-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                         | CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72695.57     | 0.61%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                | NATGASOLINE TERM B 1LN 03/29/2030                                                                     | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |      6951 | PA      | $6997.18      | 0.06%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                     | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                     | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5080.24      | 0.04%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                            | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                              | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      1000 | PA      | $849.32       | 0.01%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                               | PUGET ENERGY INC 4.224% 03/15/2032                                                                    | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56901.48     | 0.48%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                          | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6042.67      | 0.05%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                        | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A                                          | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97572.14     | 0.82%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                 | MORGAN STANLEY 4.889%/VAR 07/20/2033                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31252.95     | 0.26%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                     | HUMANA INC 3.7% 03/23/2029                                                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68606.66     | 0.58%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 4.5% 12/01/2052#QF3956                                                                      | CUSIP: 3133BRMD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43468 | PA      | $41985.86     | 0.35%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                  | COREWEAVE INC 9% 02/01/2031 144A                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5939.98      | 0.05%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                         | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                  | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      3614 | PA      | $3310.12      | 0.03%             | 2031-04-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                            | OTIS WORLDWIDE CORP 2.565% 02/15/2030                                                                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46607.33     | 0.39%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 2.5% 11/01/2051#MA4466                                                                      | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41408 | PA      | $34594.53     | 0.29%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                           | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                  | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |      3998 | PA      | $3608.60      | 0.03%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                              | GENERAL MILLS INC 2.25% 10/14/2031                                                                    | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101083.98    | 0.85%             | 2031-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                     | VIASAT INC 7.5% 05/30/2031 144A                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      1000 | PA      | $938.73       | 0.01%             | 2031-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4.125% 08/31/2030                                                                           | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $117160.74    | 0.99%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC 6.625% 05/15/2032                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1953.43      | 0.02%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 3% 08/20/2051#MA7535                                                                          | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24561 | PA      | $21784.64     | 0.18%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                      | UST NOTES 4.25% 08/15/2035                                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $60121.88     | 0.51%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                        | ATI INC 7.25% 08/15/2030                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5267.02      | 0.04%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                         | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                        | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1099 | PA      | $1071.53      | 0.01%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                    | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                             | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5189.42      | 0.04%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                     | MARSH and MCLENNAN COS INC 2.375% 12/15/2031                                                          | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97451.32     | 0.82%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                          | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1040.41      | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                   | NISOURCE INC 1.7% 02/15/2031                                                                          | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103920.65    | 0.88%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                         | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                             | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |      5901 | PA      | $5670.21      | 0.05%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                           | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $90355.47     | 0.76%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESDEC SOLAR GROUP BV                                                           | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                      | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |      7000 | PA      | $3430.00      | 0.03%             | 2028-08-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                  | LOWES COS INC 4.25% 04/01/2052                                                                        | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38738.97     | 0.33%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5240.10      | 0.04%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6043.28      | 0.05%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                    | PRINCE TERM 1LN 4/23/2029                                                                             | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |      2992 | PA      | $2364.55      | 0.02%             | 2029-04-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                            | TRANSDIGM TERM M 1LN 8/19/2032                                                                        | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $5001.15      | 0.04%             | 2032-08-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                           | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                 | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5059.51      | 0.04%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                         | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2364.78      | 0.02%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                   | WP CAREY INC 2.45% 02/01/2032                                                                         | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60661.02     | 0.51%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                            | ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032                                                          | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58620.28     | 0.50%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                           | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      2980 | PA      | $2890.29      | 0.02%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                             | ALLY FINL INC 4.7%/VAR PERP                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      5000 | PA      | $4865.31      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                    | GPD COS INC 12.5% 12/31/2029 144A                                                                     | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1294 | PA      | $1083.40      | 0.01%             | 2029-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                           | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5206.30      | 0.04%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                      | SUNOCO LP 6.25% 07/01/2033 144A                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5110.13      | 0.04%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                        | ATI INC 4.875% 10/01/2029                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5877.88      | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                          | ACRISURE HOLDINGS INC SER A-2 PC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       103 | NS      | $2615.17      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                     | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2047.03      | 0.02%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5142.80      | 0.04%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                  | WOLFSPEED INC STEP 06/23/2030 144A                                                                    | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      1688 | PA      | $1683.78      | 0.01%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| PROLOGIS LP                                                                    | PROLOGIS LP 2.875% 11/15/2029                                                                         | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61731.28     | 0.52%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 6% 08/01/2055#RJ4642                                                                        | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51929.65     | 0.44%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                  | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17277.20     | 0.15%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6979.68      | 0.06%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                             | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5188.23      | 0.04%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                          | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                     | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |      2983 | PA      | $2622.78      | 0.02%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                         | CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A                                                 | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1994.84      | 0.02%             | 2027-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                         | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                            | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4724.45      | 0.04%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                            | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3063.25      | 0.03%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 6% 08/15/2033 144A                                                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5133.25      | 0.04%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                  | NORTHERN STATES POWER CO (MN) 2.25% 04/01/2031                                                        | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72699.12     | 0.61%             | 2031-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                      | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                  | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       985 | PA      | $745.86       | 0.01%             | 2028-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                      | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43104 | PA      | $32714.42     | 0.28%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                          | AECOM 6% 08/01/2033 144A                                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5103.28      | 0.04%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                  | SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A                       | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    241523 | PA      | $241605.14    | 2.04%             | 2033-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                          | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                            | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2490.21      | 0.02%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                             | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                               | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      1000 | PA      | $910.00       | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                           | GRUBHUB HOLDINGS INC 5.5% 07/01/2027 144A                                                             | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2989.67      | 0.03%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                        | UKG INC 6.875% 02/01/2031 144A                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5170.30      | 0.04%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                      | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                      | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2511.72      | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                    | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                     | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6198.92      | 0.05%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                        | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2981.08      | 0.03%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                         | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                         | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.80      | 0.04%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                    | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1376.07      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                         | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10426.76     | 0.09%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                          | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4847.72      | 0.04%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                     | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1037.08      | 0.01%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                    | STAPLES INC 12.75% 01/15/2030 144A                                                                    | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      3514 | PA      | $2501.28      | 0.02%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                  | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5161.31      | 0.04%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                          | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2285.00      | 0.02%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                | CANO HEALTH LLC WT                                                                                    | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        15 | NS      | $51.45        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARVANA CO                                                                     | CARVANA CO PIK VAR 12/01/2028 144A                                                                    | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      1921 | PA      | $1964.74      | 0.02%             | 2028-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                              | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                   | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4053.62      | 0.03%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                        | ASTRAZENECA FINANCE LLC 1.75% 05/28/2028                                                              | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66210.59     | 0.56%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                          | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5045.56      | 0.04%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                        | SANTANDER HLDGS USA INC 5.807%/VAR 09/09/2026                                                         | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15002.89     | 0.13%             | 2026-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                   | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20457.46     | 0.17%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                 | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7215.42      | 0.06%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                            | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1834.77      | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1000 | PA      | $857.50       | 0.01%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                              | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                               | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2034.67      | 0.02%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      2000 | PA      | $1976.88      | 0.02%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                        | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |     10975 | PA      | $5226.84      | 0.04%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 30YR 3% 11/01/2051#CB2095                                                                        | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74049 | PA      | $64289.63     | 0.54%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                     | FNMA 20YR 2% 11/01/2040#                                                                              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21446 | PA      | $18654.45     | 0.16%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3080.00      | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                  | ALBEMARLE CORP 7.25% PC PERP                                                                          | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |        21 | NS      | $829.92       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                            | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                            | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6072.03      | 0.05%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                              | NEWELL BRANDS INC 6.375% 05/15/2030                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2960.55      | 0.03%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                 | NRG ENERGY INC 6% 02/01/2033 144A                                                                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5067.32      | 0.04%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                  | FHLG 30YR 5.5% 03/01/2055#SD8515                                                                      | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73134 | PA      | $73580.92     | 0.62%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                               | NUMERICABLE / ALTICE FRANCE TERM B-13 1LN 08/14/2026                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |       997 | PA      | $881.92       | 0.01%             | 2026-08-14      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                  | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $117015.66    | 0.99%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                      | BLOCK INC 3.5% 06/01/2031                                                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10161.86     | 0.09%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                      | GNII II 3% 04/20/2052#MA7988                                                                          | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49558 | PA      | $43921.18     | 0.37%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                 | WHIRLPOOL CORP 6.5% 06/15/2033                                                                        | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6041.93      | 0.05%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                     | ZOETIS INC 2% 05/15/2030                                                                              | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45312.95     | 0.38%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                          | MINERAL RESOURCES LTD 8.125% 05/01/2027 144A                                                          | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      3000 | PA      | $3001.70      | 0.03%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                               | TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029                                                      | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     60000 | PA      | $59425.47     | 0.50%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                                          | CEC ENTERTAINMENT LLC 6.75% 05/01/2026 144A                                                           | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2987.78      | 0.03%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                    | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36287.45     | 0.31%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                       | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                       | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20285.96     | 0.17%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer